Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PROFIT SHARING AND RETIREMENT PLAN OF EAGLE MATERIALS INC. Tactical Asset Allocation Moderate | NA | 30.35% | 3.29% | 7.92% | 5.03% | 5.84% | 6.22% | 6.26% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PROFIT SHARING AND RETIREMENT PLAN OF EAGLE MATERIALS INC. 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 (%) | -1.49 | 30.35 | 3.29 | 7.92 | 5.03 | 5.84 | 6.22 | 6.26 | NA | 9.07 | 14.02 | -12.84 | 7.16 | 13.88 | 21.97 | -8.96 | 1.82 | 3.31 | -0.69 | 3.97 | 15.61 | 1.55 | 6.48 | 8.59 | 3.81 | 15.19 | 8.65 | 8.31 | -1.46 | 5.44 | 13.09 | -0.08 | 7.26 |
| Sharpe Ratio | NA | 0.22 | -0.09 | 0.20 | 0.23 | NA | NA | 0.49 | 0.06 | 0.18 | 0.71 | -1.29 | 0.51 | 0.59 | 1.91 | -1.52 | 0.34 | 0.82 | -0.17 | 0.76 | 2.48 | 0.28 | 0.87 | 0.97 | 0.46 | 1.57 | 0.69 | 0.92 | -0.71 | 0.72 | 2.30 | -0.21 | 1.01 |
| Standard Deviation(%) | NA | 14.01 | 13.05 | 15.78 | 12.06 | NA | NA | 9.30 | 7.64 | 14.08 | 13.85 | 11.00 | 13.96 | 23.22 | 10.77 | 6.76 | 3.55 | 3.77 | 4.36 | 5.22 | 6.28 | 5.30 | 7.44 | 8.80 | 8.13 | 9.07 | 8.19 | 5.46 | 5.10 | 6.28 | 5.40 | 5.61 | 4.91 |
| Draw Down(%) | NA | 10.75 | 17.47 | 28.49 | 28.49 | NA | NA | 28.49 | 0.54 | 10.75 | 15.46 | 14.22 | 8.89 | 28.49 | 6.53 | 14.61 | 3.26 | 2.88 | 3.69 | 2.91 | 4.33 | 5.26 | 5.47 | 7.21 | 7.96 | 5.96 | 4.96 | 4.51 | 5.50 | 6.34 | 4.15 | 7.29 | 3.79 |
| Yield(%) | NA | 3.20 | 4.46 | 6.58 | 4.32 | NA | NA | 4.13 | NA | 0.17 | 3.30 | 4.20 | 5.90 | 13.68 | 4.63 | 0.72 | 0.14 | 3.18 | 2.59 | 3.83 | 4.15 | 2.69 | 3.23 | 3.03 | 5.45 | 5.05 | 3.55 | 4.52 | 3.39 | 3.03 | 4.43 | 4.13 | 6.04 |
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 |
|---|---|---|---|---|
| PROFIT SHARING AND RETIREMENT PLAN OF EAGLE MATERIALS INC. Tactical Asset Allocation Moderate |
-2.70%
Mar 2017 - Mar 2020 |
-1.20%
Mar 2015 - Mar 2020 |
2.65%
Mar 2010 - Mar 2020 |
4.34%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROFIT SHARING AND RETIREMENT PLAN OF EAGLE MATERIALS INC. Tactical Asset Allocation Moderate |
14.18%
Dec 2018 - Dec 2021 |
9.89%
May 2006 - May 2011 |
7.65%
Aug 2004 - Aug 2014 |
7.09%
Aug 2006 - Aug 2021 |
Annualized Rolling Returns Comparison Chart