Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
PARSONS BRINCKERHOFF INC. RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 9.66% | 6.16% | 4.47% | 3.81% | 4.92% | 5.90% | 6.47% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
PARSONS BRINCKERHOFF INC. RETIREMENT SAVINGS 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 (%) | -0.12 | 9.66 | 6.16 | 4.47 | 3.81 | 4.92 | 5.90 | 6.47 | 2.23 | 21.09 | -9.91 | 9.05 | 12.69 | 5.44 | -0.14 | 11.89 | 2.70 | -1.76 | -2.36 | 16.72 | 5.51 | -1.68 | 4.99 | 14.49 | 0.52 | 10.12 | 15.28 | 2.36 | 11.68 | 16.57 | 6.41 | 6.98 |
Sharpe Ratio | NA | 2.58 | 0.60 | 0.73 | 0.55 | NA | NA | 0.80 | 0.29 | 2.46 | -1.13 | 1.07 | 1.35 | 0.84 | -0.19 | 2.37 | 0.60 | -0.34 | -0.37 | 2.33 | 0.94 | -0.17 | 0.45 | 1.90 | -0.10 | 0.74 | 1.62 | 0.03 | 1.44 | 2.81 | 1.62 | 1.21 |
Standard Deviation(%) | NA | 7.09 | 8.44 | 8.10 | 7.02 | NA | NA | 7.10 | 6.71 | 6.85 | 9.98 | 8.41 | 9.23 | 4.78 | 7.65 | 4.76 | 4.18 | 5.29 | 6.50 | 7.16 | 5.83 | 9.79 | 10.84 | 7.58 | 3.89 | 9.58 | 7.43 | 5.84 | 7.48 | 5.66 | 3.27 | 3.87 |
Draw Down(%) | NA | 4.09 | 16.08 | 16.08 | 16.08 | NA | NA | 16.08 | 1.21 | 4.09 | 14.92 | 5.31 | 10.72 | 3.44 | 8.46 | 3.06 | 3.41 | 4.08 | 5.92 | 4.46 | 5.29 | 11.74 | 11.06 | 4.31 | 3.30 | 6.43 | 8.70 | 4.91 | 5.94 | 3.31 | 2.03 | 2.69 |
Yield(%) | NA | 15.03 | 9.50 | 7.61 | 5.33 | NA | NA | 4.72 | 0.95 | 14.95 | 6.95 | 5.35 | 5.83 | 3.82 | 3.00 | 0.27 | 3.30 | 5.06 | 3.69 | 2.62 | 3.85 | 1.52 | 4.68 | 4.57 | 3.31 | 4.69 | 4.45 | 5.32 | 3.44 | 3.81 | 6.20 | 6.90 |
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 |
---|---|---|---|---|
PARSONS BRINCKERHOFF INC. RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-0.50%
Dec 2013 - Dec 2016 |
1.85%
Apr 2011 - Apr 2016 |
3.27%
Mar 2010 - Mar 2020 |
4.14%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PARSONS BRINCKERHOFF INC. RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
12.57%
Apr 2003 - Apr 2006 |
11.97%
Oct 2002 - Oct 2007 |
9.44%
Apr 2001 - Apr 2011 |
7.21%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart