Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UNDERWRITERS LABORATORIES INC. FINANCIAL SECURITY PLAN Tactical Asset Allocation Moderate | NA | -1.26% | 3.37% | 3.24% | 6.88% | 7.86% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UNDERWRITERS LABORATORIES INC. FINANCIAL SECURITY PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.51 | -1.26 | 3.37 | 3.24 | 6.88 | 7.86 | NA | … | … | -3.57 | 10.26 | 1.50 | -1.74 | 4.55 | 14.04 | 9.90 | -0.99 | 11.97 | 20.27 | 1.19 | 5.98 | 19.47 | 4.62 | 15.42 | 19.12 | 4.35 | 8.27 |
| Sharpe Ratio | NA | -0.62 | 0.30 | 0.27 | 0.76 | NA | NA | … | … | -0.62 | 2.00 | 0.26 | -0.29 | 0.78 | 2.02 | 1.78 | -0.09 | 0.95 | 2.02 | 0.05 | 0.30 | 2.08 | 0.37 | 1.91 | 4.04 | 0.75 | 1.52 |
| Standard Deviation(%) | NA | 7.89 | 6.08 | 6.03 | 8.01 | NA | NA | … | … | 7.89 | 4.81 | 5.03 | 6.13 | 5.82 | 6.93 | 5.52 | 11.22 | 12.45 | 10.00 | 5.52 | 9.86 | 7.79 | 6.56 | 7.59 | 4.57 | 4.33 | 3.91 |
| Draw Down(%) | NA | 10.10 | 10.10 | 10.10 | 11.75 | NA | NA | … | … | 10.10 | 1.91 | 3.90 | 7.45 | 4.43 | 5.95 | 3.97 | 11.75 | 8.38 | 4.95 | 4.16 | 7.42 | 6.36 | 4.91 | 9.07 | 1.97 | 6.39 | 2.66 |
| Yield(%) | NA | 1.80 | 1.91 | 2.23 | 3.09 | NA | NA | … | … | 1.79 | 0.31 | 3.54 | 1.84 | 3.70 | 2.86 | 4.13 | 2.77 | 4.49 | 5.19 | 4.02 | 4.03 | 6.85 | 4.60 | 4.99 | 4.18 | 6.16 | 9.02 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| UNDERWRITERS LABORATORIES INC. FINANCIAL SECURITY PLAN Tactical Asset Allocation Moderate |
1.40%
Dec 2013 – Dec 2016 |
3.13%
Nov 2013 – Nov 2018 |
6.31%
Jan 2007 – Jan 2017 |
7.79%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UNDERWRITERS LABORATORIES INC. FINANCIAL SECURITY PLAN Tactical Asset Allocation Moderate |
14.99%
May 2004 – May 2007 |
13.74%
Oct 2002 – Oct 2007 |
11.46%
Apr 2001 – Apr 2011 |
9.05%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart