Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PMA Capital Corporation Retirement Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 18.61% | 4.13% | 9.70% | 7.76% | 7.97% | 7.07% | 6.89% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMA Capital Corporation Retirement Savings 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 (%) | -0.95 | 18.61 | 4.13 | 9.70 | 7.76 | 7.97 | 7.07 | 6.89 | NA | 4.51 | 12.58 | -8.04 | 5.95 | 27.03 | 21.15 | -5.76 | 14.20 | 4.89 | 1.67 | 1.54 | 12.70 | 11.04 | 1.78 | 11.81 | 21.84 | -20.92 | 9.37 | 10.07 | 5.51 | 9.71 | 20.81 | -6.29 | 0.11 |
| Sharpe Ratio | NA | -0.11 | -0.10 | 0.41 | 0.54 | NA | NA | 0.52 | 0.07 | -0.23 | 1.06 | -0.65 | 0.57 | 1.43 | 2.52 | -0.69 | 2.89 | 0.53 | 0.20 | 0.22 | 1.99 | 1.78 | 0.16 | 1.27 | 1.65 | -1.30 | 0.75 | 1.03 | 0.67 | 1.30 | 2.77 | -0.76 | -0.26 |
| Standard Deviation(%) | NA | 9.19 | 10.93 | 12.79 | 10.74 | NA | NA | 9.92 | 8.05 | 9.18 | 7.89 | 14.54 | 10.44 | 18.70 | 7.84 | 10.29 | 4.70 | 8.78 | 8.43 | 6.99 | 6.37 | 6.19 | 11.13 | 9.27 | 13.18 | 16.87 | 8.55 | 6.58 | 4.95 | 6.76 | 7.25 | 9.68 | 8.58 |
| Draw Down(%) | NA | 6.64 | 15.47 | 20.84 | 20.84 | NA | NA | 31.61 | 0.56 | 6.57 | 7.12 | 15.47 | 8.44 | 20.84 | 4.70 | 12.92 | 2.09 | 8.09 | 8.60 | 5.20 | 5.72 | 5.00 | 9.39 | 7.02 | 13.34 | 29.89 | 5.38 | 7.57 | 3.51 | 6.52 | 5.85 | 14.62 | 11.39 |
| Yield(%) | NA | 4.33 | 3.40 | 3.45 | 3.18 | NA | NA | 3.38 | NA | 0.91 | 4.29 | 2.65 | 2.42 | 3.42 | 3.79 | 3.50 | 0.49 | 3.27 | 3.69 | 3.37 | 3.80 | 2.65 | 2.65 | 2.38 | 2.82 | 4.21 | 6.19 | 3.70 | 3.32 | 2.87 | 3.19 | 3.33 | 4.82 |
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 |
|---|---|---|---|---|
| PMA Capital Corporation Retirement Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.36%
Feb 2006 - Feb 2009 |
-0.50%
Feb 2004 - Feb 2009 |
4.73%
Feb 2006 - Feb 2016 |
5.21%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMA Capital Corporation Retirement Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
17.70%
Dec 2018 - Dec 2021 |
13.84%
Feb 2009 - Feb 2014 |
9.18%
Sep 2011 - Sep 2021 |
9.33%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart