Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PS 401(k) PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 23.57% | 5.95% | 10.68% | 8.31% | 9.18% | 9.95% | 9.94% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PS 401(k) PROFIT SHARING PLAN Tactical Asset Allocation 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 (%) | -1.55 | 23.57 | 5.95 | 10.68 | 8.31 | 9.18 | 9.95 | 9.94 | NA | 10.07 | 13.37 | -9.74 | 15.16 | 21.48 | 18.67 | -4.70 | 10.70 | 6.48 | 0.86 | 3.97 | 16.77 | 13.01 | 2.75 | 14.37 | 21.45 | 6.26 | 9.17 | 18.65 | 6.75 | 15.95 | 14.93 | 4.11 | 1.92 |
| Sharpe Ratio | NA | 0.46 | 0.07 | 0.57 | 0.58 | NA | NA | 0.88 | 0.07 | 0.35 | 1.16 | -0.88 | 1.45 | 1.11 | 2.93 | -0.65 | 2.02 | 0.75 | 0.10 | 0.53 | 2.39 | 1.76 | 0.18 | 1.22 | 1.91 | 1.55 | 0.63 | 1.97 | 0.68 | 1.88 | 2.51 | 0.77 | -0.09 |
| Standard Deviation(%) | NA | 9.90 | 10.31 | 12.64 | 10.43 | NA | NA | 9.32 | 9.65 | 9.93 | 7.86 | 12.57 | 10.45 | 19.21 | 5.90 | 9.24 | 4.98 | 8.32 | 8.72 | 7.43 | 7.00 | 7.36 | 15.31 | 11.68 | 11.16 | 3.44 | 9.84 | 7.79 | 6.76 | 7.97 | 5.66 | 3.88 | 4.11 |
| Draw Down(%) | NA | 6.25 | 14.68 | 19.82 | 19.82 | NA | NA | 19.82 | 0.75 | 6.25 | 6.25 | 15.72 | 5.29 | 19.82 | 2.70 | 11.73 | 2.18 | 6.79 | 9.61 | 6.10 | 6.25 | 5.42 | 13.23 | 8.03 | 5.24 | 2.16 | 7.01 | 6.11 | 4.41 | 9.33 | 3.95 | 2.04 | 4.87 |
| Yield(%) | NA | 7.38 | 6.39 | 5.96 | 5.24 | NA | NA | 0.00 | NA | 3.30 | 5.46 | 2.92 | 10.68 | 3.68 | 6.39 | 3.65 | 3.04 | 5.74 | 4.40 | 4.91 | 5.15 | 3.84 | 2.28 | 4.18 | 4.25 | 3.97 | 7.71 | 5.66 | 3.97 | 3.90 | 3.90 | 5.71 | 4.63 |
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 |
|---|---|---|---|---|
| PS 401(k) PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
2.30%
Mar 2017 - Mar 2020 |
2.79%
Mar 2015 - Mar 2020 |
6.11%
Mar 2010 - Mar 2020 |
8.36%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PS 401(k) PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
18.41%
Dec 2018 - Dec 2021 |
15.26%
Apr 2005 - Apr 2010 |
13.05%
Apr 2003 - Apr 2013 |
11.03%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart