Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| APG INTEL LLC 401K PLAN Tactical Asset Allocation Moderate | NA | 11.97% | 10.96% | 9.76% | 11.14% | 10.64% | NA | … | … |
Data as of 08/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| APG INTEL LLC 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| 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 (%) | 0.58 | 11.97 | 10.96 | 9.76 | 11.14 | 10.64 | NA | … | … | 1.15 | 13.95 | 10.02 | 1.65 | 8.34 | 19.30 | 14.58 | 3.10 | 14.74 | 20.63 | 1.28 | 7.84 | 11.35 | 8.68 | 11.82 | 12.38 | -1.59 | 8.31 |
| Sharpe Ratio | NA | 0.32 | 1.04 | 0.96 | 1.25 | NA | NA | … | … | 0.00 | 3.05 | 1.27 | 0.18 | 1.19 | 2.71 | 1.83 | 0.23 | 1.57 | 2.28 | 0.06 | 0.56 | 1.18 | 1.04 | 1.59 | 1.60 | -0.45 | 0.87 |
| Standard Deviation(%) | NA | 8.83 | 7.42 | 7.55 | 8.60 | NA | NA | … | … | 9.34 | 4.36 | 7.72 | 8.83 | 6.99 | 7.11 | 7.92 | 13.24 | 9.34 | 9.00 | 6.03 | 8.62 | 6.87 | 6.27 | 6.86 | 7.31 | 5.97 | 6.90 |
| Draw Down(%) | NA | 6.94 | 8.13 | 8.13 | 11.23 | NA | NA | … | … | 6.94 | 1.76 | 6.41 | 7.00 | 5.24 | 4.97 | 5.74 | 11.23 | 8.11 | 3.92 | 5.01 | 5.13 | 6.12 | 3.81 | 5.46 | 6.63 | 5.65 | 5.88 |
| Yield(%) | NA | 4.69 | 4.17 | 3.70 | 3.97 | NA | NA | … | … | 1.03 | 5.62 | 3.34 | 4.47 | 2.23 | 3.95 | 3.81 | 1.73 | 4.55 | 4.95 | 8.88 | 5.83 | 2.67 | 3.35 | 3.67 | 3.25 | 5.23 | 8.94 |
Data as of 08/31/2018, 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 |
|---|---|---|---|---|
| APG INTEL LLC 401K PLAN Tactical Asset Allocation Moderate |
4.68%
Oct 2001 – Oct 2004 |
7.22%
Feb 2004 – Feb 2009 |
8.13%
Sep 2001 – Sep 2011 |
8.89%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| APG INTEL LLC 401K PLAN Tactical Asset Allocation Moderate |
15.66%
Sep 2011 – Sep 2014 |
14.83%
Nov 2008 – Nov 2013 |
11.71%
Aug 2004 – Aug 2014 |
10.89%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart