Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANALYSIS GROUP INC EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 3.28% | 5.10% | 7.58% | 4.93% | 7.05% | 7.54% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANALYSIS GROUP INC EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.40 | 3.28 | 5.10 | 7.58 | 4.93 | 7.05 | 7.54 | … | … | 0.26 | 14.70 | -11.81 | 12.95 | 18.21 | 20.91 | -7.82 | 13.13 | 2.47 | -4.62 | 3.02 | 11.69 | 7.70 | -1.82 | 13.71 | 31.36 | 0.12 | 6.76 | 20.51 | 4.89 | 10.28 | 15.49 | 6.40 | 9.93 |
| Sharpe Ratio | NA | 0.67 | 0.29 | 0.84 | 0.60 | NA | NA | … | … | 0.00 | 1.41 | -1.33 | 1.35 | 1.53 | 3.09 | -1.13 | 2.64 | 0.39 | -0.65 | 0.50 | 1.83 | 1.41 | -0.16 | 1.10 | 3.00 | -0.28 | 0.39 | 2.27 | 0.48 | 1.64 | 3.54 | 1.24 | 2.02 |
| Standard Deviation(%) | NA | 7.53 | 8.96 | 9.22 | 7.96 | NA | NA | … | … | 8.66 | 7.40 | 9.95 | 9.57 | 11.73 | 6.32 | 8.05 | 4.74 | 5.84 | 7.10 | 5.97 | 6.35 | 5.44 | 11.38 | 12.41 | 10.44 | 2.83 | 9.74 | 7.60 | 5.62 | 5.70 | 4.18 | 4.27 | 3.77 |
| Draw Down(%) | NA | 6.50 | 12.31 | 15.31 | 15.31 | NA | NA | … | … | 2.07 | 6.50 | 12.26 | 4.20 | 15.31 | 2.73 | 14.68 | 2.75 | 5.33 | 9.32 | 5.66 | 6.46 | 4.06 | 12.00 | 8.69 | 5.13 | 2.30 | 6.99 | 5.64 | 3.92 | 6.53 | 1.72 | 6.51 | 2.14 |
| Yield(%) | NA | 3.05 | 3.28 | 3.81 | 3.49 | NA | NA | … | … | 0.01 | 3.28 | 1.68 | 5.02 | 4.39 | 5.10 | 3.96 | 0.46 | 4.54 | 3.06 | 3.93 | 4.28 | 3.92 | 0.69 | 4.69 | 5.93 | 2.94 | 3.33 | 4.28 | 4.60 | 3.93 | 4.79 | 6.11 | 6.26 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| ANALYSIS GROUP INC EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
0.19%
Nov 2013 – Nov 2016 |
0.98%
Dec 2013 – Dec 2018 |
4.00%
Mar 2010 – Mar 2020 |
6.58%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANALYSIS GROUP INC EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
17.31%
Dec 2018 – Dec 2021 |
14.66%
Apr 2005 – Apr 2010 |
12.17%
Apr 2001 – Apr 2011 |
8.90%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart