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 Strategic Asset Allocation - Equal Weight Moderate | NA | 18.97% | 8.65% | 10.54% | 8.18% | 9.12% | 7.82% | 7.54% |
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 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 (%) | 0.13 | 18.97 | 8.65 | 10.54 | 8.18 | 9.12 | 7.82 | 7.54 | 2.97 | 24.92 | -5.04 | 7.53 | 25.90 | 17.10 | 0.55 | 12.05 | 1.10 | 5.66 | 2.91 | 16.33 | 10.44 | -0.14 | 12.31 | 23.53 | -22.22 | 8.66 | 13.11 | 6.72 | 11.81 | 21.17 | -5.47 | 0.35 |
| Sharpe Ratio | NA | 2.59 | 0.77 | 0.96 | 0.79 | NA | NA | 0.64 | 0.43 | 2.94 | -0.50 | 0.78 | 1.35 | 1.94 | -0.07 | 2.29 | 0.10 | 0.58 | 0.40 | 2.49 | 1.50 | -0.01 | 1.29 | 1.55 | -1.16 | 0.65 | 1.50 | 0.90 | 1.90 | 2.32 | -0.58 | -0.23 |
| Standard Deviation(%) | NA | 6.89 | 10.01 | 12.05 | 10.47 | NA | NA | 10.46 | 6.20 | 7.02 | 12.93 | 9.61 | 18.95 | 8.10 | 10.74 | 5.00 | 8.85 | 9.71 | 7.27 | 6.56 | 6.93 | 12.01 | 9.45 | 15.13 | 20.02 | 8.78 | 6.55 | 5.03 | 5.73 | 8.82 | 11.40 | 8.68 |
| Draw Down(%) | NA | 4.24 | 15.06 | 21.22 | 21.22 | NA | NA | 33.32 | 0.95 | 4.24 | 14.19 | 6.18 | 21.22 | 3.83 | 12.50 | 2.29 | 9.70 | 7.39 | 5.72 | 4.17 | 5.60 | 11.45 | 7.38 | 14.82 | 31.64 | 5.39 | 7.43 | 3.53 | 4.02 | 8.90 | 18.19 | 12.71 |
| Yield(%) | NA | 13.78 | 8.53 | 6.61 | 5.08 | NA | NA | 3.88 | 0.86 | 14.14 | 6.76 | 3.93 | 4.87 | 2.77 | 5.11 | 0.74 | 2.00 | 6.25 | 3.74 | 3.86 | 1.60 | 2.59 | 2.88 | 1.70 | 2.87 | 4.34 | 3.75 | 3.36 | 3.01 | 1.43 | 2.68 | 3.96 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.59%
Feb 2006 - Feb 2009 |
0.18%
Feb 2004 - Feb 2009 |
5.16%
Dec 2006 - Dec 2016 |
5.90%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PARSONS BRINCKERHOFF INC. RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.02%
Feb 2009 - Feb 2012 |
14.71%
Feb 2009 - Feb 2014 |
10.15%
Feb 2009 - Feb 2019 |
9.94%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart