Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Prevost CAR 401k Retirement Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 6.69% | 5.82% | 6.20% | 5.82% | 6.95% | 5.76% | 5.73% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Prevost CAR 401k Retirement 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 (%) | -0.39 | 6.69 | 5.82 | 6.20 | 5.82 | 6.95 | 5.76 | 5.73 | 1.39 | 14.46 | -7.99 | 9.54 | 16.85 | 16.69 | -6.82 | 16.03 | 7.45 | 0.40 | 4.34 | 11.73 | 10.05 | 0.91 | 11.38 | 20.22 | -20.74 | 4.45 | 9.88 | 5.63 | 8.23 | 14.72 | -2.27 | 2.15 |
| Sharpe Ratio | NA | 0.86 | 0.31 | 0.61 | 0.60 | NA | NA | 0.53 | 0.16 | 1.20 | -0.73 | 1.07 | 0.89 | 2.22 | -0.90 | 3.54 | 0.81 | 0.04 | 0.68 | 1.92 | 1.63 | 0.08 | 1.26 | 1.49 | -1.28 | 0.17 | 1.06 | 0.64 | 1.11 | 2.57 | -0.52 | -0.03 |
| Standard Deviation(%) | NA | 8.41 | 10.23 | 11.91 | 10.04 | NA | NA | 9.42 | 7.06 | 8.49 | 12.92 | 8.92 | 18.62 | 6.89 | 9.03 | 4.35 | 8.90 | 8.60 | 6.37 | 6.10 | 6.13 | 10.96 | 8.98 | 13.52 | 16.91 | 8.35 | 6.26 | 5.41 | 6.56 | 5.47 | 6.49 | 6.15 |
| Draw Down(%) | NA | 8.63 | 15.91 | 23.55 | 23.55 | NA | NA | 33.75 | 1.43 | 8.63 | 15.91 | 4.90 | 23.55 | 3.70 | 13.32 | 1.19 | 7.36 | 7.98 | 5.22 | 5.97 | 4.98 | 10.01 | 7.48 | 14.73 | 27.65 | 5.59 | 5.14 | 3.69 | 5.31 | 3.68 | 8.84 | 7.10 |
| Yield(%) | NA | 5.10 | 5.15 | 5.29 | 4.88 | NA | NA | 3.86 | 0.01 | 5.39 | 3.81 | 6.47 | 6.59 | 4.61 | 3.30 | 4.06 | 6.76 | 4.05 | 4.04 | 3.14 | 2.97 | 2.89 | 3.01 | 2.90 | 2.54 | 6.37 | 4.08 | 3.16 | 2.21 | 2.66 | 2.01 | 1.83 |
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 |
|---|---|---|---|---|
| Prevost CAR 401k Retirement Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-6.89%
Feb 2006 - Feb 2009 |
-1.75%
Feb 2004 - Feb 2009 |
4.02%
Jan 2006 - Jan 2016 |
4.58%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Prevost CAR 401k Retirement Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
16.10%
Feb 2009 - Feb 2012 |
13.24%
Feb 2009 - Feb 2014 |
9.09%
Feb 2009 - Feb 2019 |
8.02%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart