Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| 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 - Optimal Moderate | NA | 35.77% | 13.90% | 14.57% | 9.95% | 9.58% | 8.01% | 7.46% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KBRW INC. 401K PROFIT SHARING PLAN and Trus Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.67 | 35.77 | 13.90 | 14.57 | 9.95 | 9.58 | 8.01 | 7.46 | NA | 23.68 | 22.65 | -1.81 | 9.29 | 18.07 | 18.95 | -3.05 | 10.84 | 6.35 | -0.24 | 4.04 | 16.21 | 9.56 | -2.26 | 13.18 | 21.46 | -25.19 | 6.66 | 11.33 | 7.95 | 12.27 | 20.14 | -8.50 | -3.35 |
| Sharpe Ratio | NA | 2.63 | 1.13 | 0.98 | 0.86 | NA | NA | 0.53 | 0.08 | 2.46 | 2.34 | -0.26 | 1.03 | 0.96 | 2.28 | -0.46 | 2.33 | 0.73 | -0.03 | 0.58 | 2.34 | 1.15 | -0.15 | 1.02 | 1.23 | -1.14 | 0.37 | 1.13 | 0.91 | 1.58 | 2.10 | -0.75 | -0.52 |
| Standard Deviation(%) | NA | 6.91 | 9.29 | 11.68 | 10.00 | NA | NA | 11.18 | 8.73 | 6.95 | 7.88 | 12.14 | 8.95 | 18.53 | 7.68 | 9.47 | 4.37 | 8.45 | 8.91 | 6.88 | 6.92 | 8.27 | 15.31 | 12.85 | 17.42 | 22.83 | 9.82 | 7.13 | 6.35 | 7.18 | 9.26 | 12.90 | 10.92 |
| Draw Down(%) | NA | 3.42 | 11.07 | 20.20 | 20.20 | NA | NA | 38.46 | 0.63 | 3.42 | 4.88 | 11.07 | 4.68 | 20.20 | 4.09 | 11.01 | 1.52 | 7.23 | 7.68 | 5.20 | 4.28 | 7.43 | 15.15 | 9.89 | 16.96 | 33.26 | 6.28 | 8.05 | 4.03 | 5.85 | 8.63 | 19.44 | 16.63 |
| Yield(%) | NA | 14.32 | 8.95 | 6.24 | 4.33 | NA | NA | 3.14 | NA | 4.75 | 13.29 | 6.70 | 1.42 | 2.01 | 4.58 | 1.79 | 0.92 | 2.28 | 3.44 | 1.87 | 2.32 | 1.91 | 1.56 | 1.72 | 2.33 | 1.78 | 2.96 | 2.33 | 2.17 | 2.16 | 2.47 | 2.18 | 3.27 |
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 - Optimal Moderate |
-8.48%
Feb 2006 - Feb 2009 |
-1.55%
Feb 2004 - Feb 2009 |
3.95%
Feb 2006 - Feb 2016 |
4.62%
Feb 2001 - Feb 2016 |
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 - Optimal Moderate |
17.17%
Feb 2009 - Feb 2012 |
15.02%
Sep 2019 - Sep 2024 |
10.18%
Nov 2014 - Nov 2024 |
10.52%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart