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 Strategic Asset Allocation - Equal Weight Moderate | NA | 20.95% | 1.86% | 4.75% | 4.49% | 5.92% | 5.77% | 6.66% |
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 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 (%) | -1.16 | 20.95 | 1.86 | 4.75 | 4.49 | 5.92 | 5.77 | 6.66 | NA | 3.59 | 12.73 | -12.94 | 6.12 | 11.49 | 17.07 | -5.36 | 12.62 | 2.59 | -2.12 | 4.35 | 8.19 | 13.56 | -1.95 | 15.09 | 32.56 | -25.55 | 10.98 | 10.08 | 7.69 | 10.70 | 23.81 | 3.16 | 6.43 |
| Sharpe Ratio | NA | -0.24 | -0.35 | 0.11 | 0.28 | NA | NA | 0.53 | 0.02 | -0.38 | 1.01 | -1.24 | 0.75 | 0.66 | 2.77 | -0.86 | 3.00 | 0.28 | -0.27 | 0.76 | 1.26 | 2.24 | -0.17 | 1.54 | 1.97 | -1.56 | 0.93 | 1.00 | 1.20 | 1.75 | 4.37 | 0.28 | 0.47 |
| Standard Deviation(%) | NA | 7.79 | 9.41 | 11.20 | 9.31 | NA | NA | 9.36 | 6.19 | 7.86 | 8.37 | 11.54 | 8.16 | 17.17 | 5.65 | 7.77 | 4.00 | 8.46 | 7.81 | 5.68 | 6.49 | 6.04 | 11.56 | 9.76 | 16.46 | 16.99 | 8.57 | 6.82 | 4.62 | 5.58 | 5.29 | 7.35 | 8.68 |
| Draw Down(%) | NA | 6.16 | 18.68 | 22.50 | 22.50 | NA | NA | 37.32 | 0.57 | 6.14 | 8.30 | 18.91 | 4.61 | 22.50 | 2.71 | 10.85 | 2.35 | 6.74 | 8.90 | 5.05 | 7.89 | 5.13 | 12.20 | 6.70 | 14.07 | 32.98 | 6.23 | 9.29 | 4.05 | 5.80 | 3.31 | 11.89 | 10.08 |
| Yield(%) | NA | 3.63 | 4.89 | 4.33 | 3.75 | NA | NA | 4.34 | NA | 0.90 | 3.69 | 3.55 | 6.68 | 3.27 | 3.76 | 3.30 | 0.53 | 2.68 | 4.47 | 4.85 | 3.87 | 5.44 | 3.85 | 5.05 | 4.72 | 4.18 | 7.04 | 4.46 | 4.22 | 4.90 | 4.87 | 3.76 | 5.80 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-7.24%
Feb 2006 - Feb 2009 |
-0.99%
Feb 2004 - Feb 2009 |
3.12%
Oct 2013 - Oct 2023 |
3.63%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIPER JAFFRAY COMPANIES RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
20.55%
Feb 2009 - Feb 2012 |
15.31%
Feb 2009 - Feb 2014 |
9.27%
Feb 2009 - Feb 2019 |
7.90%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart