Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KBRW INC. 401K PROFIT SHARING PLAN and Trus Strategic Asset Allocation - Equal Weight Moderate | NA | 32.52% | 12.04% | 13.43% | 8.89% | 8.54% | 7.56% | 7.36% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KBRW INC. 401K PROFIT SHARING PLAN and Trus 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 (%) | -0.64 | 32.52 | 12.04 | 13.43 | 8.89 | 8.54 | 7.56 | 7.36 | NA | 21.15 | 22.28 | -3.87 | 8.70 | 18.53 | 17.25 | -5.57 | 12.55 | 5.18 | -0.81 | 2.30 | 14.10 | 9.30 | -0.18 | 10.12 | 19.57 | -21.64 | 9.10 | 12.34 | 7.84 | 9.65 | 18.15 | -3.80 | 0.55 |
| Sharpe Ratio | NA | 2.04 | 0.96 | 0.90 | 0.77 | NA | NA | 0.60 | 0.09 | 1.88 | 2.41 | -0.43 | 0.97 | 1.02 | 2.26 | -0.76 | 2.77 | 0.56 | -0.09 | 0.34 | 2.22 | 1.49 | -0.02 | 0.99 | 1.45 | -1.10 | 0.78 | 1.40 | 1.11 | 1.44 | 2.65 | -0.55 | -0.23 |
| Standard Deviation(%) | NA | 7.69 | 9.38 | 11.56 | 9.89 | NA | NA | 9.74 | 7.40 | 7.73 | 7.49 | 12.15 | 8.96 | 17.98 | 7.00 | 9.09 | 4.31 | 8.82 | 9.16 | 6.76 | 6.33 | 6.22 | 10.76 | 10.10 | 13.48 | 20.50 | 7.87 | 6.48 | 5.10 | 6.05 | 6.58 | 8.94 | 7.67 |
| Draw Down(%) | NA | 4.88 | 12.83 | 21.26 | 21.26 | NA | NA | 32.39 | 0.51 | 4.88 | 4.61 | 13.02 | 4.63 | 21.26 | 3.96 | 12.41 | 1.36 | 7.36 | 8.93 | 5.84 | 4.76 | 5.55 | 10.36 | 8.11 | 14.02 | 31.20 | 4.72 | 6.85 | 3.28 | 5.10 | 5.93 | 13.13 | 9.94 |
| Yield(%) | NA | 14.30 | 8.98 | 6.40 | 4.34 | NA | NA | 3.55 | NA | 4.57 | 13.44 | 6.60 | 1.71 | 2.38 | 4.34 | 1.87 | 0.89 | 2.39 | 3.08 | 2.04 | 2.14 | 2.94 | 1.98 | 2.32 | 2.83 | 2.55 | 3.99 | 3.45 | 2.70 | 2.71 | 2.84 | 2.92 | 4.91 |
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 |
|---|---|---|---|---|
| KBRW INC. 401K PROFIT SHARING PLAN and Trus Strategic Asset Allocation - Equal Weight Moderate |
-5.26%
Feb 2006 - Feb 2009 |
0.14%
Feb 2004 - Feb 2009 |
4.06%
Feb 2006 - Feb 2016 |
4.49%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KBRW INC. 401K PROFIT SHARING PLAN and Trus Strategic Asset Allocation - Equal Weight Moderate |
14.94%
Feb 2009 - Feb 2012 |
14.01%
Sep 2019 - Sep 2024 |
9.11%
Nov 2014 - Nov 2024 |
9.33%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart