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 Strategic Asset Allocation - Equal Weight Moderate | NA | 21.73% | 3.81% | 5.67% | 10.37% | 9.38% | 9.60% | 9.84% |
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 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 (%) | -1.40 | 21.73 | 3.81 | 5.67 | 10.37 | 9.38 | 9.60 | 9.84 | NA | 5.47 | 14.16 | -8.65 | 1.20 | 13.25 | 14.78 | 59.13 | 10.61 | 6.95 | -2.22 | -0.69 | 9.01 | 12.40 | -2.99 | 13.52 | 33.50 | -23.28 | 12.94 | 16.81 | 15.53 | 18.02 | 29.51 | -3.46 | 1.43 |
| Sharpe Ratio | NA | 0.09 | -0.05 | 0.21 | 0.44 | NA | NA | 0.53 | 0.12 | -0.14 | 1.31 | -0.88 | 0.13 | 0.78 | 1.90 | 1.03 | 1.83 | 0.78 | -0.28 | -0.11 | 1.40 | 2.02 | -0.29 | 1.48 | 2.31 | -1.18 | 1.00 | 1.63 | 2.19 | 2.41 | 4.36 | -0.56 | -0.09 |
| Standard Deviation(%) | NA | 7.70 | 9.08 | 11.04 | 19.93 | NA | NA | 14.97 | 5.54 | 7.75 | 7.55 | 11.39 | 9.09 | 16.71 | 7.04 | 56.12 | 5.47 | 8.61 | 8.01 | 6.73 | 6.43 | 6.10 | 10.55 | 9.06 | 14.46 | 20.49 | 9.97 | 8.31 | 6.10 | 7.09 | 6.61 | 8.10 | 9.27 |
| Draw Down(%) | NA | 7.06 | 15.67 | 21.18 | 21.18 | NA | NA | 34.79 | 0.30 | 7.06 | 6.34 | 15.67 | 7.14 | 21.18 | 3.51 | 12.31 | 4.02 | 6.03 | 9.71 | 7.10 | 7.29 | 5.54 | 11.60 | 7.99 | 14.29 | 34.79 | 8.09 | 10.92 | 5.06 | 8.01 | 7.32 | 16.92 | 13.76 |
| Yield(%) | NA | 4.39 | 3.95 | 4.07 | 3.67 | NA | NA | 4.47 | NA | 0.73 | 4.46 | 2.11 | 4.99 | 5.50 | 2.71 | 5.75 | 0.36 | 1.83 | 4.59 | 3.15 | 3.82 | 4.13 | 3.70 | 4.24 | 4.02 | 6.74 | 9.62 | 7.60 | 7.08 | 3.57 | 3.29 | 3.57 | 5.17 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.91%
Feb 2006 - Feb 2009 |
1.56%
Oct 2013 - Oct 2018 |
4.37%
May 2008 - May 2018 |
7.15%
Oct 2003 - Oct 2018 |
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 Strategic Asset Allocation - Equal Weight Moderate |
31.66%
Oct 2018 - Oct 2021 |
20.38%
Feb 2016 - Feb 2021 |
14.31%
Feb 2009 - Feb 2019 |
11.51%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart