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 - Optimal Moderate | NA | 22.15% | 2.59% | 5.35% | 4.26% | 6.01% | 6.21% | 6.81% |
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 - Optimal 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 (%) | -1.35 | 22.15 | 2.59 | 5.35 | 4.26 | 6.01 | 6.21 | 6.81 | NA | 5.11 | 13.89 | -13.44 | 8.01 | 10.41 | 16.20 | -8.02 | 8.76 | 5.49 | -2.72 | 4.82 | 9.95 | 14.30 | -3.03 | 16.73 | 30.26 | -27.11 | 13.25 | 15.63 | 10.01 | 13.99 | 26.61 | -5.31 | 6.87 |
| Sharpe Ratio | NA | -0.05 | -0.26 | 0.07 | 0.11 | NA | NA | 0.32 | 0.01 | -0.18 | 1.13 | -1.33 | 0.14 | 0.57 | 2.17 | -1.02 | 1.81 | 0.64 | -0.33 | 0.76 | 1.36 | 1.94 | -0.21 | 1.39 | 1.60 | -1.21 | 1.00 | 1.51 | 1.24 | 1.61 | 3.78 | -0.73 | 0.53 |
| Standard Deviation(%) | NA | 8.20 | 9.41 | 27.58 | 20.21 | NA | NA | 15.77 | 5.25 | 8.28 | 8.51 | 11.15 | 56.77 | 17.86 | 6.82 | 9.16 | 4.50 | 8.20 | 8.33 | 6.29 | 7.31 | 7.36 | 14.88 | 11.95 | 18.81 | 23.08 | 10.23 | 8.19 | 6.34 | 8.12 | 6.86 | 8.81 | 8.64 |
| Draw Down(%) | NA | 6.52 | 18.50 | 32.51 | 32.51 | NA | NA | 40.48 | 0.42 | 6.35 | 8.06 | 18.67 | 23.60 | 22.27 | 3.06 | 14.35 | 2.63 | 6.23 | 9.89 | 5.51 | 8.43 | 6.17 | 15.22 | 8.36 | 17.92 | 38.84 | 7.65 | 9.58 | 4.31 | 9.88 | 5.38 | 13.86 | 8.99 |
| Yield(%) | NA | 4.18 | 3.81 | 3.99 | 3.89 | NA | NA | 4.35 | NA | 0.60 | 4.15 | 3.96 | 2.88 | 5.28 | 2.82 | 5.36 | 0.34 | 2.11 | 6.38 | 5.14 | 4.90 | 4.90 | 2.94 | 2.71 | 3.25 | 5.58 | 8.73 | 5.76 | 5.78 | 4.12 | 3.32 | 3.49 | 5.47 |
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 - Optimal Moderate |
-6.80%
Feb 2006 - Feb 2009 |
0.34%
Mar 2015 - Mar 2020 |
2.84%
Oct 2013 - Oct 2023 |
3.33%
Oct 2007 - Oct 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 - Optimal Moderate |
21.51%
Feb 2009 - Feb 2012 |
16.89%
Oct 2002 - Oct 2007 |
10.52%
Mar 2003 - Mar 2013 |
8.61%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart