Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Graves Environmental 401K Plan Tactical Asset Allocation Moderate | NA | 0.14% | 4.17% | 2.69% | 7.97% | 9.61% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Graves Environmental 401K Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/03/2019 |
| 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 (%) | 0.37 | 0.14 | 4.17 | 2.69 | 7.97 | 9.61 | NA | … | … | -0.86 | -2.66 | 13.94 | 1.00 | -5.48 | 3.36 | 9.21 | 10.22 | 1.34 | 17.42 | 27.56 | -0.19 | 14.44 | 19.77 | 13.21 | 18.21 | 19.79 | 11.04 | 6.11 |
| Sharpe Ratio | NA | -0.79 | 0.46 | 0.21 | 0.85 | NA | NA | … | … | -0.20 | -0.52 | 2.84 | 0.14 | -0.79 | 0.54 | 1.25 | 1.82 | 0.14 | 1.27 | 2.97 | -0.17 | 0.94 | 1.82 | 1.55 | 2.03 | 3.12 | 2.16 | 0.70 |
| Standard Deviation(%) | NA | 7.61 | 6.10 | 6.31 | 8.06 | NA | NA | … | … | 4.34 | 7.64 | 4.68 | 5.57 | 6.99 | 6.21 | 7.35 | 5.58 | 9.62 | 13.62 | 9.25 | 6.66 | 12.15 | 9.06 | 7.10 | 8.49 | 6.12 | 4.61 | 5.39 |
| Draw Down(%) | NA | 9.03 | 9.03 | 11.24 | 11.24 | NA | NA | … | … | 0.86 | 9.03 | 2.60 | 5.55 | 10.79 | 5.03 | 7.76 | 4.95 | 10.03 | 7.43 | 4.67 | 6.28 | 9.40 | 10.55 | 5.42 | 10.82 | 2.12 | 2.44 | 4.54 |
| Yield(%) | NA | 3.77 | 2.74 | 3.54 | 3.84 | NA | NA | … | … | 0.01 | 3.77 | 0.44 | 4.01 | 4.14 | 5.31 | 3.69 | 6.35 | 3.46 | 2.77 | 4.44 | 4.06 | 10.89 | 6.05 | 5.53 | 3.00 | 4.92 | 5.59 | 7.52 |
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 |
|---|---|---|---|---|
| Graves Environmental 401K Plan Tactical Asset Allocation Moderate |
-0.55%
Nov 2013 – Nov 2016 |
1.82%
Dec 2013 – Dec 2018 |
7.01%
Oct 2007 – Oct 2017 |
9.04%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Graves Environmental 401K Plan Tactical Asset Allocation Moderate |
20.12%
Oct 2004 – Oct 2007 |
18.08%
Oct 2002 – Oct 2007 |
14.92%
Apr 2001 – Apr 2011 |
10.86%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart