Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Lennox International Inc. Merged Profit Sharing and 401(k) Retirement Plan Tactical Asset Allocation Moderate | NA | 15.29% | -1.00% | 2.65% | 1.79% | 2.79% | 5.77% | 6.97% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Lennox International Inc. Merged Profit Sharing and 401(k) Retirement Plan Tactical Asset Allocation 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 (%) | -1.44 | 15.29 | -1.00 | 2.65 | 1.79 | 2.79 | 5.77 | 6.97 | NA | 4.55 | 7.44 | -11.92 | 2.91 | 12.00 | -0.86 | -6.65 | 8.90 | 9.80 | -5.88 | -0.98 | 12.95 | 8.03 | -3.59 | 3.62 | 24.28 | -3.52 | 14.58 | 19.85 | 17.08 | 19.57 | 21.95 | 7.65 | 6.81 |
| Sharpe Ratio | NA | -0.06 | -0.44 | 0.03 | 0.02 | NA | NA | 0.71 | 0.06 | -0.21 | 0.48 | -1.50 | 0.32 | 1.32 | -0.40 | -1.20 | 1.43 | 1.75 | -1.17 | -0.16 | 1.98 | 1.61 | -0.37 | 0.32 | 2.61 | -0.87 | 1.00 | 1.75 | 2.39 | 2.31 | 4.39 | 1.74 | 1.16 |
| Standard Deviation(%) | NA | 9.91 | 8.61 | 8.75 | 7.40 | NA | NA | 7.54 | 8.21 | 9.93 | 6.67 | 8.86 | 8.94 | 8.94 | 5.60 | 6.62 | 5.77 | 5.48 | 5.06 | 6.26 | 6.52 | 4.95 | 9.76 | 10.96 | 9.28 | 5.13 | 11.54 | 9.50 | 6.24 | 8.08 | 4.84 | 3.76 | 3.87 |
| Draw Down(%) | NA | 8.61 | 15.49 | 20.08 | 20.13 | NA | NA | 20.13 | 0.63 | 8.61 | 5.63 | 12.49 | 6.84 | 10.89 | 5.56 | 12.36 | 4.33 | 2.88 | 7.38 | 5.87 | 4.60 | 3.76 | 11.34 | 10.69 | 4.76 | 5.63 | 9.33 | 13.56 | 5.33 | 9.64 | 2.62 | 3.26 | 2.77 |
| Yield(%) | NA | 5.13 | 3.99 | 4.21 | 3.72 | NA | NA | 4.43 | NA | 0.77 | 4.93 | 3.08 | 3.09 | 6.80 | 2.78 | 3.94 | 0.23 | 4.68 | 2.33 | 4.76 | 3.57 | 4.71 | 2.21 | 3.83 | 5.16 | 2.36 | 8.73 | 8.42 | 6.89 | 3.27 | 3.46 | 5.23 | 6.73 |
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 |
|---|---|---|---|---|
| Lennox International Inc. Merged Profit Sharing and 401(k) Retirement Plan Tactical Asset Allocation Moderate |
-3.70%
Oct 2017 - Oct 2020 |
-2.15%
Feb 2018 - Feb 2023 |
0.60%
Oct 2013 - Oct 2023 |
2.43%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lennox International Inc. Merged Profit Sharing and 401(k) Retirement Plan Tactical Asset Allocation Moderate |
22.91%
Apr 2003 - Apr 2006 |
19.71%
Oct 2002 - Oct 2007 |
13.13%
Apr 2001 - Apr 2011 |
9.66%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart