Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
NATIONAL ASSOCIATION OF REALTORS SALARY REDUCTION PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 27.70% | 10.16% | 11.77% | 7.24% | 7.42% | 8.85% | 9.56% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
NATIONAL ASSOCIATION OF REALTORS SALARY REDUCTION PROFIT SHARING PLAN Tactical Asset Allocation 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 (%) | -1.11 | 27.70 | 10.16 | 11.77 | 7.24 | 7.42 | 8.85 | 9.56 | NA | 12.63 | 19.69 | -6.29 | 16.98 | 12.29 | 8.30 | -5.53 | 11.77 | 8.01 | -5.89 | 1.56 | 12.62 | 9.13 | -0.12 | 13.62 | 20.35 | -4.19 | 16.20 | 16.20 | 14.05 | 15.92 | 23.65 | 7.96 | 5.71 |
Sharpe Ratio | NA | 0.90 | 0.63 | 0.96 | 0.67 | NA | NA | 0.96 | 0.07 | 0.71 | 2.37 | -0.84 | 1.79 | 1.29 | 1.29 | -0.90 | 2.02 | 1.17 | -0.92 | 0.23 | 1.69 | 1.41 | -0.01 | 1.03 | 1.93 | -0.89 | 1.10 | 1.45 | 1.69 | 1.71 | 3.82 | 1.48 | 0.73 |
Standard Deviation(%) | NA | 8.43 | 8.11 | 8.68 | 7.62 | NA | NA | 8.14 | 9.79 | 8.47 | 6.50 | 9.17 | 9.49 | 9.35 | 5.35 | 7.58 | 5.52 | 6.69 | 6.41 | 6.58 | 7.44 | 6.44 | 11.20 | 13.12 | 10.51 | 5.73 | 11.99 | 8.91 | 7.04 | 8.74 | 6.01 | 4.63 | 4.68 |
Draw Down(%) | NA | 6.95 | 11.15 | 12.77 | 13.03 | NA | NA | 13.03 | 0.78 | 6.95 | 3.24 | 12.68 | 4.33 | 11.15 | 2.77 | 12.47 | 2.61 | 4.70 | 9.62 | 8.44 | 6.07 | 5.27 | 11.59 | 9.82 | 5.55 | 7.63 | 9.45 | 12.03 | 5.71 | 9.99 | 2.80 | 3.37 | 3.81 |
Yield(%) | NA | 14.99 | 11.53 | 9.26 | 6.00 | NA | NA | 5.37 | NA | 4.52 | 13.89 | 9.08 | 6.17 | 3.29 | 9.06 | 1.96 | 0.33 | 5.33 | 2.13 | 3.95 | 4.22 | 3.44 | 2.70 | 2.70 | 4.60 | 3.56 | 9.80 | 8.36 | 7.72 | 2.43 | 4.81 | 3.39 | 6.13 |
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 |
---|---|---|---|---|
NATIONAL ASSOCIATION OF REALTORS SALARY REDUCTION PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
0.22%
Oct 2017 - Oct 2020 |
1.37%
Feb 2015 - Feb 2020 |
3.63%
Apr 2010 - Apr 2020 |
5.57%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
NATIONAL ASSOCIATION OF REALTORS SALARY REDUCTION PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
20.05%
Oct 2004 - Oct 2007 |
18.23%
Oct 2002 - Oct 2007 |
13.07%
Apr 2001 - Apr 2011 |
10.17%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart