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 Strategic Asset Allocation – Optimal Moderate | NA | -0.02% | 5.10% | 6.23% | 9.90% | 7.72% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| APG INTEL LLC 401K 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 | -0.02 | 5.10 | 6.23 | 9.90 | 7.72 | NA | … | … | -4.96 | 10.95 | 5.92 | 1.44 | 9.46 | 20.38 | 14.69 | 2.93 | 12.46 | 24.44 | -22.42 | 7.26 | 10.46 | 8.24 | 11.90 | 21.23 | -2.35 | 10.17 |
| Sharpe Ratio | NA | -0.64 | 0.39 | 0.51 | 0.92 | NA | NA | … | … | -0.64 | 2.17 | 0.70 | 0.16 | 1.41 | 2.88 | 1.96 | 0.21 | 1.14 | 1.46 | -1.04 | 0.49 | 1.12 | 1.05 | 1.68 | 2.23 | -0.27 | 0.83 |
| Standard Deviation(%) | NA | 9.82 | 7.85 | 7.80 | 10.01 | NA | NA | … | … | 9.82 | 4.75 | 8.11 | 8.66 | 6.69 | 7.06 | 7.45 | 14.01 | 10.89 | 16.67 | 22.51 | 8.71 | 6.37 | 5.78 | 6.52 | 9.21 | 12.67 | 9.49 |
| Draw Down(%) | NA | 13.60 | 13.60 | 13.60 | 17.78 | NA | NA | … | … | 13.60 | 2.36 | 6.84 | 6.71 | 4.89 | 5.12 | 5.12 | 12.26 | 9.37 | 17.78 | 32.94 | 5.31 | 5.31 | 3.53 | 5.21 | 8.65 | 16.12 | 9.27 |
| Yield(%) | NA | 5.51 | 3.23 | 3.45 | 3.64 | NA | NA | … | … | 5.48 | 0.94 | 3.20 | 4.91 | 2.69 | 4.10 | 3.78 | 2.73 | 4.31 | 3.78 | 4.42 | 5.59 | 5.33 | 3.48 | 3.79 | 3.78 | 4.14 | 6.69 |
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 |
|---|---|---|---|---|
| APG INTEL LLC 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-7.12%
Feb 2006 – Feb 2009 |
-1.05%
Feb 2004 – Feb 2009 |
6.56%
Sep 2001 – Sep 2011 |
7.63%
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 Strategic Asset Allocation – Optimal Moderate |
19.98%
Feb 2009 – Feb 2012 |
17.80%
Feb 2009 – Feb 2014 |
10.38%
Nov 2008 – Nov 2018 |
9.09%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart