Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NELSON RETIREMENT AND SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 31.78% | 6.56% | 12.84% | 10.52% | 10.54% | 9.27% | 9.19% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NELSON RETIREMENT AND SAVINGS PLAN 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 (%) | -1.14 | 31.78 | 6.56 | 12.84 | 10.52 | 10.54 | 9.27 | 9.19 | NA | 11.69 | 26.49 | -19.63 | 18.00 | 26.63 | 19.91 | -2.62 | 13.24 | 6.04 | 9.85 | 6.87 | 17.20 | 14.17 | 1.53 | 10.60 | 22.34 | -17.54 | 9.52 | 9.21 | 8.11 | 9.15 | 18.43 | -0.43 | 4.03 |
| Sharpe Ratio | NA | 0.53 | 0.12 | 0.59 | 0.70 | NA | NA | 0.71 | 0.08 | 0.38 | 2.30 | -1.21 | 1.45 | 1.42 | 2.33 | -0.35 | 1.91 | 0.66 | 0.83 | 0.85 | 2.62 | 2.27 | 0.13 | 1.25 | 1.90 | -1.08 | 0.86 | 1.09 | 1.09 | 1.40 | 2.37 | -0.16 | 0.30 |
| Standard Deviation(%) | NA | 13.38 | 13.83 | 14.66 | 12.33 | NA | NA | 10.48 | 11.84 | 13.40 | 9.65 | 17.32 | 12.40 | 18.53 | 7.96 | 11.10 | 6.60 | 8.84 | 11.86 | 8.09 | 6.56 | 6.23 | 11.34 | 8.42 | 11.72 | 17.05 | 7.55 | 5.46 | 5.46 | 5.85 | 7.49 | 9.76 | 5.72 |
| Draw Down(%) | NA | 9.06 | 20.22 | 22.28 | 22.28 | NA | NA | 27.59 | 0.91 | 9.06 | 6.94 | 22.16 | 6.61 | 20.99 | 4.03 | 13.10 | 4.52 | 9.64 | 7.87 | 5.51 | 5.28 | 4.53 | 10.82 | 6.86 | 12.38 | 27.59 | 4.37 | 4.79 | 3.52 | 4.85 | 5.59 | 10.99 | 5.94 |
| Yield(%) | NA | 6.98 | 7.22 | 6.69 | 6.75 | NA | NA | 5.82 | NA | 0.63 | 7.49 | 2.41 | 11.63 | 5.75 | 6.79 | 6.82 | 0.31 | 5.56 | 13.75 | 7.98 | 5.84 | 4.55 | 2.91 | 4.40 | 4.46 | 4.86 | 7.16 | 5.68 | 4.25 | 4.26 | 3.14 | 4.58 | 8.56 |
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 |
|---|---|---|---|---|
| NELSON RETIREMENT AND SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-3.46%
Feb 2006 - Feb 2009 |
0.99%
Feb 2004 - Feb 2009 |
6.38%
Sep 2001 - Sep 2011 |
7.27%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NELSON RETIREMENT AND SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
21.46%
Dec 2018 - Dec 2021 |
15.05%
Feb 2009 - Feb 2014 |
12.65%
Dec 2011 - Dec 2021 |
11.69%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart