Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Manhattan Associates 401k options Tactical Asset Allocation Moderate | NA | -5.32% | 3.04% | 2.52% | 6.19% | 8.07% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Manhattan Associates 401k options Tactical Asset Allocation 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 (%) | 0.07 | -5.32 | 3.04 | 2.52 | 6.19 | 8.07 | NA | … | … | -6.74 | 11.04 | 2.64 | -3.06 | 2.97 | 17.53 | 2.17 | 1.07 | 6.23 | 19.94 | 3.18 | 17.37 | 24.53 | 5.59 | 12.65 | 38.30 | 3.32 | 5.91 |
| Sharpe Ratio | NA | -1.19 | 0.23 | 0.12 | 0.64 | NA | NA | … | … | -1.19 | 1.81 | 0.50 | -0.62 | 0.40 | 2.16 | 0.33 | 0.12 | 0.56 | 2.25 | 0.37 | 1.18 | 2.01 | 0.46 | 1.29 | 4.85 | 0.34 | 0.64 |
| Standard Deviation(%) | NA | 6.77 | 5.86 | 6.03 | 7.53 | NA | NA | … | … | 6.77 | 5.74 | 4.89 | 5.02 | 7.35 | 8.09 | 6.39 | 8.99 | 10.91 | 8.83 | 6.03 | 12.17 | 10.58 | 7.35 | 9.09 | 7.75 | 6.45 | 5.61 |
| Draw Down(%) | NA | 12.22 | 12.22 | 12.22 | 12.22 | NA | NA | … | … | 12.22 | 3.58 | 3.59 | 7.19 | 6.74 | 6.51 | 5.93 | 9.53 | 9.67 | 3.63 | 4.93 | 10.35 | 13.55 | 5.81 | 7.93 | 4.00 | 6.12 | 5.19 |
| Yield(%) | NA | 3.78 | 2.40 | 2.48 | 3.40 | NA | NA | … | … | 3.76 | 0.34 | 2.75 | 2.23 | 3.29 | 4.70 | 3.58 | 4.22 | 4.23 | 4.75 | 4.03 | 5.03 | 3.21 | 3.69 | 3.26 | 4.07 | 5.53 | 5.71 |
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 |
|---|---|---|---|---|
| Manhattan Associates 401k options Tactical Asset Allocation Moderate |
0.81%
Dec 2013 – Dec 2016 |
2.26%
Nov 2013 – Nov 2018 |
5.73%
Nov 2008 – Nov 2018 |
7.90%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Manhattan Associates 401k options Tactical Asset Allocation Moderate |
19.57%
Jan 2003 – Jan 2006 |
20.51%
Oct 2002 – Oct 2007 |
13.88%
Apr 2001 – Apr 2011 |
10.73%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart