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. Strategic Asset Allocation - Equal Weight Moderate | NA | 31.95% | 8.56% | 12.25% | 8.62% | 8.40% | 7.44% | 7.39% |
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. 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 (%) | -0.79 | 31.95 | 8.56 | 12.25 | 8.62 | 8.40 | 7.44 | 7.39 | NA | 12.96 | 17.93 | -7.67 | 6.35 | 26.78 | 20.56 | -5.99 | 10.06 | 5.84 | -0.30 | 5.56 | 13.33 | 8.40 | 2.53 | 9.77 | 15.23 | -9.41 | 5.90 | 7.85 | 3.33 | 6.14 | 15.80 | 0.94 | 2.82 |
| Sharpe Ratio | NA | 0.68 | 0.32 | 0.24 | 0.27 | NA | NA | 0.34 | 0.04 | 0.65 | 1.28 | -0.67 | 0.09 | 1.28 | 2.18 | -0.61 | 1.75 | 0.64 | -0.04 | 0.71 | 2.24 | 1.91 | 0.29 | 1.47 | 1.33 | -0.80 | 0.42 | 0.76 | 0.22 | 0.83 | 3.15 | -0.03 | 0.08 |
| Standard Deviation(%) | NA | 9.72 | 11.39 | 33.41 | 24.44 | NA | NA | 16.77 | 7.98 | 9.80 | 10.67 | 13.43 | 69.05 | 20.71 | 8.79 | 11.94 | 5.39 | 8.79 | 8.58 | 7.86 | 5.94 | 4.36 | 8.64 | 6.60 | 11.42 | 12.87 | 6.96 | 6.00 | 5.25 | 6.25 | 4.79 | 5.58 | 6.45 |
| Draw Down(%) | NA | 6.34 | 12.70 | 45.47 | 45.47 | NA | NA | 45.47 | 0.57 | 6.21 | 10.42 | 13.72 | 41.31 | 21.50 | 4.35 | 18.39 | 2.19 | 8.10 | 7.01 | 4.62 | 4.51 | 3.00 | 8.71 | 5.65 | 15.29 | 20.90 | 4.32 | 5.24 | 4.02 | 6.46 | 4.94 | 7.84 | 5.08 |
| Yield(%) | NA | 2.06 | 3.28 | 3.28 | 3.53 | NA | NA | 3.94 | NA | 0.71 | 2.01 | 4.36 | 2.33 | 3.76 | 3.41 | 2.32 | 0.26 | 7.88 | 4.71 | 3.89 | 5.95 | 2.74 | 2.57 | 2.32 | 4.03 | 4.43 | 7.24 | 3.76 | 3.84 | 2.81 | 5.19 | 4.52 | 5.49 |
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. Strategic Asset Allocation - Equal Weight Moderate |
-2.68%
Feb 2006 - Feb 2009 |
0.04%
Feb 2004 - Feb 2009 |
4.91%
Jan 2006 - Jan 2016 |
5.02%
Dec 2003 - Dec 2018 |
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. Strategic Asset Allocation - Equal Weight Moderate |
17.58%
Dec 2018 - Dec 2021 |
12.80%
Mar 2019 - Mar 2024 |
8.81%
Nov 2014 - Nov 2024 |
9.55%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart