Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/30/2021.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MOSS ADAMS LLP PROFIT SHARING 401K PLAN - PARTNERS AND PRINCIPALS Strategic Asset Allocation - Optimal Moderate | NA | 4.66% | 11.04% | 8.93% | 8.61% | 7.00% | 7.46% | 7.64% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MOSS ADAMS LLP PROFIT SHARING 401K PLAN - PARTNERS AND PRINCIPALS Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 02/11/2022 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/30/2021.
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 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.48 | 4.66 | 11.04 | 8.93 | 8.61 | 7.00 | 7.46 | 7.64 | -3.60 | 4.39 | 19.28 | 19.55 | -5.04 | 10.31 | 8.59 | -0.34 | 4.59 | 18.60 | 12.08 | 1.76 | 19.18 | 26.38 | -26.05 | 5.65 | 9.71 | 7.24 | 14.71 | 22.41 | -9.34 | 6.65 |
| Sharpe Ratio | NA | -0.31 | 0.75 | 0.58 | 0.73 | NA | NA | 0.53 | -0.30 | 0.44 | 1.03 | 2.40 | -0.41 | 1.63 | 1.02 | -0.05 | 0.67 | 2.64 | 1.52 | 0.12 | 1.53 | 1.34 | -1.18 | 0.29 | 0.92 | 0.77 | 1.67 | 2.17 | -0.76 | 0.34 |
| Standard Deviation(%) | NA | 10.08 | 12.89 | 12.52 | 10.36 | NA | NA | 12.00 | 11.88 | 9.97 | 18.49 | 7.57 | 15.40 | 5.94 | 8.20 | 8.09 | 6.80 | 7.03 | 7.92 | 14.28 | 12.44 | 19.56 | 22.82 | 9.19 | 7.02 | 6.56 | 8.23 | 10.03 | 13.79 | 12.73 |
| Draw Down(%) | NA | 6.36 | 22.34 | 22.34 | 22.34 | NA | NA | 40.40 | 5.56 | 6.36 | 22.34 | 3.03 | 14.57 | 2.83 | 7.02 | 7.63 | 4.97 | 5.56 | 6.05 | 13.23 | 9.90 | 19.27 | 36.32 | 5.74 | 6.43 | 4.28 | 6.68 | 8.33 | 20.06 | 14.82 |
| Yield(%) | NA | 3.14 | 3.34 | 3.31 | 3.27 | NA | NA | 3.31 | 0.00 | 3.33 | 5.26 | 1.78 | 5.91 | 0.62 | 3.91 | 3.25 | 2.36 | 4.11 | 2.48 | 4.58 | 2.94 | 2.23 | 2.52 | 6.56 | 4.06 | 3.42 | 4.41 | 1.65 | 0.83 | 3.26 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOSS ADAMS LLP PROFIT SHARING 401K PLAN - PARTNERS AND PRINCIPALS Strategic Asset Allocation - Optimal Moderate |
-9.68%
Feb 2006 - Feb 2009 |
-2.31%
Feb 2004 - Feb 2009 |
5.48%
Feb 2006 - Feb 2016 |
5.81%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOSS ADAMS LLP PROFIT SHARING 401K PLAN - PARTNERS AND PRINCIPALS Strategic Asset Allocation - Optimal Moderate |
23.03%
Feb 2009 - Feb 2012 |
18.79%
Feb 2009 - Feb 2014 |
11.63%
Feb 2009 - Feb 2019 |
8.63%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart