Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MultiTech Systems 401k Strategic Asset Allocation – Optimal Moderate | NA | -2.14% | 3.67% | 3.89% | 7.18% | 5.10% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MultiTech Systems 401k 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 (%) | 2.19 | -2.14 | 3.67 | 3.89 | 7.18 | 5.10 | NA | … | … | -2.01 | 7.32 | 4.32 | 2.83 | 1.80 | 17.35 | 9.61 | -1.27 | 16.50 | 18.18 | -21.64 | 7.09 | 3.22 | 6.86 | 7.10 | 16.00 | -18.20 | -7.22 |
| Sharpe Ratio | NA | -0.34 | 0.30 | 0.29 | 0.68 | NA | NA | … | … | -0.34 | 1.19 | 0.50 | 0.32 | 0.25 | 2.46 | 1.19 | -0.09 | 1.35 | 1.10 | -0.96 | 0.41 | -0.01 | 0.68 | 0.71 | 1.48 | -1.21 | -0.59 |
| Standard Deviation(%) | NA | 9.83 | 8.09 | 8.04 | 10.26 | NA | NA | … | … | 9.83 | 5.59 | 8.28 | 8.71 | 7.19 | 7.04 | 8.05 | 14.01 | 12.19 | 16.46 | 23.42 | 10.00 | 8.29 | 6.87 | 8.73 | 10.37 | 15.97 | 16.24 |
| Draw Down(%) | NA | 10.97 | 10.97 | 10.97 | 18.35 | NA | NA | … | … | 10.97 | 4.25 | 8.18 | 7.05 | 5.30 | 4.14 | 6.78 | 14.30 | 9.41 | 18.35 | 30.98 | 5.94 | 9.54 | 4.41 | 8.08 | 8.78 | 22.90 | 24.66 |
| Yield(%) | NA | 5.72 | 2.76 | 2.85 | 2.38 | NA | NA | … | … | 5.68 | 0.64 | 1.94 | 3.56 | 2.43 | 2.75 | 1.90 | 1.91 | 1.57 | 1.31 | 3.57 | 5.30 | 4.30 | 3.43 | 3.15 | 1.39 | 1.25 | 1.35 |
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 |
|---|---|---|---|---|
| MultiTech Systems 401k Strategic Asset Allocation – Optimal Moderate |
-9.46%
Feb 2006 – Feb 2009 |
-3.15%
Feb 2004 – Feb 2009 |
2.49%
Dec 2001 – Dec 2011 |
3.07%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MultiTech Systems 401k Strategic Asset Allocation – Optimal Moderate |
18.26%
Feb 2009 – Feb 2012 |
15.29%
Feb 2009 – Feb 2014 |
7.85%
Nov 2008 – Nov 2018 |
6.28%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart