Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Headlands Organization, LLC 401(k) Plan Strategic Asset Allocation - Optimal Moderate | NA | 25.75% | 3.11% | 5.97% | 6.14% | 7.54% | 6.84% | 7.24% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Headlands Organization, LLC 401(k) 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 (%) | -0.88 | 25.75 | 3.11 | 5.97 | 6.14 | 7.54 | 6.84 | 7.24 | NA | 7.79 | 8.44 | -12.78 | 5.72 | 14.91 | 18.78 | -4.42 | 14.64 | 4.58 | 2.19 | 2.06 | 18.97 | 13.51 | -0.42 | 14.54 | 29.55 | -25.59 | 8.44 | 10.64 | 7.95 | 12.50 | 30.94 | -9.35 | 5.35 |
| Sharpe Ratio | NA | 0.27 | -0.28 | 0.15 | 0.39 | NA | NA | 0.49 | 0.05 | 0.12 | 0.52 | -1.17 | 0.60 | 0.77 | 2.45 | -0.53 | 2.83 | 0.55 | 0.26 | 0.30 | 2.56 | 1.81 | -0.03 | 1.18 | 1.73 | -1.21 | 0.58 | 0.98 | 0.89 | 1.39 | 3.43 | -0.84 | 0.28 |
| Standard Deviation(%) | NA | 9.79 | 10.16 | 12.39 | 10.44 | NA | NA | 11.14 | 8.29 | 9.89 | 8.03 | 12.11 | 9.56 | 19.12 | 7.11 | 10.87 | 4.96 | 7.98 | 8.28 | 6.93 | 7.40 | 7.42 | 14.01 | 12.29 | 16.98 | 21.90 | 9.32 | 7.49 | 6.48 | 8.31 | 8.82 | 12.41 | 10.99 |
| Draw Down(%) | NA | 8.30 | 19.02 | 24.43 | 24.43 | NA | NA | 37.18 | 0.76 | 8.30 | 8.59 | 19.69 | 6.40 | 24.43 | 3.07 | 12.72 | 2.16 | 6.69 | 6.44 | 7.22 | 5.48 | 6.12 | 13.38 | 10.08 | 15.74 | 36.21 | 6.73 | 7.89 | 4.83 | 7.30 | 8.16 | 19.08 | 13.00 |
| Yield(%) | NA | 6.23 | 5.90 | 5.11 | 5.31 | NA | NA | 4.97 | NA | 0.00 | 6.69 | 4.30 | 6.70 | 5.65 | 1.82 | 5.83 | 5.50 | 4.36 | 6.15 | 6.17 | 3.20 | 6.86 | 1.98 | 3.66 | 3.18 | 4.98 | 7.64 | 9.13 | 4.13 | 2.61 | 4.49 | 3.07 | 6.22 |
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 |
|---|---|---|---|---|
| Headlands Organization, LLC 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
-7.44%
Feb 2006 - Feb 2009 |
-1.05%
Feb 2004 - Feb 2009 |
4.23%
Oct 2013 - Oct 2023 |
5.02%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Headlands Organization, LLC 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
19.55%
Feb 2009 - Feb 2012 |
17.22%
Feb 2009 - Feb 2014 |
10.98%
Feb 2009 - Feb 2019 |
9.28%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart