Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DJO Global 401k Tactical Asset Allocation Moderate | NA | -1.17% | 5.38% | 4.19% | 9.08% | 9.44% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DJO Global 401k 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 (%) | 0.36 | -1.17 | 5.38 | 4.19 | 9.08 | 9.44 | NA | … | … | 4.44 | 16.80 | 2.38 | -1.90 | 3.32 | 9.79 | 8.25 | 8.11 | 12.86 | 35.51 | -1.18 | 8.73 | 18.77 | 6.64 | 16.18 | 20.89 | 0.56 | 8.65 |
| Sharpe Ratio | NA | -1.98 | -2.51 | -2.64 | -1.36 | NA | NA | … | … | -1.99 | -0.47 | -5.13 | -3.09 | -2.60 | -1.34 | -1.84 | -1.16 | -0.44 | 1.73 | -2.69 | -1.31 | -0.47 | -2.22 | -0.39 | 0.24 | -3.77 | -2.31 |
| Standard Deviation(%) | NA | 8.63 | 6.81 | 6.58 | 8.01 | NA | NA | … | … | 8.63 | 5.11 | 6.20 | 6.61 | 5.85 | 6.52 | 5.61 | 9.01 | 13.12 | 9.79 | 7.71 | 10.17 | 7.63 | 6.47 | 8.79 | 6.60 | 5.09 | 5.43 |
| Draw Down(%) | NA | 6.96 | 7.02 | 9.12 | 9.24 | NA | NA | … | … | 6.96 | 2.45 | 7.02 | 9.12 | 5.62 | 6.13 | 4.82 | 5.81 | 9.24 | 4.50 | 7.25 | 6.92 | 5.78 | 4.64 | 7.44 | 3.55 | 8.08 | 4.10 |
| Yield(%) | NA | 6.23 | 3.35 | 4.88 | 4.44 | NA | NA | … | … | 6.18 | 0.40 | 3.12 | 6.78 | 7.91 | 1.51 | 5.08 | 4.36 | 2.74 | 6.24 | 2.54 | 6.27 | 7.09 | 6.05 | 5.36 | 3.71 | 7.41 | 8.82 |
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 |
|---|---|---|---|---|
| DJO Global 401k Tactical Asset Allocation Moderate |
1.24%
Dec 2013 – Dec 2016 |
3.88%
Jan 2012 – Jan 2017 |
7.98%
Jan 2007 – Jan 2017 |
9.42%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DJO Global 401k Tactical Asset Allocation Moderate |
19.65%
Feb 2009 – Feb 2012 |
15.36%
Apr 2005 – Apr 2010 |
13.42%
Jul 2002 – Jul 2012 |
10.89%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart