Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PIPER JAFFRAY COMPANIES RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 11.87% | 1.45% | 6.03% | 4.22% | 5.15% | 6.43% | 7.04% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PIPER JAFFRAY COMPANIES 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 (%) | -1.34 | 11.87 | 1.45 | 6.03 | 4.22 | 5.15 | 6.43 | 7.04 | NA | -0.77 | 15.47 | -12.26 | 8.28 | 18.73 | 6.02 | -3.38 | 13.50 | 5.45 | -8.08 | 0.58 | 11.05 | 10.36 | -1.17 | 11.01 | 29.57 | -3.85 | 12.30 | 11.47 | 4.70 | 8.54 | 16.39 | 4.86 | 8.65 |
| Sharpe Ratio | NA | -0.59 | -0.36 | 0.34 | 0.31 | NA | NA | 0.71 | 0.09 | -0.77 | 1.38 | -1.46 | 0.97 | 2.26 | 0.96 | -0.67 | 2.74 | 0.96 | -1.34 | 0.10 | 1.56 | 2.32 | -0.13 | 1.14 | 3.57 | -0.70 | 0.70 | 0.84 | 0.48 | 1.06 | 3.06 | 0.87 | 1.17 |
| Standard Deviation(%) | NA | 9.49 | 9.05 | 8.78 | 7.39 | NA | NA | 7.54 | 8.45 | 9.55 | 8.15 | 9.33 | 8.50 | 8.17 | 4.81 | 6.99 | 4.70 | 5.47 | 6.06 | 5.60 | 7.05 | 4.45 | 9.22 | 9.57 | 8.26 | 6.85 | 13.36 | 9.72 | 5.23 | 7.14 | 5.14 | 4.34 | 5.43 |
| Draw Down(%) | NA | 5.93 | 12.30 | 12.85 | 12.85 | NA | NA | 15.11 | 0.65 | 5.93 | 7.13 | 12.67 | 4.10 | 5.73 | 3.82 | 9.22 | 2.69 | 3.81 | 12.02 | 5.18 | 7.30 | 4.20 | 10.12 | 8.12 | 4.05 | 9.64 | 10.14 | 13.16 | 4.15 | 7.26 | 2.88 | 3.57 | 4.10 |
| Yield(%) | NA | 4.55 | 4.99 | 5.33 | 4.03 | NA | NA | 4.53 | NA | 0.87 | 4.29 | 3.13 | 7.08 | 5.50 | 6.86 | 5.42 | 0.38 | 3.45 | 2.92 | 1.70 | 2.79 | 6.56 | 4.39 | 5.03 | 4.84 | 4.08 | 5.03 | 4.09 | 5.48 | 4.44 | 4.56 | 2.42 | 8.82 |
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 |
|---|---|---|---|---|
| PIPER JAFFRAY COMPANIES RETIREMENT PLAN Tactical Asset Allocation Moderate |
-0.84%
Dec 2013 - Dec 2016 |
1.35%
Dec 2013 - Dec 2018 |
3.34%
Oct 2013 - Oct 2023 |
4.62%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIPER JAFFRAY COMPANIES RETIREMENT PLAN Tactical Asset Allocation Moderate |
14.04%
Oct 2008 - Oct 2011 |
12.55%
Oct 2002 - Oct 2007 |
10.46%
Apr 2001 - Apr 2011 |
8.07%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart