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 Strategic Asset Allocation – Optimal Moderate | NA | -8.77% | 1.31% | 2.35% | 7.57% | 6.36% | 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 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 (%) | 1.33 | -8.77 | 1.31 | 2.35 | 7.57 | 6.36 | NA | … | … | -6.29 | 7.06 | 3.49 | 0.27 | 4.64 | 16.24 | 12.40 | -4.27 | 15.85 | 26.67 | -23.33 | 11.53 | 11.39 | 10.26 | 12.57 | 33.87 | -3.40 | 8.91 |
| Sharpe Ratio | NA | -0.34 | 0.04 | 0.11 | 0.58 | NA | NA | … | … | -0.34 | 1.20 | 0.41 | 0.03 | 0.65 | 2.15 | 1.58 | -0.29 | 1.29 | 1.70 | -1.14 | 0.80 | 0.87 | 1.02 | 1.23 | 3.47 | -0.36 | 0.58 |
| Standard Deviation(%) | NA | 22.19 | 13.96 | 11.82 | 11.98 | NA | NA | … | … | 22.19 | 5.35 | 8.07 | 7.96 | 7.11 | 7.53 | 7.81 | 14.94 | 12.23 | 15.65 | 21.30 | 10.60 | 9.34 | 7.93 | 9.44 | 9.56 | 12.53 | 11.35 |
| Draw Down(%) | NA | 20.77 | 20.77 | 20.77 | 20.77 | NA | NA | … | … | 20.77 | 5.08 | 6.98 | 8.67 | 6.58 | 6.83 | 6.44 | 16.95 | 10.14 | 15.53 | 33.54 | 8.20 | 9.43 | 6.48 | 8.58 | 5.55 | 14.74 | 10.91 |
| Yield(%) | NA | 3.53 | 1.98 | 3.14 | 3.62 | NA | NA | … | … | 3.51 | 0.30 | 2.06 | 4.07 | 5.81 | 5.23 | 2.68 | 4.46 | 3.76 | 4.07 | 3.13 | 4.91 | 4.87 | 5.37 | 3.78 | 2.94 | 3.14 | 3.40 |
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 Strategic Asset Allocation – Optimal Moderate |
-6.79%
Feb 2006 – Feb 2009 |
0.53%
Feb 2004 – Feb 2009 |
5.00%
May 2008 – May 2018 |
6.27%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Manhattan Associates 401k options Strategic Asset Allocation – Optimal Moderate |
20.93%
Mar 2003 – Mar 2006 |
16.90%
Oct 2002 – Oct 2007 |
10.10%
Mar 2003 – Mar 2013 |
8.94%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart