Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PROSAR 401(k) Retirement Plan Tactical Asset Allocation Moderate | NA | 10.91% | -1.61% | 2.84% | 1.57% | 2.96% | 5.53% | 7.06% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PROSAR 401(k) 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 (%) | -1.50 | 10.91 | -1.61 | 2.84 | 1.57 | 2.96 | 5.53 | 7.06 | NA | -4.09 | 6.27 | -13.23 | 13.39 | 9.01 | 3.02 | -6.91 | 7.92 | 5.74 | -9.25 | -3.90 | 9.99 | 11.21 | -1.63 | 10.77 | 23.37 | -7.08 | 18.92 | 16.26 | 14.16 | 13.64 | 31.37 | 12.41 | 6.31 |
| Sharpe Ratio | NA | -0.88 | -0.79 | -0.06 | -0.10 | NA | NA | 0.65 | 0.10 | -1.05 | 0.29 | -1.55 | 1.40 | 0.97 | 0.27 | -1.08 | 1.29 | 0.87 | -1.44 | -0.57 | 1.46 | 2.11 | -0.19 | 0.92 | 2.29 | -1.25 | 1.37 | 1.41 | 1.67 | 1.36 | 5.39 | 2.16 | 0.94 |
| Standard Deviation(%) | NA | 9.99 | 8.89 | 9.09 | 7.87 | NA | NA | 8.01 | 6.02 | 10.14 | 6.87 | 9.42 | 9.56 | 9.05 | 5.91 | 7.64 | 5.65 | 6.36 | 6.42 | 6.89 | 6.83 | 5.30 | 8.88 | 11.62 | 10.15 | 6.42 | 11.59 | 9.20 | 7.16 | 9.32 | 5.69 | 5.22 | 4.27 |
| Draw Down(%) | NA | 10.03 | 14.64 | 17.26 | 17.91 | NA | NA | 17.91 | 0.44 | 10.03 | 6.78 | 13.93 | 5.91 | 11.29 | 3.08 | 13.00 | 2.79 | 4.73 | 11.97 | 7.90 | 6.60 | 4.13 | 8.48 | 8.64 | 5.27 | 9.41 | 9.33 | 13.47 | 5.66 | 12.99 | 3.78 | 5.63 | 3.51 |
| Yield(%) | NA | 4.61 | 4.61 | 4.58 | 3.84 | NA | NA | 4.61 | NA | 0.61 | 4.82 | 3.53 | 5.03 | 5.75 | 3.09 | 2.35 | 0.10 | 2.21 | 5.43 | 5.53 | 4.03 | 4.16 | 2.87 | 4.12 | 4.45 | 2.69 | 10.29 | 8.67 | 6.92 | 3.15 | 5.40 | 4.38 | 6.49 |
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 |
|---|---|---|---|---|
| PROSAR 401(k) Retirement Plan Tactical Asset Allocation Moderate |
-4.01%
Dec 2021 - Dec 2024 |
-1.52%
Dec 2013 - Dec 2018 |
0.29%
Oct 2013 - Oct 2023 |
2.22%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROSAR 401(k) Retirement Plan Tactical Asset Allocation Moderate |
21.30%
Mar 2003 - Mar 2006 |
20.29%
Oct 2002 - Oct 2007 |
13.94%
Apr 2001 - Apr 2011 |
9.27%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart