Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANCHOR GENERAL INSURANCE GROUP 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | 0.55% | 6.18% | 6.86% | 9.61% | 6.97% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANCHOR GENERAL INSURANCE GROUP 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 (%) | 1.07 | 0.55 | 6.18 | 6.86 | 9.61 | 6.97 | NA | … | … | -1.32 | 12.05 | 5.21 | 4.90 | 8.76 | 17.98 | 13.58 | 1.09 | 11.62 | 24.11 | -22.56 | 8.16 | 7.61 | 9.66 | 8.10 | 5.57 | 8.79 | 7.57 |
| Sharpe Ratio | NA | -0.30 | 0.60 | 0.70 | 0.98 | NA | NA | … | … | -0.30 | 2.50 | 0.63 | 0.53 | 1.26 | 2.57 | 1.80 | 0.08 | 1.13 | 1.59 | -1.09 | 0.59 | 0.67 | 1.29 | 1.09 | 1.11 | 2.04 | 1.19 |
| Standard Deviation(%) | NA | 8.94 | 7.39 | 7.71 | 9.54 | NA | NA | … | … | 8.94 | 4.56 | 7.94 | 9.24 | 6.94 | 6.98 | 7.50 | 13.33 | 10.17 | 15.08 | 21.62 | 8.63 | 6.46 | 5.79 | 6.54 | 4.40 | 3.77 | 4.42 |
| Draw Down(%) | NA | 8.73 | 8.73 | 8.73 | 15.70 | NA | NA | … | … | 8.73 | 2.39 | 7.06 | 6.88 | 4.37 | 5.52 | 5.43 | 11.85 | 8.38 | 15.70 | 32.42 | 5.32 | 6.13 | 3.75 | 5.57 | 4.90 | 2.02 | 2.89 |
| Yield(%) | NA | 3.64 | 2.02 | 3.52 | 3.53 | NA | NA | … | … | 3.62 | 0.31 | 1.96 | 6.99 | 4.71 | 3.93 | 3.62 | 2.05 | 4.07 | 3.64 | 4.29 | 5.06 | 4.68 | 2.77 | 2.69 | 5.25 | 8.22 | 5.98 |
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 |
|---|---|---|---|---|
| ANCHOR GENERAL INSURANCE GROUP 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-6.93%
Feb 2006 – Feb 2009 |
-1.04%
Feb 2004 – Feb 2009 |
4.93%
Sep 2001 – Sep 2011 |
6.79%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANCHOR GENERAL INSURANCE GROUP 401K PLAN Strategic Asset Allocation – Optimal Moderate |
18.00%
Feb 2009 – Feb 2012 |
16.02%
Feb 2009 – Feb 2014 |
10.08%
Nov 2008 – Nov 2018 |
7.51%
Aug 2003 – Aug 2018 |
Annualized Rolling Returns Comparison Chart