Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RAYONIER – JESUP MILL SAVINGS PLAN FOR HOURLY EMPLOYEES Tactical Asset Allocation Moderate | NA | 31.60% | 11.25% | 10.09% | 6.48% | 6.79% | 7.20% | 7.49% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RAYONIER – JESUP MILL SAVINGS PLAN FOR HOURLY EMPLOYEES 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 (%) | -0.30 | 31.60 | 11.25 | 10.09 | 6.48 | 6.79 | 7.20 | 7.49 | NA | 18.93 | 23.76 | -6.12 | 7.34 | 7.03 | 8.73 | -2.30 | 6.73 | 3.31 | -0.27 | 2.13 | 13.76 | 7.77 | 2.25 | 8.17 | 15.98 | -3.07 | 10.84 | 12.66 | 4.95 | 11.58 | 16.83 | -0.60 | 6.98 |
| Sharpe Ratio | NA | 2.07 | 0.85 | 0.81 | 0.65 | NA | NA | 0.83 | 0.19 | 1.87 | 2.85 | -0.56 | 0.83 | 0.83 | 1.70 | -0.53 | 1.15 | 0.75 | -0.06 | 0.37 | 2.01 | 1.44 | 0.30 | 0.73 | 1.93 | -0.97 | 0.88 | 1.21 | 0.46 | 1.33 | 3.06 | -0.37 | 1.14 |
| Standard Deviation(%) | NA | 6.56 | 9.45 | 9.07 | 7.39 | NA | NA | 7.14 | 4.42 | 6.61 | 6.85 | 13.30 | 8.78 | 8.15 | 4.32 | 6.79 | 5.29 | 4.12 | 5.04 | 5.71 | 6.84 | 5.35 | 7.51 | 11.01 | 8.21 | 4.13 | 8.95 | 7.77 | 6.03 | 7.99 | 5.28 | 4.63 | 4.09 |
| Draw Down(%) | NA | 4.42 | 14.17 | 15.37 | 15.37 | NA | NA | 15.37 | 0.16 | 4.42 | 3.68 | 14.57 | 4.23 | 10.10 | 3.11 | 7.59 | 4.71 | 3.62 | 5.55 | 5.49 | 4.68 | 4.85 | 6.51 | 9.15 | 4.26 | 6.53 | 6.05 | 9.30 | 4.84 | 6.45 | 3.13 | 6.81 | 2.77 |
| Yield(%) | NA | 16.90 | 11.01 | 8.26 | 5.54 | NA | NA | 4.66 | NA | 5.13 | 15.92 | 6.96 | 4.44 | 4.32 | 4.77 | 4.67 | 0.29 | 2.06 | 1.55 | 5.12 | 4.98 | 4.50 | 1.96 | 4.14 | 4.56 | 2.66 | 4.45 | 4.30 | 2.49 | 2.93 | 3.08 | 5.09 | 6.93 |
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 |
|---|---|---|---|---|
| RAYONIER – JESUP MILL SAVINGS PLAN FOR HOURLY EMPLOYEES Tactical Asset Allocation Moderate |
-0.75%
Oct 2017 - Oct 2020 |
0.38%
Sep 2017 - Sep 2022 |
3.00%
Sep 2012 - Sep 2022 |
4.04%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RAYONIER – JESUP MILL SAVINGS PLAN FOR HOURLY EMPLOYEES Tactical Asset Allocation Moderate |
13.54%
Nov 2021 - Nov 2024 |
12.16%
Oct 2002 - Oct 2007 |
9.03%
Jul 2003 - Jul 2013 |
7.82%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart