Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ASH STEVENS INC. 401K PLAN Tactical Asset Allocation Moderate | NA | 11.87% | 4.77% | 5.74% | 5.28% | 6.48% | 6.90% | … | … |
Data as of 01/29/2021, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASH STEVENS INC. 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 04/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.92 | 11.87 | 4.77 | 5.74 | 5.28 | 6.48 | 6.90 | … | … | 4.57 | 12.86 | 8.49 | -2.43 | 6.15 | 6.72 | -1.60 | 2.28 | 14.32 | 3.26 | 5.45 | 7.56 | 17.02 | -1.02 | 11.51 | 13.80 | 7.79 | 11.58 | 19.90 | 1.23 | -0.80 |
| Sharpe Ratio | NA | 2.47 | 0.97 | 0.83 | 0.75 | NA | NA | … | … | 0.43 | 1.50 | 1.57 | -0.50 | 0.98 | 1.33 | -0.29 | 0.38 | 1.89 | 0.55 | 0.67 | 0.73 | 1.84 | -0.25 | 0.95 | 1.41 | 1.04 | 1.33 | 3.15 | 0.02 | -0.57 |
| Standard Deviation(%) | NA | 8.39 | 7.08 | 6.81 | 6.62 | NA | NA | … | … | 10.52 | 8.43 | 4.51 | 7.54 | 5.64 | 4.90 | 5.60 | 6.00 | 7.57 | 5.86 | 8.10 | 10.27 | 9.21 | 7.81 | 8.98 | 7.45 | 5.41 | 8.00 | 6.10 | 5.73 | 5.45 |
| Draw Down(%) | NA | 4.52 | 9.99 | 9.99 | 9.99 | NA | NA | … | … | 3.17 | 9.99 | 3.02 | 7.52 | 4.51 | 3.61 | 5.84 | 5.15 | 6.52 | 5.93 | 5.40 | 8.76 | 4.34 | 10.14 | 6.48 | 7.68 | 3.64 | 6.81 | 3.01 | 3.94 | 5.75 |
| Yield(%) | NA | 4.77 | 4.88 | 3.47 | 3.15 | NA | NA | … | … | 0.52 | 4.33 | 4.19 | 5.60 | 0.26 | 3.08 | 2.14 | 2.24 | 2.25 | 3.74 | 3.74 | 3.39 | 5.00 | 4.16 | 3.83 | 4.27 | 4.62 | 2.93 | 2.34 | 0.07 | 0.44 |
Data as of 01/29/2021, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASH STEVENS INC. 401K PLAN Tactical Asset Allocation Moderate |
1.39%
Oct 2017 – Oct 2020 |
2.06%
Mar 2015 – Mar 2020 |
4.05%
Mar 2010 – Mar 2020 |
6.08%
Feb 2005 – Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASH STEVENS INC. 401K PLAN Tactical Asset Allocation Moderate |
14.65%
Apr 2003 – Apr 2006 |
13.20%
Jan 2003 – Jan 2008 |
9.82%
Apr 2003 – Apr 2013 |
8.44%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart