Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EPICOR SOFTWARE 401K SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 13.31% | 10.86% | 10.39% | 11.52% | 10.70% | NA | … | … |
Data as of 08/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EPICOR SOFTWARE 401K SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| 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 (%) | 0.80 | 13.31 | 10.86 | 10.39 | 11.52 | 10.70 | NA | … | … | 1.06 | 16.69 | 5.44 | 1.74 | 9.97 | 21.83 | 14.41 | -0.51 | 18.52 | 20.33 | 2.81 | 9.44 | 9.95 | 8.26 | 9.23 | 14.00 | 9.09 | -1.26 |
| Sharpe Ratio | NA | 0.20 | 0.82 | 0.83 | 1.11 | NA | NA | … | … | 0.00 | 2.99 | 0.59 | 0.18 | 1.23 | 2.75 | 1.77 | -0.03 | 1.78 | 2.56 | 0.32 | 0.71 | 0.86 | 0.86 | 1.16 | 2.10 | 2.16 | -0.40 |
| Standard Deviation(%) | NA | 10.05 | 8.53 | 8.62 | 9.74 | NA | NA | … | … | 10.59 | 5.37 | 8.91 | 9.77 | 8.10 | 7.94 | 8.12 | 16.78 | 10.38 | 7.92 | 5.97 | 9.07 | 7.77 | 7.11 | 7.12 | 6.33 | 3.71 | 8.86 |
| Draw Down(%) | NA | 8.76 | 10.27 | 11.20 | 15.05 | NA | NA | … | … | 8.76 | 1.81 | 8.70 | 8.25 | 4.75 | 5.21 | 6.14 | 15.05 | 8.37 | 4.36 | 5.01 | 5.95 | 7.56 | 4.79 | 6.00 | 3.90 | 2.37 | 12.82 |
| Yield(%) | NA | 4.45 | 3.83 | 4.20 | 4.70 | NA | NA | … | … | 2.21 | 3.47 | 3.48 | 5.60 | 4.84 | 5.43 | 4.08 | 3.38 | 4.37 | 5.90 | 9.12 | 8.75 | 3.40 | 2.56 | 2.43 | 3.12 | 8.17 | 6.88 |
Data as of 08/31/2018, 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 |
|---|---|---|---|---|
| EPICOR SOFTWARE 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
5.66%
Dec 2013 – Dec 2016 |
7.22%
Feb 2004 – Feb 2009 |
9.29%
Sep 2001 – Sep 2011 |
9.46%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EPICOR SOFTWARE 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
16.38%
Sep 2011 – Sep 2014 |
15.43%
Feb 2009 – Feb 2014 |
12.02%
Aug 2004 – Aug 2014 |
10.87%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart