Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 22.32% | 4.37% | 7.31% | 5.68% | 6.85% | 6.56% | 7.05% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 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 (%) | -1.12 | 22.32 | 4.37 | 7.31 | 5.68 | 6.85 | 6.56 | 7.05 | NA | 6.55 | 13.19 | -5.76 | 5.84 | 11.67 | 16.34 | -8.65 | 13.40 | 6.73 | -2.63 | 5.66 | 14.22 | 13.72 | -0.66 | 10.39 | 23.56 | -20.76 | 7.89 | 11.74 | 9.02 | 14.14 | 23.69 | -2.66 | 3.98 |
| Sharpe Ratio | NA | 0.08 | 0.04 | 0.30 | 0.36 | NA | NA | 0.53 | 0.08 | 0.00 | 1.07 | -0.56 | 0.69 | 0.60 | 2.10 | -1.03 | 2.68 | 0.65 | -0.29 | 0.79 | 2.09 | 2.04 | -0.06 | 1.12 | 1.58 | -1.12 | 0.67 | 1.29 | 1.30 | 1.94 | 3.15 | -0.42 | 0.20 |
| Standard Deviation(%) | NA | 8.57 | 10.09 | 12.12 | 10.43 | NA | NA | 10.07 | 6.73 | 8.58 | 8.37 | 12.72 | 8.38 | 18.96 | 7.12 | 9.70 | 4.76 | 10.05 | 9.28 | 7.14 | 6.80 | 6.69 | 12.05 | 9.21 | 14.88 | 19.33 | 7.34 | 6.58 | 5.28 | 6.81 | 7.29 | 8.96 | 8.37 |
| Draw Down(%) | NA | 5.93 | 14.29 | 23.27 | 23.27 | NA | NA | 33.81 | 0.45 | 5.83 | 7.06 | 14.29 | 6.22 | 23.27 | 3.89 | 15.62 | 1.48 | 9.35 | 10.97 | 5.94 | 6.51 | 5.20 | 12.54 | 7.87 | 16.36 | 32.56 | 4.40 | 7.17 | 4.25 | 6.25 | 7.16 | 15.07 | 9.15 |
| Yield(%) | NA | 4.43 | 3.82 | 4.13 | 3.76 | NA | NA | 3.99 | NA | 0.66 | 4.51 | 4.18 | 2.32 | 5.29 | 3.48 | 3.68 | 0.36 | 2.65 | 6.36 | 3.77 | 3.15 | 5.31 | 3.31 | 4.46 | 3.67 | 5.84 | 6.93 | 4.22 | 3.27 | 3.62 | 2.58 | 3.55 | 4.71 |
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 PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.57%
Feb 2006 - Feb 2009 |
0.59%
Feb 2004 - Feb 2009 |
4.39%
Oct 2013 - Oct 2023 |
4.42%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.85%
Mar 2003 - Mar 2006 |
14.47%
Feb 2009 - Feb 2014 |
9.26%
Mar 2003 - Mar 2013 |
8.45%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart