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 Strategic Asset Allocation – Optimal Moderate | NA | -2.90% | 4.88% | 5.09% | 9.02% | 7.19% | NA | … | … |
Data as of 10/31/2018, 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 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 (%) | 1.33 | -2.90 | 4.88 | 5.09 | 9.02 | 7.19 | NA | … | … | -6.55 | 12.86 | 5.23 | 1.52 | 6.46 | 17.25 | 15.02 | -1.71 | 12.43 | 27.90 | -25.03 | 10.84 | 11.83 | 8.81 | 11.86 | 22.03 | -9.96 | -0.55 |
| Sharpe Ratio | NA | -0.84 | 0.35 | 0.41 | 0.81 | NA | NA | … | … | -0.84 | 2.73 | 0.55 | 0.17 | 0.93 | 2.37 | 1.85 | -0.12 | 1.10 | 1.65 | -1.14 | 0.87 | 1.20 | 1.19 | 1.63 | 2.49 | -0.82 | -0.21 |
| Standard Deviation(%) | NA | 9.41 | 8.00 | 7.99 | 10.30 | NA | NA | … | … | 9.41 | 4.48 | 9.09 | 8.93 | 6.93 | 7.27 | 8.08 | 14.70 | 11.17 | 16.82 | 22.81 | 9.03 | 7.14 | 5.57 | 6.69 | 8.58 | 13.44 | 13.79 |
| Draw Down(%) | NA | 13.62 | 13.62 | 13.62 | 17.24 | NA | NA | … | … | 13.62 | 2.15 | 8.41 | 8.70 | 5.57 | 6.39 | 6.48 | 14.44 | 8.76 | 17.24 | 35.24 | 5.90 | 7.28 | 3.93 | 5.34 | 7.85 | 17.82 | 14.84 |
| Yield(%) | NA | 2.93 | 1.91 | 3.15 | 3.42 | NA | NA | … | … | 2.91 | 0.37 | 2.37 | 6.21 | 3.88 | 3.56 | 4.05 | 2.64 | 3.94 | 3.86 | 5.92 | 6.21 | 3.82 | 2.81 | 3.03 | 2.56 | 3.45 | 3.73 |
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 |
|---|---|---|---|---|
| ASSI SECURITY INC. 401K PROFIT SHARING PLAN AND TRUST Strategic Asset Allocation – Optimal Moderate |
-6.54%
Feb 2006 – Feb 2009 |
-0.36%
Feb 2004 – Feb 2009 |
5.80%
Dec 2001 – Dec 2011 |
6.15%
Feb 2001 – Feb 2016 |
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 Strategic Asset Allocation – Optimal Moderate |
19.13%
Feb 2009 – Feb 2012 |
16.72%
Feb 2009 – Feb 2014 |
9.52%
Nov 2008 – Nov 2018 |
8.83%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart