Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AGILIS GROUP INC. 401K RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | -1.91% | 4.99% | 5.26% | 8.51% | 6.54% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AGILIS GROUP INC. 401K RETIREMENT SAVINGS 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 (%) | 1.11 | -1.91 | 4.99 | 5.26 | 8.51 | 6.54 | NA | … | … | 55.18 | 12.52 | 4.21 | 3.97 | 5.40 | 16.06 | 13.60 | -0.91 | 10.46 | 24.20 | -23.36 | 8.67 | 10.56 | 9.56 | 10.01 | 11.39 | 4.18 | 1.88 |
| Sharpe Ratio | NA | 1.13 | 0.76 | 0.64 | 0.75 | NA | NA | … | … | 1.13 | 2.87 | 0.49 | 0.46 | 0.82 | 2.30 | 1.72 | -0.07 | 0.98 | 1.55 | -1.11 | 0.65 | 1.07 | 1.33 | 1.32 | 2.61 | 0.78 | -0.09 |
| Standard Deviation(%) | NA | 47.82 | 28.10 | 22.29 | 17.74 | NA | NA | … | … | 47.82 | 4.14 | 8.22 | 8.61 | 6.53 | 6.98 | 7.90 | 13.92 | 10.64 | 15.58 | 21.93 | 8.66 | 6.82 | 5.55 | 6.84 | 4.11 | 3.95 | 4.80 |
| Draw Down(%) | NA | 7.37 | 7.37 | 8.01 | 16.69 | NA | NA | … | … | 7.37 | 1.86 | 7.18 | 7.58 | 4.94 | 6.34 | 6.65 | 13.06 | 8.81 | 16.69 | 33.79 | 5.87 | 7.03 | 3.66 | 5.45 | 4.23 | 2.89 | 2.94 |
| Yield(%) | NA | 4.01 | 2.23 | 3.40 | 3.54 | NA | NA | … | … | 3.99 | 0.31 | 2.24 | 6.27 | 4.15 | 3.54 | 3.89 | 2.46 | 4.28 | 3.85 | 4.52 | 4.87 | 4.36 | 2.87 | 2.98 | 4.78 | 6.94 | 4.97 |
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 |
|---|---|---|---|---|
| AGILIS GROUP INC. 401K RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-6.95%
Feb 2006 – Feb 2009 |
-0.67%
Feb 2004 – Feb 2009 |
5.37%
Sep 2001 – Sep 2011 |
6.22%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGILIS GROUP INC. 401K RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
23.40%
Nov 2015 – Nov 2018 |
15.56%
Nov 2013 – Nov 2018 |
14.24%
Nov 2008 – Nov 2018 |
9.95%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison Chart