Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMNNI SAVINGS AND RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | -2.61% | 4.69% | 4.70% | 14.10% | 10.04% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMNNI SAVINGS AND RETIREMENT 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 (%) | 1.26 | -2.61 | 4.69 | 4.70 | 14.10 | 10.04 | NA | … | … | -3.98 | 8.70 | 6.01 | 0.20 | 6.63 | 17.13 | 15.13 | 2.71 | 18.83 | 84.25 | -23.48 | 9.57 | 9.62 | 5.50 | 11.92 | 18.30 | -0.41 | 4.92 |
| Sharpe Ratio | NA | -0.50 | 0.32 | 0.36 | 0.86 | NA | NA | … | … | -0.50 | 1.41 | 0.69 | 0.02 | 0.97 | 2.39 | 2.10 | 0.21 | 1.71 | 2.05 | -1.20 | 0.75 | 0.89 | 0.50 | 1.56 | 2.27 | -0.13 | 0.28 |
| Standard Deviation(%) | NA | 10.58 | 8.47 | 8.31 | 15.55 | NA | NA | … | … | 10.58 | 5.73 | 8.39 | 9.16 | 6.84 | 7.14 | 7.18 | 12.59 | 10.94 | 41.07 | 20.41 | 8.76 | 7.11 | 6.66 | 7.02 | 7.77 | 11.40 | 9.30 |
| Draw Down(%) | NA | 13.50 | 13.50 | 13.50 | 16.53 | NA | NA | … | … | 13.50 | 4.50 | 8.10 | 8.60 | 4.73 | 6.20 | 5.21 | 12.54 | 7.63 | 16.53 | 32.72 | 5.10 | 7.09 | 4.43 | 6.21 | 5.39 | 14.03 | 10.21 |
| Yield(%) | NA | 6.41 | 2.73 | 3.84 | 3.83 | NA | NA | … | … | 6.38 | 0.32 | 1.47 | 7.30 | 3.68 | 4.08 | 3.94 | 4.26 | 3.39 | 3.49 | 4.91 | 6.87 | 7.76 | 4.34 | 3.94 | 4.56 | 2.84 | 7.18 |
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 |
|---|---|---|---|---|
| OMNNI SAVINGS AND RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
-7.21%
Feb 2006 – Feb 2009 |
-1.42%
Feb 2004 – Feb 2009 |
10.78%
Jan 2006 – Jan 2016 |
9.89%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMNNI SAVINGS AND RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
38.85%
Feb 2009 – Feb 2012 |
28.28%
Feb 2009 – Feb 2014 |
14.52%
Nov 2008 – Nov 2018 |
11.40%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart