Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PARKER RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 20.00% | 2.63% | 6.61% | 4.87% | 5.66% | 5.53% | 5.74% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PARKER RETIREMENT 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 (%) | -1.24 | 20.00 | 2.63 | 6.61 | 4.87 | 5.66 | 5.53 | 5.74 | NA | 5.82 | 12.11 | -11.73 | 7.20 | 16.35 | 17.23 | -9.34 | 11.42 | 6.99 | -4.05 | 2.99 | 7.55 | 10.78 | 0.05 | 10.62 | 21.51 | -17.45 | 8.07 | 10.46 | 6.76 | 10.04 | 18.16 | -2.75 | 1.26 |
| Sharpe Ratio | NA | 0.08 | -0.21 | 0.26 | 0.32 | NA | NA | 0.46 | 0.04 | -0.10 | 0.95 | -1.04 | 0.73 | 0.93 | 2.35 | -1.24 | 2.29 | 0.75 | -0.49 | 0.43 | 1.10 | 1.74 | 0.00 | 1.26 | 1.77 | -1.15 | 0.72 | 1.27 | 1.05 | 1.63 | 3.11 | -0.55 | -0.13 |
| Standard Deviation(%) | NA | 7.63 | 9.74 | 11.66 | 9.85 | NA | NA | 9.07 | 6.46 | 7.67 | 8.23 | 12.55 | 9.88 | 17.24 | 6.73 | 8.57 | 4.71 | 9.10 | 8.25 | 6.84 | 6.81 | 6.18 | 11.18 | 8.36 | 12.10 | 15.94 | 7.01 | 5.64 | 4.37 | 5.58 | 5.62 | 6.99 | 7.96 |
| Draw Down(%) | NA | 5.50 | 18.11 | 22.10 | 22.10 | NA | NA | 28.94 | 0.57 | 5.47 | 7.43 | 18.11 | 5.63 | 22.10 | 3.92 | 15.19 | 2.80 | 6.01 | 10.68 | 5.55 | 7.59 | 4.98 | 10.44 | 6.88 | 13.43 | 27.15 | 4.15 | 5.65 | 3.04 | 5.00 | 5.73 | 11.90 | 10.23 |
| Yield(%) | NA | 4.42 | 4.88 | 3.98 | 3.19 | NA | NA | 3.65 | NA | 0.97 | 4.22 | 2.62 | 7.30 | 1.83 | 3.26 | 2.60 | 0.41 | 2.13 | 2.44 | 4.52 | 2.46 | 3.96 | 3.42 | 3.92 | 4.04 | 4.99 | 6.78 | 4.19 | 3.46 | 2.97 | 2.72 | 3.51 | 5.23 |
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 |
|---|---|---|---|---|
| PARKER RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-4.30%
Feb 2006 - Feb 2009 |
0.38%
Feb 2004 - Feb 2009 |
3.18%
Mar 2010 - Mar 2020 |
3.65%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PARKER RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
15.90%
Feb 2009 - Feb 2012 |
12.04%
Feb 2009 - Feb 2014 |
7.98%
Mar 2003 - Mar 2013 |
7.09%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart