Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SAUER-DANFOSS LaSALLE FACTORY EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 10.04% | 5.02% | 4.19% | 2.93% | 4.86% | 5.69% | 6.39% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAUER-DANFOSS LaSALLE FACTORY EMPLOYEE SAVINGS 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 (%) | -0.03 | 10.04 | 5.02 | 4.19 | 2.93 | 4.86 | 5.69 | 6.39 | 1.67 | 21.28 | -7.17 | 3.39 | 7.76 | 11.29 | -3.76 | 3.40 | 2.71 | 0.75 | 0.25 | 13.19 | 3.48 | -0.49 | 9.98 | 20.62 | 0.51 | 8.76 | 10.40 | 4.14 | 12.53 | 19.11 | 6.54 | 8.38 |
| Sharpe Ratio | NA | 1.91 | 0.47 | 0.69 | 0.46 | NA | NA | 0.81 | 0.23 | 2.37 | -0.97 | 0.37 | 0.96 | 2.38 | -0.76 | 0.42 | 0.65 | 0.15 | 0.04 | 2.12 | 0.66 | -0.06 | 0.98 | 2.66 | -0.07 | 0.66 | 1.12 | 0.35 | 1.37 | 2.91 | 1.08 | 1.12 |
| Standard Deviation(%) | NA | 7.08 | 8.33 | 7.66 | 6.68 | NA | NA | 6.90 | 5.96 | 7.18 | 8.77 | 9.14 | 7.87 | 4.16 | 6.69 | 6.64 | 3.87 | 4.80 | 5.47 | 6.20 | 5.19 | 8.63 | 10.07 | 7.72 | 5.61 | 8.72 | 6.35 | 5.59 | 8.47 | 6.33 | 5.03 | 5.40 |
| Draw Down(%) | NA | 4.80 | 16.25 | 16.25 | 16.25 | NA | NA | 16.25 | 1.24 | 4.80 | 12.76 | 7.14 | 9.82 | 2.55 | 9.44 | 7.09 | 2.89 | 4.37 | 5.18 | 4.97 | 4.97 | 9.80 | 8.12 | 3.96 | 5.02 | 6.95 | 7.06 | 4.08 | 6.73 | 2.91 | 4.24 | 4.13 |
| Yield(%) | NA | 14.79 | 9.18 | 7.90 | 5.12 | NA | NA | 4.87 | 0.89 | 15.17 | 7.70 | 3.93 | 6.73 | 5.40 | 3.57 | 0.23 | 2.50 | 1.13 | 4.34 | 3.56 | 4.89 | 1.73 | 3.55 | 4.32 | 4.04 | 3.73 | 2.46 | 3.81 | 8.26 | 4.58 | 7.04 | 8.54 |
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 |
|---|---|---|---|---|
| SAUER-DANFOSS LaSALLE FACTORY EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
-0.97%
Oct 2017 - Oct 2020 |
0.39%
Jul 2017 - Jul 2022 |
2.90%
May 2013 - May 2023 |
3.81%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAUER-DANFOSS LaSALLE FACTORY EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
13.17%
Jan 2003 - Jan 2006 |
12.46%
Oct 2002 - Oct 2007 |
10.62%
Apr 2001 - Apr 2011 |
7.80%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart