Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MARITZ INC. EMPLOYEE INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | -4.59% | -0.06% | 0.25% | 1.22% | 3.26% | 4.65% | 5.51% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MARITZ INC. EMPLOYEE INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.38 | -4.59 | -0.06 | 0.25 | 1.22 | 3.26 | 4.65 | 5.51 | 0.19 | 5.10 | -12.10 | 5.01 | 13.36 | 2.58 | -3.50 | 8.69 | 5.49 | -4.48 | 0.07 | 14.99 | 4.04 | 4.14 | 2.93 | 11.08 | -0.20 | 10.22 | 14.85 | 5.48 | 12.55 | 19.85 | 7.37 | 7.48 |
| Sharpe Ratio | NA | 0.09 | -0.35 | 0.10 | 0.13 | NA | NA | 0.66 | -0.01 | 0.12 | -1.45 | 0.60 | 1.54 | 0.20 | -0.68 | 1.61 | 1.21 | -0.85 | 0.01 | 2.20 | 0.72 | 0.53 | 0.28 | 1.40 | -0.20 | 0.76 | 1.58 | 0.64 | 1.66 | 3.66 | 1.43 | 1.04 |
| Standard Deviation(%) | NA | 7.42 | 8.25 | 7.96 | 6.85 | NA | NA | 6.90 | 8.57 | 7.05 | 9.32 | 8.38 | 8.50 | 5.78 | 7.03 | 5.01 | 4.38 | 5.31 | 5.89 | 6.81 | 5.53 | 7.77 | 10.23 | 7.84 | 5.62 | 9.46 | 7.34 | 5.17 | 7.00 | 5.23 | 4.38 | 4.97 |
| Draw Down(%) | NA | 6.16 | 17.13 | 17.13 | 17.13 | NA | NA | 17.13 | 1.99 | 6.16 | 12.74 | 4.63 | 9.06 | 5.67 | 9.18 | 2.76 | 2.84 | 6.32 | 5.47 | 4.53 | 4.66 | 5.87 | 9.13 | 4.06 | 5.44 | 6.75 | 7.98 | 3.55 | 6.71 | 2.95 | 2.51 | 3.44 |
| Yield(%) | NA | 3.27 | 4.44 | 4.19 | 3.67 | NA | NA | 3.70 | 0.01 | 3.50 | 3.58 | 6.23 | 2.59 | 5.13 | 2.97 | 0.10 | 4.70 | 2.47 | 5.55 | 1.62 | 2.47 | 2.88 | 2.37 | 4.04 | 4.06 | 3.75 | 5.00 | 3.46 | 2.39 | 4.24 | 5.61 | 6.50 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| MARITZ INC. EMPLOYEE INVESTMENT PLAN Tactical Asset Allocation Moderate |
-1.00%
Dec 2020 - Dec 2023 |
-0.17%
Sep 2018 - Sep 2023 |
1.22%
Oct 2013 - Oct 2023 |
3.00%
Mar 2008 - Mar 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MARITZ INC. EMPLOYEE INVESTMENT PLAN Tactical Asset Allocation Moderate |
14.82%
Apr 2003 - Apr 2006 |
13.59%
Oct 2002 - Oct 2007 |
9.50%
Apr 2001 - Apr 2011 |
7.44%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart