Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CAMPBELL SCIENTIFIC INC. 401K PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 24.91% | 0.49% | 5.19% | 3.75% | 4.43% | 5.29% | 5.96% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CAMPBELL SCIENTIFIC INC. 401K PROFIT SHARING 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 (%) | -0.96 | 24.91 | 0.49 | 5.19 | 3.75 | 4.43 | 5.29 | 5.96 | NA | 5.69 | 17.19 | -20.06 | 6.61 | 18.11 | 3.96 | -1.26 | 7.62 | 6.05 | -3.85 | -1.67 | 15.10 | 4.82 | -0.56 | 6.66 | 12.70 | -0.15 | 8.44 | 12.64 | 4.89 | 11.47 | 20.81 | 0.60 | 5.84 |
| Sharpe Ratio | NA | 0.04 | -0.29 | 0.19 | 0.22 | NA | NA | 0.59 | 0.04 | -0.09 | 1.45 | -1.37 | 0.71 | 1.98 | 0.62 | -0.36 | 1.44 | 1.36 | -0.79 | -0.29 | 2.35 | 1.01 | -0.06 | 0.71 | 1.92 | -1.37 | 0.63 | 1.45 | 0.55 | 1.64 | 3.78 | -0.20 | 1.33 |
| Standard Deviation(%) | NA | 10.06 | 11.94 | 10.92 | 8.54 | NA | NA | 7.26 | 8.18 | 10.11 | 8.92 | 15.68 | 9.22 | 9.01 | 4.13 | 7.07 | 4.86 | 4.29 | 4.89 | 5.78 | 6.41 | 4.74 | 9.25 | 9.27 | 6.57 | 0.79 | 8.65 | 6.48 | 4.96 | 6.43 | 5.32 | 2.57 | 2.66 |
| Draw Down(%) | NA | 7.47 | 23.20 | 26.11 | 26.11 | NA | NA | 26.11 | 0.68 | 7.41 | 8.98 | 24.63 | 4.97 | 9.09 | 3.26 | 7.54 | 3.01 | 2.29 | 5.62 | 4.87 | 4.41 | 3.70 | 9.88 | 8.33 | 3.94 | 1.60 | 7.12 | 8.56 | 4.26 | 6.06 | 2.67 | 3.56 | 1.61 |
| Yield(%) | NA | 5.54 | 4.83 | 4.77 | 3.46 | NA | NA | 3.19 | NA | 0.53 | 5.58 | 2.76 | 5.57 | 6.05 | 3.97 | 2.46 | 0.10 | 3.33 | 0.98 | 3.72 | 3.62 | 1.81 | 1.80 | 2.44 | 1.74 | 1.13 | 3.48 | 6.51 | 3.18 | 2.17 | 1.48 | 3.28 | 5.63 |
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 |
|---|---|---|---|---|
| CAMPBELL SCIENTIFIC INC. 401K PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
-1.37%
Sep 2019 - Sep 2022 |
-0.51%
Sep 2017 - Sep 2022 |
1.68%
Oct 2013 - Oct 2023 |
2.76%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAMPBELL SCIENTIFIC INC. 401K PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
14.21%
Apr 2003 - Apr 2006 |
12.80%
Oct 2002 - Oct 2007 |
8.52%
Apr 2001 - Apr 2011 |
7.07%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart