Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GRAFTECH INTERNATIONAL HOLDINGS INC. SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 20.89% | 0.83% | 3.83% | 3.82% | 4.48% | 5.53% | 5.92% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GRAFTECH INTERNATIONAL HOLDINGS INC. SAVINGS 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 (%) | -1.03 | 20.89 | 0.83 | 3.83 | 3.82 | 4.48 | 5.53 | 5.92 | NA | 4.14 | 13.74 | -17.05 | 2.78 | 13.40 | 11.04 | -3.41 | 9.80 | 6.23 | -2.54 | 3.94 | 13.02 | 4.12 | -2.13 | 7.10 | 12.42 | -0.41 | 13.21 | 11.13 | 8.48 | 9.14 | 15.45 | -0.77 | 6.27 |
| Sharpe Ratio | NA | -0.16 | -0.36 | 0.02 | 0.21 | NA | NA | 0.58 | 0.03 | -0.29 | 1.05 | -1.24 | 0.27 | 1.59 | 2.24 | -0.60 | 1.78 | 1.32 | -0.49 | 0.83 | 2.25 | 0.94 | -0.28 | 0.74 | 1.57 | -0.31 | 1.08 | 1.02 | 1.07 | 1.10 | 2.65 | -0.40 | 1.04 |
| Standard Deviation(%) | NA | 8.37 | 11.18 | 10.45 | 8.37 | NA | NA | 7.39 | 6.02 | 8.45 | 9.07 | 14.85 | 10.14 | 8.30 | 4.30 | 7.80 | 5.14 | 4.57 | 5.27 | 4.75 | 5.76 | 4.34 | 7.76 | 9.45 | 7.87 | 4.29 | 9.42 | 7.69 | 5.90 | 7.48 | 5.56 | 4.64 | 3.82 |
| Draw Down(%) | NA | 6.06 | 22.32 | 25.11 | 25.11 | NA | NA | 25.11 | 0.49 | 6.04 | 9.61 | 22.96 | 6.91 | 8.68 | 3.04 | 9.11 | 3.32 | 3.65 | 6.02 | 4.56 | 3.53 | 3.77 | 8.54 | 8.41 | 4.54 | 7.04 | 7.12 | 9.72 | 4.16 | 6.35 | 2.84 | 5.88 | 2.30 |
| Yield(%) | NA | 5.85 | 5.57 | 4.85 | 3.46 | NA | NA | 3.78 | NA | 0.58 | 5.87 | 4.12 | 6.07 | 4.06 | 4.29 | 3.21 | 0.05 | 3.22 | 1.65 | 2.15 | 4.18 | 2.75 | 2.28 | 2.69 | 2.97 | 2.98 | 4.84 | 6.90 | 6.53 | 3.20 | 3.14 | 3.72 | 5.39 |
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 |
|---|---|---|---|---|
| GRAFTECH INTERNATIONAL HOLDINGS INC. SAVINGS PLAN Tactical Asset Allocation Moderate |
-2.65%
Sep 2019 - Sep 2022 |
-0.70%
Sep 2017 - Sep 2022 |
2.44%
Oct 2013 - Oct 2023 |
3.15%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRAFTECH INTERNATIONAL HOLDINGS INC. SAVINGS PLAN Tactical Asset Allocation Moderate |
13.31%
Oct 2004 - Oct 2007 |
12.36%
Oct 2002 - Oct 2007 |
8.43%
Apr 2001 - Apr 2011 |
7.42%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart