Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EAGLE MATERIALS INC. HOURLY PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 27.96% | -1.17% | 6.11% | 4.53% | 5.91% | 6.90% | 7.55% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EAGLE MATERIALS INC. HOURLY PROFIT SHARING PLAN 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 (%) | -1.53 | 27.96 | -1.17 | 6.11 | 4.53 | 5.91 | 6.90 | 7.55 | NA | 5.93 | 9.30 | -19.72 | 8.68 | 16.54 | 22.48 | -7.86 | 7.88 | 4.23 | -4.64 | 2.22 | 16.69 | 1.46 | 6.79 | 14.96 | 4.30 | 14.79 | 12.30 | 10.43 | 5.07 | 10.68 | 18.72 | 6.28 | 7.26 |
| Sharpe Ratio | NA | 0.04 | -0.45 | 0.06 | 0.17 | NA | NA | 0.60 | 0.11 | -0.04 | 0.46 | -1.68 | 0.64 | 0.86 | 1.96 | -1.16 | 1.44 | 0.83 | -0.74 | 0.37 | 2.51 | 0.27 | 0.84 | 1.37 | 0.45 | 1.53 | 1.06 | 0.90 | 0.53 | 1.36 | 3.19 | 1.19 | 1.01 |
| Standard Deviation(%) | NA | 15.99 | 13.40 | 14.69 | 11.60 | NA | NA | 9.36 | 5.24 | 16.11 | 11.02 | 12.54 | 13.56 | 18.86 | 10.73 | 7.94 | 5.03 | 4.88 | 6.28 | 5.96 | 6.63 | 5.30 | 8.06 | 10.85 | 9.31 | 9.05 | 8.78 | 7.99 | 5.47 | 7.14 | 5.66 | 4.33 | 4.91 |
| Draw Down(%) | NA | 13.33 | 23.02 | 26.97 | 26.97 | NA | NA | 26.97 | 0.33 | 13.33 | 14.69 | 22.96 | 9.01 | 22.37 | 6.02 | 13.76 | 5.13 | 4.41 | 7.80 | 5.34 | 4.70 | 5.10 | 5.40 | 8.17 | 8.90 | 5.96 | 5.27 | 9.51 | 4.05 | 6.69 | 3.45 | 3.50 | 3.79 |
| Yield(%) | NA | 2.44 | 4.16 | 5.71 | 3.93 | NA | NA | 3.91 | NA | 0.05 | 3.00 | 2.32 | 7.39 | 11.39 | 3.67 | 4.41 | 0.08 | 3.07 | 1.66 | 1.62 | 3.06 | 2.95 | 3.12 | 2.50 | 4.73 | 5.05 | 4.61 | 4.79 | 3.78 | 2.30 | 4.17 | 4.21 | 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 |
|---|---|---|---|---|
| EAGLE MATERIALS INC. HOURLY PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
-2.81%
Jun 2021 - Jun 2024 |
0.20%
Dec 2013 - Dec 2018 |
2.41%
Oct 2013 - Oct 2023 |
4.89%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EAGLE MATERIALS INC. HOURLY PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
15.76%
Dec 2018 - Dec 2021 |
12.28%
Oct 2002 - Oct 2007 |
10.93%
Apr 2001 - Apr 2011 |
8.61%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart