Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ASSI SECURITY INC. 401K PROFIT SHARING PLAN AND TRUST Tactical Asset Allocation Moderate | NA | 6.04% | 3.60% | 6.26% | 6.15% | 8.57% | 9.10% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASSI SECURITY INC. 401K PROFIT SHARING PLAN AND TRUST Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.17 | 6.04 | 3.60 | 6.26 | 6.15 | 8.57 | 9.10 | … | … | 2.69 | 16.71 | -15.66 | 14.56 | 13.80 | 21.29 | -4.46 | 13.97 | 7.01 | -0.34 | 9.11 | 16.60 | 15.71 | 1.06 | 12.92 | 21.00 | 2.98 | 11.28 | 14.45 | 8.22 | 15.37 | 11.06 | -4.85 | -0.70 |
| Sharpe Ratio | NA | 1.31 | 0.28 | 0.60 | 0.62 | NA | NA | … | … | 0.29 | 1.48 | -1.14 | 1.49 | 0.76 | 3.06 | -0.60 | 3.24 | 0.85 | -0.04 | 1.20 | 2.33 | 2.13 | 0.07 | 1.36 | 2.12 | 0.34 | 0.90 | 1.45 | 1.10 | 1.97 | 1.50 | -0.88 | -0.34 |
| Standard Deviation(%) | NA | 8.41 | 11.31 | 12.23 | 10.29 | NA | NA | … | … | 8.31 | 8.41 | 14.90 | 9.74 | 17.86 | 6.50 | 9.62 | 4.12 | 8.01 | 8.90 | 7.56 | 7.11 | 7.34 | 13.96 | 9.45 | 9.84 | 5.96 | 9.22 | 7.72 | 5.49 | 7.31 | 6.89 | 6.73 | 8.96 |
| Draw Down(%) | NA | 5.83 | 20.42 | 20.42 | 20.42 | NA | NA | … | … | 1.76 | 5.83 | 19.84 | 4.93 | 19.57 | 3.09 | 12.34 | 1.29 | 7.10 | 9.21 | 5.02 | 5.57 | 5.24 | 12.66 | 7.63 | 4.45 | 5.01 | 5.96 | 8.68 | 4.11 | 5.94 | 6.91 | 8.97 | 12.75 |
| Yield(%) | NA | 4.91 | 3.82 | 3.98 | 3.99 | NA | NA | … | … | 0.00 | 5.20 | 1.19 | 5.29 | 4.40 | 4.26 | 5.43 | 3.94 | 3.78 | 3.98 | 2.97 | 3.04 | 4.14 | 1.36 | 4.15 | 5.57 | 9.12 | 6.11 | 3.13 | 3.05 | 3.09 | 2.72 | 4.87 | 7.32 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| ASSI SECURITY INC. 401K PROFIT SHARING PLAN AND TRUST Tactical Asset Allocation Moderate |
3.21%
Dec 2019 – Dec 2022 |
4.34%
Sep 2017 – Sep 2022 |
6.15%
Oct 2013 – Oct 2023 |
7.89%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASSI SECURITY INC. 401K PROFIT SHARING PLAN AND TRUST Tactical Asset Allocation Moderate |
16.50%
Dec 2018 – Dec 2021 |
13.93%
Feb 2009 – Feb 2014 |
12.23%
Jul 2003 – Jul 2013 |
10.90%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart