Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| W. R. BERKLEY CORPORATION PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | -0.44% | 4.10% | 3.56% | 6.02% | 6.60% | NA | 6.88% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| W. R. BERKLEY CORPORATION PROFIT SHARING PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.71 | -0.44 | 4.10 | 3.56 | 6.02 | 6.60 | NA | 6.88 | 0.34 | 11.88 | 1.48 | -0.77 | 2.66 | 14.91 | 7.29 | -1.62 | 6.76 | 16.09 | -0.90 | 9.71 | 10.62 | 3.89 | 12.93 | 15.49 | 4.37 | 4.62 |
| Sharpe Ratio | NA | -0.13 | 0.61 | 0.43 | 0.74 | NA | NA | 0.78 | -0.13 | 2.31 | 0.23 | -0.15 | 0.41 | 2.29 | 1.31 | -0.17 | 0.60 | 1.82 | -0.32 | 0.75 | 0.95 | 0.28 | 1.49 | 2.56 | 0.60 | 0.45 |
| Standard Deviation(%) | NA | 7.66 | 6.14 | 6.07 | 7.42 | NA | NA | 7.13 | 7.66 | 4.88 | 5.55 | 5.49 | 6.40 | 6.49 | 5.52 | 9.73 | 11.04 | 8.81 | 5.69 | 8.91 | 7.75 | 6.22 | 8.05 | 5.77 | 5.45 | 5.09 |
| Draw Down(%) | NA | 6.43 | 6.43 | 7.15 | 9.70 | NA | NA | 9.70 | 6.43 | 1.98 | 4.25 | 4.95 | 6.21 | 5.13 | 4.86 | 9.65 | 9.70 | 4.43 | 7.51 | 6.01 | 8.90 | 5.28 | 7.27 | 4.56 | 5.14 | 4.47 |
| Yield(%) | NA | 1.46 | 1.67 | 2.75 | 3.44 | NA | NA | 4.00 | 1.45 | 0.28 | 3.06 | 3.82 | 5.15 | 3.98 | 4.66 | 3.28 | 4.37 | 4.26 | 3.89 | 4.74 | 3.09 | 4.18 | 4.61 | 4.52 | 4.95 | 7.66 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| W. R. BERKLEY CORPORATION PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
1.11%
Dec 2013 - Dec 2016 |
3.02%
Apr 2011 - Apr 2016 |
5.24%
Mar 2008 - Mar 2018 |
6.49%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| W. R. BERKLEY CORPORATION PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
12.26%
Apr 2003 - Apr 2006 |
11.34%
Oct 2002 - Oct 2007 |
8.83%
Apr 2001 - Apr 2011 |
7.48%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart