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 Strategic Asset Allocation - Equal Weight Moderate | NA | 23.26% | 4.46% | 8.41% | 5.88% | 6.53% | 6.01% | 6.24% |
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 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 (%) | -0.84 | 23.26 | 4.46 | 8.41 | 5.88 | 6.53 | 6.01 | 6.24 | NA | 7.48 | 14.09 | -10.37 | 8.10 | 17.28 | 17.90 | -10.03 | 11.32 | 3.12 | 0.61 | 3.09 | 13.95 | 9.71 | -0.21 | 10.30 | 13.87 | -15.05 | 8.64 | 9.57 | 5.85 | 9.06 | 16.67 | 0.22 | 3.56 |
| Sharpe Ratio | NA | 0.23 | -0.02 | 0.20 | 0.24 | NA | NA | 0.37 | 0.09 | 0.11 | 1.16 | -0.89 | 0.19 | 0.95 | 2.30 | -1.18 | 2.50 | 0.35 | 0.07 | 0.45 | 2.34 | 1.80 | -0.02 | 1.25 | 0.97 | -1.03 | 0.71 | 0.95 | 0.70 | 1.19 | 2.95 | -0.15 | 0.21 |
| Standard Deviation(%) | NA | 8.34 | 10.26 | 22.09 | 16.54 | NA | NA | 12.48 | 5.77 | 8.41 | 8.48 | 13.19 | 42.46 | 17.98 | 7.17 | 9.65 | 4.27 | 8.39 | 8.10 | 6.78 | 5.94 | 5.35 | 9.89 | 8.20 | 14.22 | 15.46 | 7.91 | 6.63 | 5.23 | 6.80 | 5.41 | 5.99 | 6.06 |
| Draw Down(%) | NA | 5.69 | 16.94 | 35.81 | 35.81 | NA | NA | 35.81 | 0.36 | 5.64 | 9.16 | 18.01 | 28.82 | 20.90 | 3.57 | 15.98 | 1.92 | 6.06 | 7.73 | 5.46 | 5.26 | 4.58 | 9.91 | 6.48 | 17.00 | 26.27 | 5.74 | 7.02 | 3.97 | 7.07 | 3.88 | 9.48 | 6.89 |
| Yield(%) | NA | 3.70 | 4.47 | 3.95 | 3.03 | NA | NA | 3.33 | NA | 0.62 | 3.84 | 4.02 | 4.54 | 4.19 | 2.37 | 2.30 | 0.26 | 2.13 | 3.51 | 2.28 | 3.45 | 2.62 | 2.50 | 2.43 | 2.87 | 3.49 | 7.42 | 4.64 | 3.48 | 2.93 | 3.40 | 3.09 | 4.28 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.75%
Feb 2006 - Feb 2009 |
-0.21%
Feb 2004 - Feb 2009 |
4.12%
Mar 2010 - Mar 2020 |
3.91%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EAGLE MATERIALS INC. HOURLY PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate |
14.48%
Feb 2009 - Feb 2012 |
12.68%
Feb 2009 - Feb 2014 |
7.34%
Feb 2009 - Feb 2019 |
7.83%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart