Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Lennox International Inc. Merged Profit Sharing and 401(k) Retirement Plan Strategic Asset Allocation – Optimal Moderate | NA | -8.64% | 2.69% | 2.31% | 8.12% | 7.26% | NA | … | … |
Data as of 10/31/2018, Common starting date 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 – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.54 | -8.64 | 2.69 | 2.31 | 8.12 | 7.26 | NA | … | … | 145.69 | 9.31 | 7.06 | -0.58 | 1.06 | 13.05 | 15.00 | -3.35 | 15.30 | 35.61 | -23.97 | 9.72 | 13.67 | 12.36 | 17.37 | 27.70 | -3.17 | 3.75 |
| Sharpe Ratio | NA | 1.36 | 0.67 | 0.48 | 0.54 | NA | NA | … | … | 1.36 | 1.64 | 0.84 | -0.08 | 0.16 | 1.91 | 1.87 | -0.25 | 1.42 | 2.10 | -1.11 | 0.71 | 1.30 | 1.81 | 2.34 | 3.71 | -0.49 | 0.16 |
| Standard Deviation(%) | NA | 106.29 | 61.59 | 47.92 | 34.91 | NA | NA | … | … | 106.29 | 5.29 | 8.19 | 7.80 | 6.42 | 6.80 | 7.97 | 13.67 | 10.68 | 16.88 | 22.35 | 9.48 | 7.99 | 5.64 | 7.03 | 7.27 | 8.79 | 8.96 |
| Draw Down(%) | NA | 31.55 | 31.55 | 31.55 | 31.55 | NA | NA | … | … | 31.55 | 4.21 | 5.91 | 8.17 | 5.96 | 6.92 | 7.25 | 14.73 | 8.43 | 16.19 | 35.91 | 6.61 | 9.51 | 4.14 | 7.38 | 7.22 | 15.87 | 11.84 |
| Yield(%) | NA | 4.59 | 2.77 | 3.34 | 3.76 | NA | NA | … | … | 4.56 | 0.38 | 3.32 | 4.01 | 4.45 | 3.95 | 4.61 | 4.02 | 4.06 | 3.84 | 6.35 | 6.55 | 7.50 | 6.13 | 4.09 | 3.42 | 3.75 | 5.55 |
Data as of 10/31/2018, Common starting date 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 Allocatio |
-6.11%
Feb 2006 – Feb 2009 |
1.63%
Feb 2004 – Feb 2009 |
5.45%
May 2008 – May 2018 |
7.26%
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 Allocatio |
42.52%
Nov 2015 – Nov 2018 |
24.19%
Nov 2013 – Nov 2018 |
19.72%
Nov 2008 – Nov 2018 |
14.32%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison Chart