Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| APX 401k Plan Strategic Asset Allocation – Optimal Moderate | NA | -2.20% | 4.32% | 4.69% | 8.44% | 6.55% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| APX 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 (%) | 1.08 | -2.20 | 4.32 | 4.69 | 8.44 | 6.55 | NA | … | … | 55.17 | 12.88 | 3.80 | 1.33 | 5.48 | 16.21 | 14.45 | 0.12 | 11.42 | 23.10 | -22.85 | 8.33 | 11.09 | 9.56 | 10.01 | 11.39 | 5.25 | 2.75 |
| Sharpe Ratio | NA | 1.13 | 0.76 | 0.62 | 0.74 | NA | NA | … | … | 1.13 | 2.91 | 0.44 | 0.16 | 0.85 | 2.31 | 1.83 | 0.01 | 1.03 | 1.43 | -1.04 | 0.60 | 1.13 | 1.33 | 1.32 | 2.61 | 1.01 | 0.08 |
| Standard Deviation(%) | NA | 47.83 | 28.11 | 22.27 | 17.84 | NA | NA | … | … | 47.83 | 4.22 | 8.25 | 8.27 | 6.45 | 7.00 | 7.87 | 14.44 | 10.99 | 16.13 | 22.76 | 8.79 | 6.92 | 5.55 | 6.84 | 4.11 | 4.11 | 5.34 |
| Draw Down(%) | NA | 7.29 | 7.29 | 9.48 | 18.06 | NA | NA | … | … | 7.29 | 2.11 | 6.78 | 7.66 | 5.14 | 6.34 | 6.47 | 13.58 | 9.21 | 18.06 | 33.75 | 5.58 | 7.03 | 3.66 | 5.45 | 4.23 | 2.87 | 3.38 |
| Yield(%) | NA | 4.00 | 2.35 | 2.79 | 3.40 | NA | NA | … | … | 3.99 | 0.38 | 2.62 | 4.60 | 2.35 | 3.82 | 4.15 | 3.02 | 4.31 | 4.26 | 4.57 | 5.17 | 4.38 | 2.87 | 2.98 | 4.78 | 6.87 | 7.12 |
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 |
|---|---|---|---|---|
| APX 401k Plan Strategic Asset Allocation – Optimal Moderate |
-7.14%
Feb 2006 – Feb 2009 |
-0.79%
Feb 2004 – Feb 2009 |
5.41%
Dec 2006 – Dec 2016 |
6.40%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| APX 401k Plan Strategic Asset Allocation – Optimal Moderate |
22.61%
Nov 2015 – Nov 2018 |
16.05%
Feb 2009 – Feb 2014 |
14.17%
Nov 2008 – Nov 2018 |
9.96%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison Chart