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 Strategic Asset Allocation – Optimal Moderate | NA | -1.87% | 3.11% | 3.87% | 8.95% | 6.97% | 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 Strategic Asset Allocation – Optimal 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 (%) | 0.80 | -1.87 | 3.11 | 3.87 | 8.95 | 6.97 | NA | … | … | -3.68 | 8.08 | 4.33 | 0.38 | 6.42 | 14.54 | 13.83 | -2.43 | 13.67 | 35.67 | -24.05 | 3.69 | 14.98 | 7.33 | 15.45 | 24.42 | -5.98 | -0.23 |
| Sharpe Ratio | NA | -0.72 | 0.31 | 0.37 | 0.75 | NA | NA | … | … | -0.72 | 1.81 | 0.49 | 0.04 | 1.06 | 2.18 | 1.78 | -0.17 | 1.08 | 1.57 | -1.11 | 0.07 | 1.61 | 0.80 | 1.91 | 3.01 | -0.65 | -0.26 |
| Standard Deviation(%) | NA | 6.97 | 6.72 | 6.93 | 11.13 | NA | NA | … | … | 6.97 | 4.11 | 8.35 | 8.29 | 6.02 | 6.65 | 7.76 | 14.79 | 12.61 | 22.70 | 22.48 | 9.77 | 7.26 | 6.45 | 7.61 | 7.89 | 10.84 | 9.85 |
| Draw Down(%) | NA | 8.84 | 8.84 | 10.26 | 19.63 | NA | NA | … | … | 8.84 | 1.99 | 7.95 | 7.03 | 4.54 | 5.82 | 6.34 | 15.24 | 9.58 | 19.63 | 35.50 | 7.30 | 6.92 | 4.31 | 6.96 | 7.10 | 16.34 | 13.77 |
| Yield(%) | NA | 1.70 | 1.45 | 2.05 | 3.03 | NA | NA | … | … | 1.69 | 0.28 | 2.36 | 3.57 | 2.36 | 4.65 | 3.97 | 3.60 | 3.84 | 3.62 | 3.44 | 4.51 | 5.45 | 3.99 | 3.66 | 2.26 | 4.14 | 3.46 |
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 Strategic Asset Allocation – Optimal Moderate |
-9.02%
Feb 2006 – Feb 2009 |
-1.33%
Feb 2004 – Feb 2009 |
5.35%
May 2007 – May 2017 |
6.68%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UNDERWRITERS LABORATORIES INC. FINANCIAL SECURITY PLAN Strategic Asset Allocation – Optimal Moderate |
23.04%
Feb 2009 – Feb 2012 |
18.21%
Feb 2009 – Feb 2014 |
9.92%
Mar 2003 – Mar 2013 |
8.58%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart