Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALLIED TPRO 401K PROFIT SHARING PLAN Strategic Asset Allocation – Optimal Moderate | NA | -2.94% | 4.42% | 4.77% | 8.87% | 6.86% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALLIED TPRO 401K PROFIT SHARING 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 (%) | 1.34 | -2.94 | 4.42 | 4.77 | 8.87 | 6.86 | NA | … | … | -4.16 | 12.09 | 6.12 | -1.14 | 6.80 | 18.28 | 14.12 | -0.31 | 12.04 | 27.01 | -24.17 | 7.60 | 11.54 | 10.12 | 11.43 | 14.04 | 13.39 | 8.65 |
| Sharpe Ratio | NA | -0.63 | 0.48 | 0.42 | 0.83 | NA | NA | … | … | -0.63 | 2.47 | 0.62 | -0.13 | 0.98 | 2.59 | 1.72 | -0.02 | 1.05 | 1.59 | -1.08 | 0.51 | 1.20 | 1.45 | 1.59 | 3.75 | 2.84 | 1.52 |
| Standard Deviation(%) | NA | 8.65 | 7.88 | 7.95 | 10.25 | NA | NA | … | … | 8.65 | 4.64 | 9.47 | 9.07 | 6.95 | 7.03 | 8.18 | 14.24 | 11.35 | 16.91 | 23.14 | 8.94 | 6.88 | 5.49 | 6.58 | 3.56 | 4.33 | 4.18 |
| Draw Down(%) | NA | 10.72 | 10.72 | 13.29 | 18.42 | NA | NA | … | … | 10.72 | 2.36 | 8.73 | 9.60 | 5.06 | 5.56 | 7.04 | 13.35 | 9.06 | 18.42 | 34.87 | 6.00 | 7.09 | 3.89 | 5.50 | 2.19 | 2.37 | 2.38 |
| Yield(%) | NA | 3.38 | 2.40 | 3.12 | 3.18 | NA | NA | … | … | 3.36 | 0.34 | 3.40 | 6.06 | 2.52 | 3.67 | 2.71 | 2.80 | 2.88 | 3.62 | 5.46 | 5.45 | 4.71 | 2.94 | 3.32 | 3.98 | 8.52 | 6.81 |
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 |
|---|---|---|---|---|
| ALLIED TPRO 401K PROFIT SHARING PLAN Strategic Asset Allocation – Optimal Moderate |
-7.69%
Feb 2006 – Feb 2009 |
-0.85%
Feb 2004 – Feb 2009 |
5.49%
Jan 2006 – Jan 2016 |
6.83%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALLIED TPRO 401K PROFIT SHARING PLAN Strategic Asset Allocation – Optimal Moderate |
19.90%
Feb 2009 – Feb 2012 |
17.12%
Feb 2009 – Feb 2014 |
9.34%
Nov 2008 – Nov 2018 |
8.12%
May 2002 – May 2017 |
Annualized Rolling Returns Comparison Chart