Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Evraz Inc NA Oregon 401k Strategic Asset Allocation - Equal Weight Moderate | NA | 25.70% | 5.87% | 9.54% | 7.08% | 7.67% | 7.03% | 7.23% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Evraz Inc NA Oregon 401k Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.94 | 25.70 | 5.87 | 9.54 | 7.08 | 7.67 | 7.03 | 7.23 | NA | 8.42 | 17.55 | -9.36 | 8.88 | 17.86 | 19.52 | -8.31 | 12.36 | 3.13 | 0.91 | 1.73 | 14.47 | 13.53 | 1.46 | 10.66 | 20.36 | -22.70 | 9.62 | 12.81 | 8.70 | 15.04 | 25.07 | -3.31 | -1.50 |
| Sharpe Ratio | NA | 0.34 | 0.09 | 0.48 | 0.48 | NA | NA | 0.54 | 0.05 | 0.21 | 1.60 | -0.83 | 1.01 | 1.02 | 2.82 | -0.70 | 2.85 | 0.32 | 0.10 | 0.26 | 2.23 | 2.28 | 0.13 | 1.02 | 1.39 | -1.15 | 0.87 | 1.44 | 1.22 | 1.67 | 3.02 | -0.43 | -0.42 |
| Standard Deviation(%) | NA | 8.51 | 10.20 | 11.72 | 10.44 | NA | NA | 10.26 | 6.71 | 8.59 | 8.32 | 12.98 | 8.75 | 17.27 | 6.42 | 13.71 | 4.11 | 9.08 | 8.78 | 6.67 | 6.46 | 5.90 | 10.78 | 10.36 | 14.56 | 20.46 | 7.63 | 6.64 | 5.37 | 8.44 | 8.08 | 10.29 | 9.12 |
| Draw Down(%) | NA | 6.84 | 16.58 | 22.68 | 22.68 | NA | NA | 34.80 | 0.42 | 6.84 | 6.47 | 16.58 | 4.42 | 22.68 | 2.65 | 14.61 | 1.48 | 7.06 | 8.91 | 5.41 | 5.92 | 4.52 | 11.93 | 8.32 | 16.87 | 33.95 | 4.76 | 7.12 | 3.77 | 6.84 | 8.16 | 15.27 | 13.86 |
| Yield(%) | NA | 3.52 | 2.79 | 3.83 | 4.44 | NA | NA | 4.39 | NA | 0.64 | 3.91 | 2.03 | 2.06 | 4.63 | 6.47 | 12.41 | 0.70 | 2.16 | 7.01 | 2.81 | 4.76 | 4.00 | 3.40 | 4.14 | 3.74 | 4.39 | 6.67 | 4.48 | 3.93 | 3.53 | 3.64 | 4.21 | 5.31 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Evraz Inc NA Oregon 401k Strategic Asset Allocation - Equal Weight Moderate |
-6.04%
Feb 2006 - Feb 2009 |
0.49%
Feb 2004 - Feb 2009 |
4.65%
Dec 2006 - Dec 2016 |
4.54%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Evraz Inc NA Oregon 401k Strategic Asset Allocation - Equal Weight Moderate |
18.89%
Mar 2003 - Mar 2006 |
15.32%
Sep 2002 - Sep 2007 |
9.47%
Mar 2003 - Mar 2013 |
9.02%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart