Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SIM2K Retirement Plan Tactical Asset Allocation Moderate | NA | 0.68% | 2.27% | 3.68% | 2.01% | 4.91% | 5.69% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIM2K Retirement 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 (%) | -0.48 | 0.68 | 2.27 | 3.68 | 2.01 | 4.91 | 5.69 | … | … | 1.74 | 12.07 | -16.74 | 13.17 | 16.13 | 9.94 | -14.30 | 12.18 | 2.12 | -1.36 | -0.03 | 18.53 | 3.22 | 2.64 | 7.81 | 22.92 | 0.26 | 11.87 | 10.48 | 4.91 | 11.75 | 33.35 | 3.45 | 6.98 |
| Sharpe Ratio | NA | 0.61 | 0.06 | 0.52 | 0.23 | NA | NA | … | … | 0.18 | 0.92 | -1.86 | 1.37 | 1.66 | 1.70 | -0.97 | 2.02 | 0.36 | -0.24 | -0.01 | 2.61 | 0.51 | 0.28 | 0.71 | 2.38 | -0.11 | 0.90 | 1.03 | 0.44 | 1.21 | 4.82 | 0.45 | 1.14 |
| Standard Deviation(%) | NA | 8.45 | 9.24 | 8.73 | 8.82 | NA | NA | … | … | 8.22 | 8.52 | 9.72 | 9.58 | 9.57 | 5.03 | 16.11 | 5.71 | 5.35 | 5.71 | 7.01 | 7.10 | 6.24 | 9.16 | 10.92 | 9.57 | 5.95 | 9.89 | 7.01 | 6.28 | 8.94 | 6.78 | 5.25 | 4.10 |
| Draw Down(%) | NA | 8.08 | 18.65 | 18.65 | 19.71 | NA | NA | … | … | 1.85 | 8.08 | 17.13 | 5.06 | 6.40 | 3.81 | 19.71 | 4.17 | 3.86 | 5.30 | 6.71 | 5.20 | 6.89 | 7.88 | 10.96 | 5.22 | 5.23 | 7.68 | 7.77 | 5.62 | 9.04 | 3.40 | 6.01 | 3.13 |
| Yield(%) | NA | 2.22 | 3.81 | 3.95 | 3.19 | NA | NA | … | … | 0.00 | 2.31 | 2.61 | 6.48 | 4.94 | 3.49 | 2.63 | 0.32 | 2.45 | 3.73 | 3.13 | 3.96 | 3.26 | 4.07 | 3.47 | 4.11 | 3.75 | 5.06 | 5.01 | 3.34 | 2.52 | 4.27 | 4.67 | 6.04 |
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 |
|---|---|---|---|---|
| SIM2K Retirement Plan Tactical Asset Allocation Moderate |
-2.00%
Oct 2017 – Oct 2020 |
-0.65%
Dec 2013 – Dec 2018 |
2.01%
Oct 2013 – Oct 2023 |
4.35%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIM2K Retirement Plan Tactical Asset Allocation Moderate |
16.76%
Jan 2003 – Jan 2006 |
15.36%
Oct 2002 – Oct 2007 |
11.59%
Apr 2001 – Apr 2011 |
9.43%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart