Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PGT Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 4.36% | 3.70% | 7.52% | 5.17% | 7.20% | 6.46% | 6.83% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PGT Savings Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.68 | 4.36 | 3.70 | 7.52 | 5.17 | 7.20 | 6.46 | 6.83 | 1.28 | 13.88 | -8.45 | 5.47 | 26.85 | 20.86 | -7.39 | 7.78 | 6.88 | 1.04 | 2.38 | 9.92 | 11.93 | -2.06 | 10.20 | 27.59 | -18.46 | 10.86 | 11.03 | 8.26 | 9.35 | 21.87 | -6.14 | 12.27 |
| Sharpe Ratio | NA | 0.90 | 0.16 | 0.74 | 0.57 | NA | NA | 0.61 | 0.13 | 1.20 | -0.84 | 0.51 | 1.49 | 2.65 | -0.82 | 1.35 | 0.78 | 0.12 | 0.40 | 1.50 | 1.87 | -0.18 | 1.08 | 1.93 | -1.12 | 0.96 | 1.10 | 1.08 | 1.17 | 2.73 | -0.66 | 1.04 |
| Standard Deviation(%) | NA | 8.06 | 10.17 | 11.72 | 10.09 | NA | NA | 9.99 | 7.76 | 8.05 | 11.73 | 10.73 | 17.92 | 7.35 | 10.65 | 5.30 | 8.56 | 8.55 | 5.97 | 6.59 | 6.36 | 11.61 | 9.33 | 14.23 | 17.26 | 8.17 | 7.08 | 5.64 | 7.20 | 7.76 | 10.94 | 9.61 |
| Draw Down(%) | NA | 7.20 | 15.75 | 21.89 | 21.89 | NA | NA | 30.02 | 1.60 | 7.20 | 15.29 | 8.12 | 21.89 | 3.57 | 14.09 | 4.86 | 7.58 | 8.83 | 4.72 | 6.46 | 5.68 | 12.43 | 7.35 | 14.29 | 30.02 | 5.54 | 8.33 | 3.59 | 6.40 | 7.71 | 18.53 | 9.88 |
| Yield(%) | NA | 3.72 | 4.81 | 5.23 | 5.26 | NA | NA | 4.53 | 0.00 | 3.94 | 3.86 | 6.74 | 6.35 | 5.69 | 6.57 | 0.41 | 6.37 | 7.91 | 5.03 | 0.73 | 3.86 | 1.50 | 4.64 | 3.83 | 6.36 | 6.45 | 5.37 | 4.04 | 3.49 | 3.22 | 3.64 | 4.22 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| PGT Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-3.44%
Feb 2006 - Feb 2009 |
0.99%
Feb 2004 - Feb 2009 |
4.26%
Mar 2010 - Mar 2020 |
5.16%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PGT Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
17.37%
Dec 2018 - Dec 2021 |
13.33%
Feb 2009 - Feb 2014 |
9.11%
Mar 2003 - Mar 2013 |
7.96%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart