Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Patriot Coal Corporation 401(k) Retirement Plan Tactical Asset Allocation Moderate | NA | 5.72% | -0.86% | 4.93% | 3.77% | 5.61% | 7.66% | 8.61% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Patriot Coal Corporation 401(k) Retirement 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 | 5.72 | -0.86 | 4.93 | 3.77 | 5.61 | 7.66 | 8.61 | NA | -5.79 | 12.16 | -11.29 | 12.06 | 15.33 | 11.09 | -3.21 | 9.24 | 4.81 | -6.87 | 5.69 | 10.26 | 7.77 | 3.63 | 17.42 | 24.30 | -3.50 | 18.11 | 17.31 | 12.64 | 13.33 | 24.80 | 7.20 | 7.93 |
| Sharpe Ratio | NA | -1.20 | -0.55 | 0.14 | 0.20 | NA | NA | 0.85 | -0.01 | -1.32 | 0.98 | -1.17 | 1.23 | 1.61 | 1.91 | -0.54 | 1.75 | 0.87 | -0.93 | 1.00 | 1.47 | 1.63 | 0.36 | 1.48 | 2.69 | -0.68 | 1.19 | 1.60 | 1.44 | 1.49 | 4.51 | 1.10 | 1.27 |
| Standard Deviation(%) | NA | 9.31 | 9.43 | 9.53 | 8.11 | NA | NA | 8.07 | 9.53 | 9.38 | 8.05 | 10.79 | 9.82 | 9.35 | 5.06 | 8.34 | 4.92 | 5.30 | 7.45 | 5.65 | 6.98 | 4.73 | 10.09 | 11.68 | 9.01 | 6.53 | 12.68 | 8.76 | 7.26 | 8.29 | 5.34 | 5.56 | 4.43 |
| Draw Down(%) | NA | 8.13 | 13.12 | 15.63 | 15.63 | NA | NA | 15.63 | 0.89 | 8.13 | 7.19 | 15.63 | 4.40 | 9.48 | 2.85 | 10.44 | 2.18 | 5.90 | 11.22 | 4.70 | 6.23 | 4.69 | 9.65 | 7.56 | 4.64 | 10.47 | 9.81 | 10.49 | 5.90 | 10.67 | 1.90 | 7.30 | 3.30 |
| Yield(%) | NA | 3.83 | 3.75 | 4.09 | 3.25 | NA | NA | 3.83 | NA | 0.84 | 3.70 | 2.80 | 3.98 | 4.07 | 5.75 | 2.76 | 0.31 | 3.49 | 2.18 | 3.17 | 3.36 | 4.31 | 2.46 | 3.93 | 4.24 | 3.82 | 4.95 | 4.89 | 3.54 | 3.12 | 4.84 | 4.46 | 7.14 |
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 |
|---|---|---|---|---|
| Patriot Coal Corporation 401(k) Retirement Plan Tactical Asset Allocation Moderate |
-2.14%
Dec 2021 - Dec 2024 |
1.55%
Feb 2015 - Feb 2020 |
3.34%
Dec 2014 - Dec 2024 |
5.14%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Patriot Coal Corporation 401(k) Retirement Plan Tactical Asset Allocation Moderate |
20.35%
Oct 2004 - Oct 2007 |
18.50%
Oct 2002 - Oct 2007 |
14.29%
Apr 2001 - Apr 2011 |
10.58%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart