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 Strategic Asset Allocation - Equal Weight Moderate | NA | 7.51% | 2.94% | 5.27% | 4.04% | 6.39% | 5.67% | 5.74% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.34 | 7.51 | 2.94 | 5.27 | 4.04 | 6.39 | 5.67 | 5.74 | 1.14 | 11.91 | -8.58 | 5.38 | 12.69 | 18.77 | -6.03 | 11.06 | 2.82 | -0.54 | 1.33 | 14.29 | 10.68 | 0.15 | 12.88 | 23.88 | -22.32 | 7.44 | 12.36 | 7.32 | 11.62 | 25.08 | -4.37 | -0.73 |
| Sharpe Ratio | NA | 0.61 | 0.09 | 0.47 | 0.40 | NA | NA | 0.49 | 0.11 | 1.01 | -0.81 | 0.60 | 0.69 | 2.54 | -0.79 | 2.13 | 0.32 | -0.07 | 0.21 | 2.46 | 1.68 | 0.01 | 1.44 | 1.67 | -1.19 | 0.56 | 1.23 | 1.00 | 1.75 | 2.98 | -0.51 | -0.32 |
| Standard Deviation(%) | NA | 7.55 | 9.70 | 11.41 | 9.71 | NA | NA | 9.87 | 7.49 | 7.62 | 12.23 | 8.89 | 17.93 | 6.84 | 9.32 | 4.91 | 8.16 | 8.40 | 6.37 | 5.79 | 6.32 | 10.22 | 8.91 | 14.24 | 19.57 | 7.99 | 7.38 | 5.16 | 6.10 | 8.19 | 10.69 | 9.54 |
| Draw Down(%) | NA | 5.98 | 16.45 | 22.40 | 22.40 | NA | NA | 34.28 | 1.45 | 5.98 | 15.54 | 4.98 | 22.40 | 3.07 | 12.66 | 2.26 | 7.33 | 9.34 | 5.46 | 5.61 | 5.20 | 10.00 | 7.26 | 15.36 | 32.87 | 5.16 | 8.37 | 3.89 | 6.18 | 8.26 | 17.02 | 14.53 |
| Yield(%) | NA | 3.27 | 3.22 | 3.49 | 3.58 | NA | NA | 3.36 | 0.01 | 3.48 | 3.46 | 2.74 | 2.27 | 5.80 | 3.22 | 0.50 | 3.78 | 4.21 | 6.46 | 2.96 | 2.69 | 2.74 | 3.03 | 2.82 | 3.16 | 4.48 | 3.03 | 4.12 | 2.66 | 2.22 | 3.30 | 4.11 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.40%
Feb 2006 - Feb 2009 |
-0.40%
Feb 2004 - Feb 2009 |
4.04%
Oct 2013 - Oct 2023 |
3.90%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MARITZ INC. EMPLOYEE INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.23%
Feb 2009 - Feb 2012 |
14.78%
Feb 2009 - Feb 2014 |
8.91%
Mar 2003 - Mar 2013 |
7.67%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart