Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ROBINSON COMPANIES RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | -3.02% | 3.58% | 3.13% | 6.05% | 4.98% | NA | 4.71% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ROBINSON COMPANIES RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2018 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.04 | -3.02 | 3.58 | 3.13 | 6.05 | 4.98 | NA | 4.71 | -2.91 | 9.54 | 2.97 | 1.06 | 0.31 | 13.34 | 9.28 | -0.20 | 8.10 | 19.40 | -17.00 | 4.79 | 11.04 | 4.68 | 9.68 | 17.47 | -6.89 | -0.02 |
| Sharpe Ratio | NA | -0.67 | 0.33 | 0.23 | 0.74 | NA | NA | 0.42 | -0.67 | 1.71 | 0.31 | 0.12 | 0.04 | 2.32 | 1.58 | -0.02 | 1.04 | 1.92 | -1.25 | 0.29 | 1.43 | 0.56 | 1.25 | 2.32 | -0.74 | -0.28 |
| Standard Deviation(%) | NA | 6.36 | 7.06 | 7.27 | 7.61 | NA | NA | 8.02 | 6.36 | 5.21 | 9.05 | 8.43 | 6.64 | 5.74 | 5.83 | 9.38 | 7.68 | 10.04 | 14.31 | 6.09 | 5.42 | 4.49 | 7.01 | 7.25 | 10.75 | 8.23 |
| Draw Down(%) | NA | 8.03 | 8.57 | 12.35 | 12.35 | NA | NA | 25.93 | 8.03 | 2.91 | 8.57 | 8.35 | 6.68 | 3.83 | 5.57 | 10.09 | 6.93 | 10.73 | 25.07 | 4.71 | 6.10 | 4.23 | 5.65 | 7.15 | 16.25 | 11.98 |
| Yield(%) | NA | 3.24 | 1.39 | 2.32 | 2.86 | NA | NA | 3.14 | 3.23 | 0.27 | 0.68 | 5.45 | 1.99 | 5.73 | 3.47 | 2.74 | 2.46 | 2.49 | 2.46 | 5.40 | 6.97 | 3.25 | 3.93 | 0.78 | 0.73 | 4.56 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROBINSON COMPANIES RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
-3.92%
Feb 2006 - Feb 2009 |
0.41%
Feb 2004 - Feb 2009 |
3.73%
Feb 2006 - Feb 2016 |
4.30%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROBINSON COMPANIES RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
12.96%
Mar 2003 - Mar 2006 |
11.22%
Feb 2009 - Feb 2014 |
6.84%
Mar 2003 - Mar 2013 |
6.30%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart