Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ogilvy Mather Profit Sharing Retirement and 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 13.90% | 8.29% | 8.47% | 6.74% | 8.22% | 7.24% | 7.28% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ogilvy Mather Profit Sharing Retirement and 401(k) Plan Strategic Asset Allocation - Equal Weight 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 (%) | -0.08 | 13.90 | 8.29 | 8.47 | 6.74 | 8.22 | 7.24 | 7.28 | 2.60 | 21.53 | -7.47 | 11.26 | 21.42 | 14.87 | -4.67 | 13.58 | 5.94 | -0.25 | 2.83 | 16.62 | 10.61 | -2.73 | 11.72 | 24.86 | -18.59 | 11.08 | 10.23 | 7.42 | 10.19 | 20.74 | 0.92 | 0.10 |
| Sharpe Ratio | NA | 1.92 | 0.60 | 0.81 | 0.69 | NA | NA | 0.65 | 0.41 | 2.17 | -0.64 | 1.14 | 1.16 | 1.74 | -0.57 | 2.74 | 0.71 | -0.03 | 0.37 | 2.67 | 1.67 | -0.24 | 1.27 | 1.69 | -1.09 | 1.07 | 1.12 | 0.92 | 1.42 | 2.93 | -0.02 | -0.27 |
| Standard Deviation(%) | NA | 7.69 | 10.71 | 12.14 | 10.34 | NA | NA | 9.93 | 5.65 | 7.95 | 13.78 | 9.90 | 18.24 | 7.74 | 10.42 | 4.73 | 8.07 | 8.78 | 7.68 | 6.22 | 6.31 | 11.68 | 9.15 | 14.65 | 17.95 | 7.58 | 6.24 | 5.72 | 6.53 | 6.84 | 8.40 | 8.17 |
| Draw Down(%) | NA | 5.33 | 15.62 | 20.69 | 20.69 | NA | NA | 30.22 | 0.83 | 5.33 | 15.62 | 6.34 | 20.69 | 3.77 | 13.82 | 2.17 | 6.58 | 8.84 | 5.08 | 4.23 | 5.03 | 13.90 | 6.84 | 15.44 | 29.49 | 5.19 | 7.37 | 4.18 | 6.03 | 5.95 | 11.84 | 10.95 |
| Yield(%) | NA | 14.61 | 9.81 | 7.10 | 5.41 | NA | NA | 4.78 | 0.92 | 14.93 | 6.54 | 7.35 | 4.15 | 2.07 | 4.57 | 0.92 | 2.30 | 7.63 | 3.27 | 6.37 | 2.24 | 1.26 | 4.73 | 4.13 | 6.12 | 7.01 | 4.83 | 3.68 | 4.74 | 3.22 | 3.41 | 3.51 |
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 |
|---|---|---|---|---|
| Ogilvy Mather Profit Sharing Retirement and 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate |
-4.01%
Feb 2006 - Feb 2009 |
0.70%
Feb 2004 - Feb 2009 |
5.15%
Mar 2010 - Mar 2020 |
5.58%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ogilvy Mather Profit Sharing Retirement and 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate |
16.53%
Feb 2009 - Feb 2012 |
14.02%
Feb 2009 - Feb 2014 |
9.40%
Feb 2009 - Feb 2019 |
8.90%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart