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 Strategic Asset Allocation - Equal Weight Moderate | NA | 7.43% | 0.51% | 4.11% | 2.90% | 5.43% | 5.03% | 5.39% |
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 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 (%) | -0.80 | 7.43 | 0.51 | 4.11 | 2.90 | 5.43 | 5.03 | 5.39 | -0.28 | 10.68 | -9.02 | -0.01 | 16.63 | 16.58 | -7.51 | 13.91 | -0.83 | -1.70 | 1.84 | 10.04 | 10.38 | -1.68 | 11.49 | 27.46 | -26.23 | 11.81 | 14.17 | 9.73 | 10.68 | 36.15 | -4.24 | -4.26 |
| Sharpe Ratio | NA | 0.16 | -0.19 | 0.36 | 0.31 | NA | NA | 0.48 | -0.07 | 0.79 | -0.89 | 0.00 | 0.96 | 2.41 | -0.99 | 2.76 | -0.12 | -0.21 | 0.30 | 1.72 | 1.90 | -0.17 | 1.36 | 2.11 | -1.55 | 1.00 | 1.65 | 1.50 | 1.41 | 5.44 | -0.70 | -0.76 |
| Standard Deviation(%) | NA | 8.03 | 9.66 | 11.05 | 9.46 | NA | NA | 9.26 | 7.84 | 8.10 | 11.71 | 9.01 | 17.00 | 6.30 | 8.89 | 4.81 | 8.85 | 8.02 | 6.05 | 5.81 | 5.43 | 9.79 | 8.38 | 12.95 | 17.51 | 8.80 | 6.59 | 5.05 | 6.93 | 6.51 | 7.62 | 8.60 |
| Draw Down(%) | NA | 7.31 | 20.20 | 20.20 | 20.20 | NA | NA | 36.39 | 2.53 | 7.31 | 17.14 | 6.79 | 19.42 | 3.74 | 13.95 | 2.95 | 7.29 | 8.55 | 6.33 | 5.84 | 5.14 | 10.77 | 7.29 | 14.11 | 34.35 | 7.12 | 8.72 | 4.86 | 8.11 | 5.44 | 17.17 | 16.63 |
| Yield(%) | NA | 4.30 | 3.14 | 3.41 | 3.57 | NA | NA | 3.76 | 0.01 | 4.56 | 1.95 | 3.07 | 5.02 | 2.77 | 2.82 | 0.46 | 2.21 | 4.79 | 8.27 | 2.64 | 4.15 | 2.81 | 3.31 | 3.95 | 3.56 | 5.00 | 4.71 | 4.20 | 3.33 | 5.58 | 3.84 | 3.55 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.69%
Feb 2006 - Feb 2009 |
0.52%
Feb 2004 - Feb 2009 |
2.90%
Oct 2013 - Oct 2023 |
2.67%
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 Strategic Asset Allocation - Equal Weight Moderate |
20.43%
Sep 2002 - Sep 2005 |
18.09%
Oct 2002 - Oct 2007 |
9.79%
Sep 2002 - Sep 2012 |
8.11%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart