Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PAULUS SOKOLOWSKI AND SARTOR LLC 401K PLAN Tactical Asset Allocation Moderate | NA | -2.88% | 0.05% | -0.06% | 0.63% | 3.36% | 5.88% | 6.86% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PAULUS SOKOLOWSKI AND SARTOR LLC 401K 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 (%) | -0.71 | -2.88 | 0.05 | -0.06 | 0.63 | 3.36 | 5.88 | 6.86 | 1.39 | 5.75 | -14.86 | 7.18 | 15.41 | 0.62 | -5.06 | 14.61 | 5.33 | -8.91 | -2.80 | 13.39 | 5.96 | -1.51 | 2.50 | 26.77 | -2.61 | 20.16 | 19.41 | 16.35 | 14.27 | 25.91 | 6.99 | 7.29 |
| Sharpe Ratio | NA | 0.17 | -0.35 | 0.11 | 0.08 | NA | NA | 0.74 | 0.14 | 0.19 | -1.77 | 0.68 | 1.57 | -0.15 | -0.88 | 2.69 | 0.86 | -1.56 | -0.47 | 2.01 | 1.04 | -0.14 | 0.20 | 2.55 | -0.61 | 1.40 | 1.64 | 2.09 | 1.43 | 3.98 | 1.61 | 1.16 |
| Standard Deviation(%) | NA | 8.09 | 9.10 | 8.77 | 7.52 | NA | NA | 8.08 | 7.85 | 7.87 | 9.19 | 10.57 | 9.66 | 5.35 | 7.23 | 5.19 | 5.96 | 5.72 | 6.01 | 6.66 | 5.66 | 10.74 | 12.15 | 10.46 | 5.78 | 12.30 | 9.84 | 6.77 | 9.34 | 6.33 | 3.66 | 4.28 |
| Draw Down(%) | NA | 8.08 | 22.29 | 22.29 | 22.29 | NA | NA | 22.29 | 1.75 | 8.08 | 15.67 | 5.95 | 8.06 | 6.11 | 11.11 | 2.98 | 5.26 | 9.31 | 7.80 | 4.14 | 5.05 | 11.40 | 12.20 | 4.99 | 6.32 | 9.45 | 13.64 | 5.96 | 9.46 | 3.11 | 1.94 | 3.15 |
| Yield(%) | NA | 6.08 | 4.63 | 4.05 | 3.67 | NA | NA | 3.67 | 0.01 | 6.38 | 1.72 | 5.97 | 3.23 | 3.14 | 2.51 | 0.56 | 2.80 | 5.13 | 5.59 | 4.32 | 3.44 | 1.83 | 2.42 | 4.46 | 2.74 | 4.34 | 2.52 | 2.81 | 1.75 | 4.16 | 4.98 | 7.58 |
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 |
|---|---|---|---|---|
| PAULUS SOKOLOWSKI AND SARTOR LLC 401K PLAN Tactical Asset Allocation Moderate |
-2.30%
Dec 2013 - Dec 2016 |
-0.68%
Feb 2018 - Feb 2023 |
0.63%
Oct 2013 - Oct 2023 |
2.96%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PAULUS SOKOLOWSKI AND SARTOR LLC 401K PLAN Tactical Asset Allocation Moderate |
23.78%
Oct 2004 - Oct 2007 |
20.40%
Oct 2002 - Oct 2007 |
13.75%
Apr 2001 - Apr 2011 |
9.65%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart