Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Mcewen Gisvold LLP Profit Sharing and 401(k) Plan Strategic Asset Allocation - Optimal Moderate | NA | 26.55% | 3.08% | 7.52% | 6.54% | 7.66% | 6.67% | 7.70% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Mcewen Gisvold LLP Profit Sharing and 401(k) Plan Strategic Asset Allocation - Optimal 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 (%) | -1.05 | 26.55 | 3.08 | 7.52 | 6.54 | 7.66 | 6.67 | 7.70 | NA | 7.86 | 10.66 | -11.73 | 7.03 | 18.12 | 17.96 | -3.07 | 10.64 | 6.04 | -0.01 | 3.79 | 17.22 | 13.58 | -1.70 | 14.51 | 25.24 | -26.28 | 8.14 | 9.14 | 8.29 | 17.29 | 23.98 | 1.49 | 8.80 |
| Sharpe Ratio | NA | 0.23 | -0.18 | 0.26 | 0.40 | NA | NA | 0.52 | 0.02 | 0.13 | 0.76 | -0.94 | 0.76 | 0.93 | 2.18 | -0.41 | 1.74 | 0.59 | 0.00 | 0.48 | 2.38 | 1.62 | -0.11 | 1.25 | 1.38 | -1.19 | 0.57 | 0.79 | 1.07 | 2.47 | 2.93 | 0.03 | 0.77 |
| Standard Deviation(%) | NA | 9.44 | 10.89 | 12.78 | 10.91 | NA | NA | 11.34 | 10.22 | 9.48 | 8.48 | 13.91 | 9.23 | 19.33 | 7.59 | 10.59 | 5.77 | 9.82 | 8.76 | 7.86 | 7.22 | 8.35 | 15.40 | 11.50 | 18.20 | 22.86 | 9.02 | 7.41 | 5.69 | 6.60 | 7.95 | 11.79 | 8.48 |
| Draw Down(%) | NA | 7.95 | 18.77 | 22.87 | 22.87 | NA | NA | 40.68 | 0.94 | 7.86 | 8.07 | 18.92 | 5.44 | 22.87 | 3.71 | 11.70 | 3.99 | 10.46 | 8.51 | 4.92 | 5.65 | 7.33 | 15.45 | 8.29 | 20.31 | 35.82 | 5.96 | 8.34 | 3.97 | 4.78 | 7.67 | 13.16 | 8.60 |
| Yield(%) | NA | 3.47 | 4.69 | 4.72 | 4.33 | NA | NA | 4.16 | NA | 0.64 | 3.25 | 5.00 | 4.91 | 4.88 | 4.74 | 4.27 | 0.18 | 4.76 | 5.38 | 5.40 | 5.40 | 4.08 | 2.00 | 4.79 | 2.61 | 4.58 | 3.90 | 5.20 | 5.80 | 4.10 | 2.11 | 4.08 | 3.70 |
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 |
|---|---|---|---|---|
| Mcewen Gisvold LLP Profit Sharing and 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
-9.43%
Feb 2006 - Feb 2009 |
-1.50%
Feb 2004 - Feb 2009 |
4.49%
Feb 2006 - Feb 2016 |
4.70%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Mcewen Gisvold LLP Profit Sharing and 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
19.93%
Feb 2009 - Feb 2012 |
17.03%
Feb 2009 - Feb 2014 |
10.65%
Feb 2009 - Feb 2019 |
9.42%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart