Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PEABODY WESTERN-UMWA 401(K) PLAN Tactical Asset Allocation Moderate | NA | 19.54% | 4.25% | 7.44% | 6.00% | 7.44% | 9.12% | 8.94% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PEABODY WESTERN-UMWA 401(K) 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 (%) | -0.64 | 19.54 | 4.25 | 7.44 | 6.00 | 7.44 | 9.12 | 8.94 | NA | 7.85 | 15.57 | -10.95 | 8.90 | 12.61 | 20.55 | -11.72 | 14.57 | 5.12 | 0.46 | 6.86 | 14.97 | 12.06 | 5.26 | 9.96 | 15.49 | -0.83 | 19.51 | 19.40 | 15.13 | 15.81 | 22.12 | -4.88 | 0.34 |
| Sharpe Ratio | NA | 0.26 | -0.01 | 0.31 | 0.40 | NA | NA | 0.75 | 0.04 | 0.14 | 1.45 | -0.91 | 0.92 | 0.68 | 2.82 | -1.22 | 2.78 | 0.57 | 0.05 | 0.93 | 2.01 | 1.52 | 0.38 | 0.91 | 1.51 | -0.33 | 1.31 | 1.60 | 1.89 | 1.78 | 3.06 | -1.05 | -0.28 |
| Standard Deviation(%) | NA | 8.87 | 10.39 | 12.25 | 10.46 | NA | NA | 9.61 | 9.81 | 8.92 | 7.83 | 13.49 | 9.66 | 18.25 | 6.80 | 10.69 | 5.02 | 8.60 | 9.23 | 7.33 | 7.44 | 7.91 | 13.93 | 10.84 | 10.22 | 5.40 | 12.61 | 10.11 | 6.87 | 8.34 | 6.99 | 5.70 | 6.96 |
| Draw Down(%) | NA | 5.96 | 16.06 | 23.21 | 23.21 | NA | NA | 23.21 | 0.84 | 5.96 | 6.33 | 16.46 | 6.68 | 23.21 | 3.22 | 18.50 | 2.10 | 6.52 | 9.07 | 5.29 | 4.79 | 6.16 | 10.97 | 8.64 | 5.83 | 5.85 | 9.35 | 13.66 | 5.75 | 10.13 | 5.72 | 8.25 | 9.03 |
| Yield(%) | NA | 4.12 | 4.28 | 4.71 | 3.95 | NA | NA | 0.00 | NA | 1.22 | 4.20 | 4.16 | 3.46 | 4.51 | 7.55 | 3.08 | 2.25 | 3.72 | 3.01 | 3.79 | 4.77 | 3.20 | 2.18 | 2.58 | 4.27 | 4.26 | 6.34 | 6.39 | 4.41 | 3.86 | 4.39 | 4.91 | 5.21 |
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 |
|---|---|---|---|---|
| PEABODY WESTERN-UMWA 401(K) PLAN Tactical Asset Allocation Moderate |
0.32%
Mar 2017 - Mar 2020 |
1.48%
Mar 2015 - Mar 2020 |
4.95%
Oct 2013 - Oct 2023 |
6.15%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEABODY WESTERN-UMWA 401(K) PLAN Tactical Asset Allocation Moderate |
22.58%
Oct 2004 - Oct 2007 |
19.11%
Feb 2003 - Feb 2008 |
13.75%
Apr 2003 - Apr 2013 |
11.84%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart