Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NLIGHT CORP 401k Tactical Asset Allocation Moderate | NA | 5.08% | 7.89% | 6.28% | 9.74% | 10.58% | NA | … | … |
Data as of 08/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NLIGHT CORP 401k Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| 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 (%) | 0.56 | 5.08 | 7.89 | 6.28 | 9.74 | 10.58 | NA | … | … | -2.94 | 10.14 | 6.75 | 1.55 | 2.11 | 16.37 | 12.75 | 3.10 | 19.53 | 13.14 | 16.06 | 12.59 | 11.07 | 5.26 | 18.33 | 15.73 | 9.76 | -3.95 |
| Sharpe Ratio | NA | -0.42 | 0.56 | 0.47 | 0.88 | NA | NA | … | … | -0.44 | 1.75 | 0.79 | 0.17 | 0.26 | 2.12 | 1.63 | 0.20 | 1.57 | 1.01 | 1.69 | 0.75 | 0.75 | 0.43 | 2.11 | 2.39 | 1.62 | -1.19 |
| Standard Deviation(%) | NA | 8.79 | 7.80 | 7.95 | 9.96 | NA | NA | … | … | 9.18 | 5.44 | 8.31 | 8.73 | 8.02 | 7.72 | 7.79 | 15.02 | 12.38 | 12.94 | 8.97 | 12.75 | 10.36 | 7.15 | 8.22 | 6.31 | 5.33 | 5.26 |
| Draw Down(%) | NA | 9.92 | 9.92 | 9.92 | 12.76 | NA | NA | … | … | 9.92 | 2.26 | 5.66 | 8.34 | 6.10 | 7.79 | 5.41 | 12.76 | 9.01 | 11.20 | 5.93 | 10.78 | 14.67 | 5.14 | 9.83 | 4.43 | 4.63 | 7.71 |
| Yield(%) | NA | 5.40 | 4.39 | 4.40 | 4.63 | NA | NA | … | … | 3.62 | 3.16 | 3.65 | 4.79 | 4.83 | 9.09 | 3.87 | 3.05 | 4.39 | 4.98 | 5.33 | 5.70 | 5.07 | 6.29 | 5.30 | 5.75 | 5.17 | 4.65 |
Data as of 08/31/2018, 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 |
|---|---|---|---|---|
| NLIGHT CORP 401k Tactical Asset Allocation Moderate |
3.35%
Nov 2013 – Nov 2016 |
3.83%
Oct 2013 – Oct 2018 |
9.13%
Oct 2008 – Oct 2018 |
9.80%
Oct 2003 – Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLIGHT CORP 401k Tactical Asset Allocation Moderate |
18.86%
May 2008 – May 2011 |
15.73%
May 2006 – May 2011 |
13.69%
Apr 2003 – Apr 2013 |
11.18%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart