Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| McGraw Farms 401K Tactical Asset Allocation Moderate | NA | 7.88% | 3.95% | 5.97% | 6.71% | 9.27% | NA | … | … |
Data as of 12/29/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| McGraw Farms 401K Tactical Asset Allocation Moderate | 12/31/2000 | 03/28/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.26 | 7.88 | 3.95 | 5.97 | 6.71 | 9.27 | NA | … | … | -0.81 | 7.70 | 7.69 | -2.79 | 5.40 | 12.43 | 8.77 | -2.20 | 11.84 | 25.44 | -4.03 | 13.05 | 20.31 | 1.25 | 15.76 | 23.61 | -0.22 | 5.78 |
| Sharpe Ratio | NA | 0.52 | 0.41 | 0.69 | 0.79 | NA | NA | … | … | -0.09 | 1.29 | 1.36 | -0.37 | 0.84 | 1.78 | 1.93 | -0.19 | 1.00 | 2.69 | -1.03 | 0.98 | 1.92 | -0.13 | 1.88 | 4.09 | -0.34 | 0.88 |
| Standard Deviation(%) | NA | 7.67 | 6.92 | 6.82 | 7.99 | NA | NA | … | … | 12.38 | 5.49 | 5.50 | 7.53 | 6.39 | 6.97 | 4.51 | 11.47 | 11.76 | 9.41 | 4.79 | 10.23 | 8.84 | 7.38 | 7.89 | 5.61 | 3.86 | 3.95 |
| Draw Down(%) | NA | 6.89 | 8.87 | 8.95 | 12.14 | NA | NA | … | … | 6.89 | 4.03 | 3.65 | 8.95 | 6.47 | 6.35 | 3.74 | 12.14 | 10.45 | 5.15 | 9.90 | 7.29 | 7.54 | 6.27 | 6.97 | 4.54 | 7.09 | 2.40 |
| Yield(%) | NA | 0.15 | 3.17 | 3.50 | 3.65 | NA | NA | … | … | 0.00 | 0.69 | 3.08 | 6.11 | 5.58 | 2.51 | 4.72 | 3.78 | 4.05 | 3.54 | 3.37 | 11.28 | 3.12 | 2.43 | 3.40 | 4.88 | 3.67 | 7.56 |
Data as of 12/29/2017, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| McGraw Farms 401K Tactical Asset Allocation Moderate |
3.06%
Jun 2014 – Jun 2017 |
2.84%
Apr 2011 – Apr 2016 |
6.61%
Oct 2007 – Oct 2017 |
8.48%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| McGraw Farms 401K Tactical Asset Allocation Moderate |
15.49%
Mar 2003 – Mar 2006 |
15.85%
Oct 2002 – Oct 2007 |
11.50%
Apr 2001 – Apr 2011 |
9.68%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart