Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Audrik Inc 401K Profit Sharing Plan & Trust Tactical Asset Allocation Moderate | NA | 20.60% | 4.68% | 7.67% | 5.35% | 6.66% | 9.14% | 8.94% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Audrik Inc 401K Profit Sharing Plan & Trust Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
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 | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.53 | 20.60 | 4.68 | 7.67 | 5.35 | 6.66 | 9.14 | 8.94 | NA | 3.93 | 12.88 | -8.98 | 4.66 | 10.05 | 23.63 | -8.95 | 9.94 | 6.69 | -2.57 | 3.39 | 17.17 | 11.37 | 0.62 | 9.87 | 34.37 | -6.17 | 19.24 | 19.75 | 18.09 | 18.47 | 23.92 | -4.41 | -3.54 |
| Sharpe Ratio | NA | -0.05 | -0.11 | 0.15 | 0.28 | NA | NA | 0.68 | 0.17 | -0.25 | 1.09 | -0.86 | 0.37 | 0.50 | 2.06 | -0.87 | 1.97 | 0.75 | -0.30 | 0.41 | 2.06 | 1.36 | 0.04 | 0.93 | 3.25 | -0.66 | 1.31 | 1.67 | 2.44 | 2.23 | 4.53 | -0.54 | -0.95 |
| Standard Deviation(%) | NA | 10.41 | 10.31 | 13.15 | 11.36 | NA | NA | 10.37 | 7.77 | 10.45 | 7.92 | 12.07 | 12.51 | 19.74 | 10.80 | 11.81 | 4.72 | 8.60 | 8.72 | 8.18 | 8.32 | 8.35 | 14.83 | 10.51 | 10.56 | 10.75 | 12.41 | 9.89 | 6.53 | 7.85 | 5.13 | 10.22 | 6.16 |
| Draw Down(%) | NA | 8.25 | 14.78 | 25.90 | 25.90 | NA | NA | 25.90 | 0.39 | 8.25 | 8.13 | 15.18 | 10.05 | 25.90 | 5.73 | 16.65 | 2.54 | 6.19 | 10.43 | 6.09 | 5.41 | 5.78 | 14.64 | 8.46 | 4.52 | 15.59 | 9.94 | 14.32 | 5.35 | 8.70 | 2.72 | 11.31 | 7.17 |
| Yield(%) | NA | 7.70 | 5.95 | 8.15 | 6.28 | NA | NA | 0.00 | NA | 1.80 | 7.10 | 2.65 | 8.03 | 10.02 | 13.30 | 10.03 | 1.71 | 3.61 | 4.01 | 2.53 | 5.28 | 5.06 | 3.91 | 4.16 | 3.99 | 4.24 | 8.47 | 6.00 | 3.03 | 2.83 | 3.78 | 1.04 | 1.91 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Audrik Inc 401K Profit Sharing Plan & Trust Tactical Asset Allocation Moderate |
0.43%
Mar 2017 - Mar 2020 |
0.70%
Mar 2015 - Mar 2020 |
3.85%
Oct 2013 - Oct 2023 |
5.89%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Audrik Inc 401K Profit Sharing Plan & Trust Tactical Asset Allocation Moderate |
24.14%
Apr 2003 - Apr 2006 |
20.46%
Oct 2002 - Oct 2007 |
14.77%
Mar 2003 - Mar 2013 |
12.05%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart