Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ARM 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | -1.74% | -0.08% | 1.71% | 5.46% | 4.00% | NA | … | … |
Data as of 05/29/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARM 401K PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 08/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.12 | -1.74 | -0.08 | 1.71 | 5.46 | 4.00 | NA | … | … | 2.03 | 15.87 | -9.32 | 9.98 | 7.14 | -2.79 | 3.42 | 11.13 | 16.08 | -3.06 | 16.58 | 23.93 | -28.70 | 10.57 | 7.46 | 2.76 | 16.44 | 19.88 | -2.89 | 3.77 |
| Sharpe Ratio | NA | 0.25 | 0.14 | 0.41 | 0.58 | NA | NA | … | … | 0.09 | 2.25 | -1.08 | 2.12 | 0.87 | -0.37 | 0.47 | 1.61 | 2.20 | -0.21 | 1.43 | 1.46 | -1.33 | 0.75 | 0.47 | 0.06 | 2.15 | 2.21 | -0.36 | 0.16 |
| Standard Deviation(%) | NA | 16.44 | 11.64 | 10.06 | 9.73 | NA | NA | … | … | 19.90 | 6.42 | 9.85 | 4.42 | 7.93 | 7.65 | 7.31 | 6.89 | 7.29 | 14.96 | 11.56 | 16.34 | 22.19 | 10.02 | 8.93 | 9.18 | 7.19 | 8.67 | 11.15 | 9.24 |
| Draw Down(%) | NA | 24.48 | 24.48 | 24.48 | 24.48 | NA | NA | … | … | 24.48 | 3.47 | 15.23 | 3.28 | 5.35 | 9.62 | 5.71 | 7.26 | 5.92 | 16.22 | 9.17 | 18.61 | 38.51 | 5.96 | 9.96 | 6.11 | 5.76 | 7.20 | 16.74 | 9.30 |
| Yield(%) | NA | 1.06 | 2.40 | 2.93 | 3.60 | NA | NA | … | … | 0.44 | 1.67 | 5.34 | 0.43 | 2.63 | 5.02 | 5.53 | 5.75 | 4.30 | 3.76 | 3.14 | 2.66 | 3.33 | 5.20 | 5.65 | 2.92 | 6.21 | 0.40 | 0.34 | 1.25 |
Data as of 05/29/2020, 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 |
|---|---|---|---|---|
| ARM 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-10.59%
Feb 2006 – Feb 2009 |
-3.09%
Feb 2004 – Feb 2009 |
3.76%
Feb 2006 – Feb 2016 |
3.33%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARM 401K PLAN Strategic Asset Allocation – Optimal Moderate |
19.70%
Feb 2009 – Feb 2012 |
16.10%
Feb 2009 – Feb 2014 |
9.08%
Feb 2009 – Feb 2019 |
6.94%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart