Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| Layne Christensen Company Capital Accumulation Plan Tactical Asset Allocation Moderate | 6.01% | NA | 19.28% | 0.71% | 4.10% | 3.42% | 4.73% | 5.45% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Layne Christensen Company Capital Accumulation Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.77 | 19.28 | 0.71 | 4.10 | 3.42 | 4.73 | 5.45 | 6.01 | NA | 8.80 | 10.75 | -12.62 | 0.71 | 12.71 | 9.82 | -3.83 | 9.28 | 1.40 | -1.50 | 3.60 | 17.18 | 8.72 | -5.50 | 10.77 | 15.83 | -3.01 | 6.80 | 13.09 | 6.92 | 6.29 | 18.05 | 2.59 | 6.98 |
| Sharpe Ratio | NA | 0.38 | -0.17 | 0.13 | 0.22 | NA | NA | 0.61 | 0.11 | 0.21 | 0.79 | -1.33 | 0.07 | 1.49 | 1.68 | -0.68 | 1.54 | 0.27 | -0.31 | 0.59 | 2.40 | 1.84 | -0.60 | 1.04 | 2.27 | -0.95 | 0.40 | 1.25 | 0.80 | 0.67 | 2.90 | 0.37 | 1.14 |
| Standard Deviation(%) | NA | 10.30 | 9.74 | 9.48 | 7.78 | NA | NA | 7.33 | 8.20 | 10.31 | 8.20 | 10.50 | 9.73 | 8.36 | 5.01 | 7.51 | 5.63 | 4.34 | 4.90 | 6.09 | 7.14 | 4.70 | 9.19 | 10.24 | 6.94 | 4.16 | 9.53 | 7.87 | 5.98 | 7.96 | 5.99 | 4.01 | 4.09 |
| Draw Down(%) | NA | 7.26 | 14.00 | 19.04 | 19.04 | NA | NA | 19.04 | 0.58 | 7.26 | 7.74 | 14.00 | 8.67 | 9.65 | 4.13 | 9.69 | 3.96 | 3.66 | 5.73 | 5.89 | 5.77 | 4.10 | 11.65 | 8.10 | 3.34 | 6.24 | 7.12 | 9.99 | 4.95 | 8.50 | 3.21 | 5.04 | 2.77 |
| Yield(%) | NA | 4.84 | 4.72 | 4.65 | 4.71 | NA | NA | 4.60 | NA | 0.76 | 4.63 | 2.28 | 6.73 | 4.88 | 5.20 | 5.56 | 0.23 | 2.76 | 5.20 | 9.65 | 4.85 | 5.66 | 1.88 | 5.22 | 4.08 | 3.13 | 4.01 | 5.03 | 3.97 | 4.21 | 3.08 | 5.80 | 6.93 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Layne Christensen Company Capital Accumulation Plan Tactical Asset Allocation Moderate |
-2.09%
Apr 2021 - Apr 2024 |
0.84%
Oct 2017 - Oct 2022 |
2.19%
Oct 2013 - Oct 2023 |
3.84%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Layne Christensen Company Capital Accumulation Plan Tactical Asset Allocation Moderate |
12.50%
Apr 2003 - Apr 2006 |
11.19%
Oct 2002 - Oct 2007 |
8.66%
Apr 2001 - Apr 2011 |
7.29%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart