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 |
|---|---|---|---|---|---|---|---|---|
| 21ST CENTURY EQUIPMENT LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | -1.54% | 5.29% | 5.99% | 10.17% | 7.32% | NA | 6.73% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 21ST CENTURY EQUIPMENT LLC 401K PLAN Strategic Asset Allocation - Optimal 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 (%) | 1.26 | -1.54 | 5.29 | 5.99 | 10.17 | 7.32 | NA | 6.73 | -3.37 | 11.04 | 6.18 | 2.68 | 9.10 | 18.64 | 15.32 | 0.15 | 15.37 | 29.38 | -22.25 | 6.93 | 9.25 | 6.50 | 7.34 | 16.07 | -8.68 | 3.45 |
| Sharpe Ratio | NA | -0.52 | 0.50 | 0.59 | 0.90 | NA | NA | 0.47 | -0.52 | 2.22 | 0.77 | 0.29 | 1.33 | 2.55 | 2.00 | 0.01 | 1.20 | 1.55 | -1.01 | 0.46 | 0.97 | 0.76 | 0.97 | 1.51 | -0.66 | 0.10 |
| Standard Deviation(%) | NA | 9.06 | 7.42 | 7.70 | 10.86 | NA | NA | 11.41 | 9.06 | 4.69 | 7.79 | 9.23 | 6.81 | 7.30 | 7.61 | 15.94 | 12.68 | 18.91 | 22.91 | 8.47 | 6.14 | 5.70 | 6.62 | 10.20 | 14.86 | 11.24 |
| Draw Down(%) | NA | 10.38 | 10.38 | 10.38 | 18.79 | NA | NA | 35.99 | 10.38 | 2.42 | 7.96 | 7.03 | 4.67 | 5.51 | 5.25 | 15.89 | 10.57 | 18.79 | 34.13 | 4.78 | 4.99 | 3.79 | 5.76 | 8.70 | 19.68 | 11.60 |
| Yield(%) | NA | 3.39 | 2.33 | 3.53 | 3.74 | NA | NA | 3.89 | 3.37 | 0.38 | 3.19 | 7.93 | 2.78 | 4.77 | 3.84 | 3.02 | 3.95 | 3.70 | 4.16 | 7.84 | 4.68 | 3.06 | 2.83 | 2.69 | 3.43 | 4.43 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 21ST CENTURY EQUIPMENT LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-7.31%
Feb 2006 - Feb 2009 |
-2.09%
Feb 2004 - Feb 2009 |
4.96%
Sep 2001 - Sep 2011 |
6.24%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 21ST CENTURY EQUIPMENT LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate |
21.60%
Feb 2009 - Feb 2012 |
18.51%
Feb 2009 - Feb 2014 |
10.73%
Nov 2008 - Nov 2018 |
8.59%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart