Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PCBLX (STRATEGIC ASSET MANAGEMENT CONSERVATIVE BALANCED PORTFOLIO R-4) | NA | 14.68% | -1.02% | 2.67% | 3.66% | 5.18% | NA | … | … |
Data as of 11/25/2024, Common starting date is 01/22/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PCBLX (STRATEGIC ASSET MANAGEMENT CONSERVATIVE BALANCED PORTFOLIO R-4) | 01/22/2007 | 11/25/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.72 | 14.68 | -1.02 | 2.67 | 3.66 | 5.18 | NA | … | … | 10.05 | 10.80 | -17.57 | 3.64 | 7.77 | 15.51 | -4.13 | 10.87 | 5.82 | -1.24 | 4.83 | 11.68 | 10.73 | 1.73 | 11.41 | 21.81 | -19.12 | 5.87 |
| Sharpe Ratio | NA | 1.37 | -0.58 | 0.02 | 0.27 | NA | NA | … | … | 0.71 | 0.98 | -1.62 | 0.42 | 0.54 | 3.26 | -0.96 | 3.62 | 0.93 | -0.21 | 0.92 | 2.15 | 2.06 | 0.17 | 1.41 | 1.81 | -1.29 | 0.44 |
| Standard Deviation(%) | NA | 5.99 | 9.27 | 9.81 | 7.85 | NA | NA | … | … | 5.95 | 6.77 | 11.73 | 8.57 | 13.77 | 4.32 | 5.68 | 2.84 | 6.07 | 6.03 | 5.25 | 5.42 | 5.23 | 9.95 | 8.00 | 12.02 | 15.45 | 7.44 |
| Draw Down(%) | NA | 3.26 | 23.37 | 24.25 | 24.25 | NA | NA | … | … | 3.26 | 7.01 | 19.69 | 7.59 | 19.94 | 2.01 | 8.29 | 1.18 | 4.92 | 6.13 | 3.78 | 5.07 | 4.28 | 9.60 | 6.08 | 13.56 | 26.65 | 4.49 |
| Yield(%) | 0.00 | 2.05 | 1.41 | 1.87 | 3.27 | 3.94 | 3.33 | … | … | 1.11 | 1.61 | 1.17 | 1.62 | 1.76 | 3.77 | 6.63 | 5.11 | 3.23 | 5.68 | 4.00 | 4.23 | 3.32 | 3.22 | 3.09 | 3.73 | 6.41 | 6.87 |
Data as of 11/25/2024, Common starting date is 01/22/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PCBLX (STRATEGIC ASSET MANAGEMENT CONSERVATIVE BALANCED PORTFOLIO R-4) |
-3.15%
Apr 2021 – Apr 2024 |
0.39%
Dec 2017 – Dec 2022 |
2.47%
Oct 2013 – Oct 2023 |
3.54%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PCBLX (STRATEGIC ASSET MANAGEMENT CONSERVATIVE BALANCED PORTFOLIO R-4) |
16.35%
Feb 2009 – Feb 2012 |
13.33%
Feb 2009 – Feb 2014 |
8.55%
Feb 2009 – Feb 2019 |
6.53%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart