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 Strategic Asset Allocation - Equal Weight Moderate | NA | 21.06% | 3.33% | 5.10% | 4.16% | 5.66% | 6.09% | 6.84% |
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 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 (%) | -1.54 | 21.06 | 3.33 | 5.10 | 4.16 | 5.66 | 6.09 | 6.84 | NA | 3.95 | 13.25 | -10.20 | 7.53 | 7.01 | 15.21 | -7.51 | 10.71 | 3.89 | -2.85 | 5.54 | 6.35 | 13.45 | -1.54 | 14.85 | 31.09 | -24.73 | 11.26 | 16.41 | 10.46 | 14.29 | 29.24 | -0.79 | 1.56 |
| Sharpe Ratio | NA | -0.22 | -0.20 | 0.08 | 0.14 | NA | NA | 0.42 | 0.01 | -0.34 | 1.15 | -0.98 | 0.20 | 0.37 | 2.18 | -1.06 | 2.39 | 0.43 | -0.37 | 0.90 | 1.00 | 2.66 | -0.15 | 1.74 | 2.00 | -1.41 | 0.97 | 2.09 | 1.55 | 2.01 | 5.67 | -0.30 | -0.10 |
| Standard Deviation(%) | NA | 7.73 | 9.33 | 20.15 | 15.13 | NA | NA | 12.00 | 5.39 | 7.77 | 7.82 | 11.83 | 37.78 | 18.53 | 6.32 | 8.33 | 4.23 | 8.55 | 7.83 | 6.12 | 6.32 | 5.04 | 10.49 | 8.47 | 15.52 | 18.22 | 8.50 | 6.27 | 5.34 | 6.65 | 5.03 | 6.28 | 7.37 |
| Draw Down(%) | NA | 7.27 | 16.86 | 25.50 | 25.50 | NA | NA | 35.98 | 0.33 | 7.15 | 6.29 | 16.93 | 16.95 | 23.62 | 2.69 | 12.52 | 1.77 | 6.24 | 9.06 | 5.08 | 7.61 | 4.13 | 12.10 | 5.95 | 13.52 | 35.98 | 6.20 | 7.24 | 4.25 | 9.39 | 2.62 | 11.66 | 9.43 |
| Yield(%) | NA | 4.16 | 4.32 | 4.28 | 3.91 | NA | NA | 4.57 | NA | 0.69 | 4.25 | 4.10 | 4.19 | 4.55 | 3.49 | 4.20 | 0.37 | 2.25 | 6.29 | 4.73 | 4.28 | 5.69 | 3.61 | 4.77 | 5.07 | 6.77 | 7.15 | 6.28 | 5.55 | 4.60 | 4.43 | 3.57 | 4.34 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.76%
Feb 2006 - Feb 2009 |
0.08%
Mar 2015 - Mar 2020 |
2.82%
Sep 2012 - Sep 2022 |
3.39%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROSAR 401(k) Retirement Plan Strategic Asset Allocation - Equal Weight Moderate |
19.85%
Mar 2003 - Mar 2006 |
17.55%
Oct 2002 - Oct 2007 |
10.65%
Mar 2003 - Mar 2013 |
8.67%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart