Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMERICAN CAPITAL GROUP 401K PROFIT SHARING PLAN AND TRUST Strategic Asset Allocation – Optimal Moderate | NA | -4.03% | 5.01% | 4.98% | 9.46% | 7.32% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMERICAN CAPITAL GROUP 401K PROFIT SHARING PLAN AND TRUST 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 (%) | 1.44 | -4.03 | 5.01 | 4.98 | 9.46 | 7.32 | NA | … | … | -5.15 | 11.45 | 6.93 | 1.87 | 5.68 | 18.31 | 16.36 | -2.74 | 14.95 | 29.57 | -24.56 | 9.00 | 11.35 | 10.13 | 12.08 | 13.74 | 10.15 | 8.65 |
| Sharpe Ratio | NA | -0.76 | 0.44 | 0.45 | 0.85 | NA | NA | … | … | -0.76 | 2.21 | 0.71 | 0.21 | 0.77 | 2.41 | 1.90 | -0.18 | 1.26 | 1.71 | -1.14 | 0.68 | 1.14 | 1.44 | 1.68 | 3.27 | 2.22 | 1.17 |
| Standard Deviation(%) | NA | 8.51 | 7.90 | 7.97 | 10.61 | NA | NA | … | … | 8.51 | 4.90 | 9.50 | 8.76 | 7.37 | 7.60 | 8.59 | 15.50 | 11.78 | 17.25 | 22.43 | 8.82 | 7.05 | 5.52 | 6.64 | 3.99 | 4.08 | 5.43 |
| Draw Down(%) | NA | 10.86 | 10.86 | 12.30 | 17.44 | NA | NA | … | … | 10.86 | 2.57 | 9.12 | 9.55 | 6.00 | 6.46 | 6.92 | 16.13 | 8.95 | 17.44 | 35.85 | 5.74 | 7.32 | 3.98 | 5.48 | 2.88 | 2.44 | 4.10 |
| Yield(%) | NA | 2.91 | 2.10 | 3.65 | 3.80 | NA | NA | … | … | 2.89 | 0.37 | 2.99 | 7.62 | 4.39 | 3.97 | 4.57 | 2.95 | 3.99 | 3.84 | 5.74 | 6.33 | 4.49 | 2.92 | 2.93 | 4.45 | 8.14 | 8.82 |
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 |
|---|---|---|---|---|
| AMERICAN CAPITAL GROUP 401K PROFIT SHARING PLAN AND TRUST Strategic Asset Allocation – Optimal Moder |
-6.97%
Feb 2006 – Feb 2009 |
-0.32%
Feb 2004 – Feb 2009 |
6.13%
Jan 2006 – Jan 2016 |
7.32%
Oct 2003 – Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMERICAN CAPITAL GROUP 401K PROFIT SHARING PLAN AND TRUST Strategic Asset Allocation – Optimal Moder |
20.42%
Feb 2009 – Feb 2012 |
17.86%
Feb 2009 – Feb 2014 |
10.05%
Nov 2008 – Nov 2018 |
8.55%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart