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 Strategic Asset Allocation - Optimal Moderate | NA | 20.60% | -0.25% | 15.43% | 8.61% | 8.42% | 8.01% | 7.30% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Audrik Inc 401K Profit Sharing Plan & Trust Strategic Asset Allocation - Optimal 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 (%) | -1.16 | 20.60 | -0.25 | 15.43 | 8.61 | 8.42 | 8.01 | 7.30 | NA | 2.94 | 8.92 | -16.16 | 3.50 | 99.80 | 14.16 | -9.85 | 11.33 | 3.90 | -5.51 | 1.86 | 11.95 | 12.43 | -5.53 | 14.01 | 33.72 | -26.83 | 11.76 | 13.24 | 10.49 | 14.45 | 22.00 | -13.23 | -4.45 |
| Sharpe Ratio | NA | -0.25 | -0.50 | 0.41 | 0.31 | NA | NA | 0.33 | 0.07 | -0.40 | 0.55 | -1.22 | 0.36 | 1.65 | 1.53 | -1.04 | 2.58 | 0.43 | -0.66 | 0.26 | 1.58 | 1.56 | -0.36 | 1.21 | 1.98 | -1.21 | 0.88 | 1.28 | 1.38 | 1.90 | 2.35 | -0.93 | -0.53 |
| Standard Deviation(%) | NA | 9.07 | 10.96 | 28.73 | 21.13 | NA | NA | 16.52 | 7.37 | 9.11 | 8.42 | 14.36 | 9.71 | 60.40 | 8.34 | 10.71 | 4.15 | 8.53 | 8.36 | 7.05 | 7.55 | 7.93 | 15.33 | 11.48 | 16.99 | 23.02 | 9.93 | 7.78 | 6.02 | 7.11 | 9.07 | 15.35 | 12.72 |
| Draw Down(%) | NA | 8.30 | 23.31 | 26.32 | 27.45 | NA | NA | 39.17 | 0.63 | 8.30 | 8.57 | 23.44 | 6.96 | 26.32 | 4.76 | 16.21 | 1.70 | 7.78 | 11.29 | 5.88 | 7.40 | 7.05 | 16.39 | 7.83 | 15.48 | 38.74 | 6.93 | 9.14 | 4.32 | 6.22 | 8.58 | 20.95 | 17.62 |
| Yield(%) | NA | 5.34 | 5.51 | 5.74 | 3.94 | NA | NA | 4.43 | NA | 0.57 | 5.64 | 5.28 | 4.59 | 14.51 | 3.53 | 2.66 | 0.26 | 1.54 | 4.11 | 1.82 | 6.84 | 3.91 | 3.32 | 3.75 | 2.87 | 14.99 | 8.25 | 4.08 | 3.82 | 0.96 | 1.73 | 1.09 | 1.70 |
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 Strategic Asset Allocation - Optimal Moderate |
-6.55%
Feb 2006 - Feb 2009 |
-1.57%
Mar 2015 - Mar 2020 |
2.09%
Mar 2010 - Mar 2020 |
3.81%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Audrik Inc 401K Profit Sharing Plan & Trust Strategic Asset Allocation - Optimal Moderate |
33.16%
Dec 2018 - Dec 2021 |
20.55%
Feb 2016 - Feb 2021 |
11.69%
Sep 2011 - Sep 2021 |
10.34%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart