Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ENZO BIOCHEM, INC. SALARY REDUCTION PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 4.31% | 0.10% | 2.21% | 3.44% | 6.19% | 8.06% | 8.24% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ENZO BIOCHEM, INC. SALARY REDUCTION PROFIT SHARING PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.74 | 4.31 | 0.10 | 2.21 | 3.44 | 6.19 | 8.06 | 8.24 | -0.05 | 14.99 | -16.17 | 2.43 | 17.91 | 7.67 | -4.42 | 19.82 | 5.85 | -4.26 | 3.03 | 15.50 | 7.17 | 0.01 | 7.74 | 32.50 | -2.40 | 21.83 | 19.70 | 15.88 | 11.17 | 12.76 | 6.73 | 7.15 |
| Sharpe Ratio | NA | 0.45 | -0.29 | 0.31 | 0.42 | NA | NA | 0.90 | -0.04 | 1.28 | -1.64 | 0.22 | 1.87 | 1.21 | -0.69 | 3.93 | 1.18 | -0.76 | 0.47 | 2.33 | 1.21 | 0.00 | 0.71 | 3.17 | -0.55 | 1.52 | 1.63 | 2.00 | 1.12 | 2.24 | 1.07 | 0.88 |
| Standard Deviation(%) | NA | 8.25 | 10.00 | 9.22 | 7.80 | NA | NA | 8.04 | 8.43 | 8.37 | 10.73 | 10.88 | 9.45 | 5.17 | 8.24 | 4.89 | 4.79 | 5.61 | 6.39 | 6.65 | 5.88 | 8.29 | 10.80 | 10.24 | 6.00 | 12.38 | 10.05 | 6.86 | 9.11 | 5.39 | 5.26 | 5.48 |
| Draw Down(%) | NA | 6.58 | 21.85 | 21.85 | 21.85 | NA | NA | 21.85 | 2.32 | 6.58 | 16.63 | 8.57 | 6.12 | 3.21 | 10.64 | 1.85 | 3.93 | 8.19 | 5.74 | 4.86 | 5.20 | 7.53 | 9.19 | 4.57 | 6.12 | 9.57 | 13.80 | 5.68 | 11.22 | 5.76 | 5.88 | 4.46 |
| Yield(%) | NA | 4.08 | 3.72 | 4.13 | 3.74 | NA | NA | 4.09 | 0.01 | 4.33 | 1.58 | 5.58 | 5.21 | 4.38 | 3.38 | 2.29 | 4.32 | 3.35 | 3.61 | 2.67 | 3.65 | 3.92 | 4.56 | 5.04 | 3.62 | 5.69 | 2.47 | 3.32 | 4.20 | 3.75 | 5.41 | 7.65 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| ENZO BIOCHEM, INC. SALARY REDUCTION PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
-0.42%
Dec 2020 - Dec 2023 |
0.83%
Dec 2017 - Dec 2022 |
3.44%
Oct 2013 - Oct 2023 |
5.37%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENZO BIOCHEM, INC. SALARY REDUCTION PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
23.15%
Oct 2004 - Oct 2007 |
18.11%
Apr 2005 - Apr 2010 |
13.48%
Apr 2001 - Apr 2011 |
10.97%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart