Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Patriot National Insurance Group 401k Plan Strategic Asset Allocation – Optimal Moderate | NA | 10.94% | 4.88% | 2.94% | 6.52% | 5.77% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Patriot National Insurance Group 401k Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.74 | 10.94 | 4.88 | 2.94 | 6.52 | 5.77 | NA | … | … | 21.39 | -7.12 | 2.55 | 4.26 | -1.17 | 3.27 | 14.65 | 10.86 | 3.75 | 14.17 | 26.19 | -25.17 | 8.97 | 9.53 | 8.85 | 11.26 | 24.34 | -8.14 | 7.53 |
| Sharpe Ratio | NA | 2.32 | 0.43 | 0.32 | 0.63 | NA | NA | … | … | 2.32 | -0.79 | 0.27 | 0.45 | -0.14 | 0.47 | 1.91 | 1.42 | 0.24 | 1.25 | 1.59 | -1.17 | 0.66 | 0.84 | 1.02 | 1.30 | 2.46 | -0.84 | 0.53 |
| Standard Deviation(%) | NA | 8.60 | 8.89 | 8.83 | 9.55 | NA | NA | … | … | 8.60 | 10.63 | 7.01 | 8.97 | 8.55 | 6.88 | 7.65 | 7.63 | 15.24 | 11.24 | 16.37 | 22.37 | 8.99 | 7.38 | 6.53 | 7.92 | 9.62 | 10.97 | 9.92 |
| Draw Down(%) | NA | 3.17 | 15.96 | 15.96 | 15.96 | NA | NA | … | … | 3.17 | 15.96 | 6.08 | 9.86 | 8.80 | 5.89 | 6.07 | 6.06 | 13.59 | 8.32 | 15.47 | 36.85 | 5.27 | 7.98 | 4.49 | 6.94 | 7.18 | 18.28 | 12.03 |
| Yield(%) | NA | 11.45 | 6.39 | 5.61 | 4.26 | NA | NA | … | … | 11.44 | 7.45 | 0.18 | 1.24 | 7.68 | 4.02 | 2.62 | 2.99 | 2.16 | 2.68 | 2.09 | 4.97 | 4.47 | 4.06 | 2.79 | 2.47 | 2.33 | 2.68 | 4.84 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| Patriot National Insurance Group 401k Plan Strategic Asset Allocation – Optimal Moderate |
-8.15%
Feb 2006 – Feb 2009 |
-1.33%
Feb 2004 – Feb 2009 |
4.48%
Apr 2008 – Apr 2018 |
5.01%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Patriot National Insurance Group 401k Plan Strategic Asset Allocation – Optimal Moderate |
20.87%
Feb 2009 – Feb 2012 |
16.51%
Feb 2009 – Feb 2014 |
9.20%
Mar 2003 – Mar 2013 |
7.45%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart