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 - Optimal Moderate | NA | 36.17% | 12.81% | 13.00% | 9.63% | 9.87% | 8.27% | 8.13% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PARSONS BRINCKERHOFF INC. RETIREMENT SAVINGS 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 (%) | -0.77 | 36.17 | 12.81 | 13.00 | 9.63 | 9.87 | 8.27 | 8.13 | NA | 24.79 | 22.09 | -3.98 | 6.25 | 17.90 | 15.75 | -0.94 | 10.65 | 3.42 | 4.04 | 3.95 | 18.97 | 10.56 | -0.14 | 15.57 | 19.36 | -24.03 | 6.81 | 13.69 | 7.44 | 11.56 | 21.41 | -5.65 | 2.14 |
| Sharpe Ratio | NA | 2.35 | 1.05 | 0.87 | 0.79 | NA | NA | 0.59 | 0.08 | 2.23 | 2.36 | -0.43 | 0.69 | 0.94 | 1.83 | -0.22 | 1.99 | 0.37 | 0.46 | 0.52 | 2.74 | 1.22 | -0.01 | 1.29 | 1.13 | -1.12 | 0.41 | 1.43 | 0.85 | 1.39 | 2.19 | -0.57 | -0.02 |
| Standard Deviation(%) | NA | 8.14 | 9.71 | 12.00 | 10.30 | NA | NA | 11.08 | 8.49 | 8.16 | 7.57 | 12.60 | 8.99 | 18.85 | 7.83 | 10.24 | 5.05 | 8.65 | 8.82 | 7.58 | 6.91 | 8.60 | 15.03 | 11.97 | 16.98 | 22.34 | 9.36 | 7.30 | 6.20 | 7.62 | 9.47 | 11.76 | 8.79 |
| Draw Down(%) | NA | 4.61 | 12.31 | 20.52 | 20.52 | NA | NA | 37.41 | 0.63 | 4.61 | 4.68 | 13.47 | 5.51 | 20.52 | 3.93 | 12.15 | 2.79 | 9.45 | 7.17 | 5.15 | 3.55 | 6.88 | 14.86 | 9.14 | 16.88 | 32.80 | 5.74 | 8.41 | 4.32 | 5.42 | 8.59 | 18.13 | 12.34 |
| Yield(%) | NA | 15.41 | 10.34 | 7.58 | 5.50 | NA | NA | 4.10 | NA | 4.76 | 14.27 | 7.48 | 3.49 | 4.23 | 2.79 | 4.60 | 0.73 | 3.16 | 4.65 | 4.21 | 5.30 | 1.38 | 3.57 | 2.68 | 1.53 | 2.37 | 4.07 | 3.57 | 4.30 | 3.14 | 2.00 | 2.55 | 3.37 |
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 |
|---|---|---|---|---|
| PARSONS BRINCKERHOFF INC. RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-7.87%
Feb 2006 - Feb 2009 |
-0.96%
Feb 2004 - Feb 2009 |
4.96%
Feb 2006 - Feb 2016 |
5.13%
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 - Optimal Moderate |
18.16%
Feb 2009 - Feb 2012 |
15.84%
Feb 2009 - Feb 2014 |
10.54%
Feb 2009 - Feb 2019 |
10.58%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart