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 Strategic Asset Allocation – Optimal Moderate | NA | -2.58% | 4.26% | 4.38% | 8.70% | 6.39% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANALYSIS GROUP INC EMPLOYEE SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| 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 (%) | 1.87 | -2.58 | 4.26 | 4.38 | 8.70 | 6.39 | NA | … | … | -4.57 | 11.11 | 6.09 | 0.01 | 5.48 | 16.43 | 13.32 | -0.55 | 15.30 | 23.85 | -22.28 | 3.24 | 9.79 | 5.63 | 14.97 | 21.83 | -1.99 | 12.45 |
| Sharpe Ratio | NA | -0.66 | 0.44 | 0.42 | 0.76 | NA | NA | … | … | -0.66 | 2.34 | 0.74 | 0.00 | 0.88 | 2.37 | 1.81 | -0.04 | 1.25 | 1.18 | -0.96 | 0.02 | 0.82 | 0.51 | 1.77 | 2.40 | -0.28 | 1.00 |
| Standard Deviation(%) | NA | 8.93 | 7.38 | 7.30 | 10.66 | NA | NA | … | … | 8.93 | 4.48 | 7.96 | 8.03 | 6.24 | 6.93 | 7.33 | 14.68 | 12.13 | 20.15 | 24.17 | 9.34 | 7.88 | 6.77 | 7.91 | 8.81 | 10.93 | 10.17 |
| Draw Down(%) | NA | 10.91 | 10.91 | 10.91 | 21.38 | NA | NA | … | … | 10.91 | 2.40 | 6.72 | 7.68 | 4.92 | 6.01 | 5.98 | 14.34 | 8.91 | 21.38 | 34.61 | 6.75 | 7.32 | 4.72 | 6.75 | 7.03 | 15.40 | 11.41 |
| Yield(%) | NA | 4.58 | 2.76 | 3.02 | 3.27 | NA | NA | … | … | 4.56 | 0.37 | 3.30 | 3.68 | 3.22 | 3.84 | 3.18 | 2.91 | 3.22 | 4.15 | 3.65 | 5.98 | 6.41 | 4.09 | 4.49 | 2.65 | 4.26 | 4.94 |
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 |
|---|---|---|---|---|
| ANALYSIS GROUP INC EMPLOYEE SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-10.12%
Feb 2006 – Feb 2009 |
-2.64%
Feb 2004 – Feb 2009 |
5.05%
Feb 2006 – Feb 2016 |
6.33%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANALYSIS GROUP INC EMPLOYEE SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
21.35%
Feb 2009 – Feb 2012 |
17.73%
Feb 2009 – Feb 2014 |
9.45%
Nov 2008 – Nov 2018 |
7.98%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart