Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RYAN COMPANIES US INC. EMPLOYEES PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 16.26% | -1.39% | 3.94% | 2.87% | 3.57% | 4.43% | 5.02% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYAN COMPANIES US INC. EMPLOYEES PROFIT SHARING PLAN Tactical Asset Allocation 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 (%) | -1.27 | 16.26 | -1.39 | 3.94 | 2.87 | 3.57 | 4.43 | 5.02 | NA | 2.73 | 5.07 | -13.39 | 9.93 | 11.85 | 4.39 | -1.19 | 6.29 | 4.63 | -3.92 | -2.90 | 16.62 | 2.94 | -0.21 | 5.06 | 13.19 | -0.50 | 7.06 | 11.09 | 3.53 | 9.22 | 18.34 | 2.40 | 3.86 |
| Sharpe Ratio | NA | -0.21 | -0.65 | 0.05 | 0.11 | NA | NA | 0.46 | 0.12 | -0.38 | 0.11 | -1.69 | 0.99 | 1.26 | 0.73 | -0.34 | 1.03 | 1.08 | -0.81 | -0.47 | 2.30 | 0.51 | -0.02 | 0.48 | 1.82 | -1.13 | 0.43 | 0.96 | 0.21 | 0.98 | 2.74 | 0.58 | 1.00 |
| Standard Deviation(%) | NA | 10.01 | 8.77 | 9.13 | 7.46 | NA | NA | 7.28 | 5.50 | 10.10 | 7.22 | 8.75 | 9.96 | 9.25 | 4.08 | 7.27 | 5.51 | 4.10 | 4.84 | 6.25 | 7.23 | 5.63 | 10.78 | 10.36 | 7.19 | 1.26 | 9.47 | 8.11 | 6.34 | 8.45 | 6.43 | 2.22 | 1.54 |
| Draw Down(%) | NA | 10.98 | 17.07 | 20.18 | 20.18 | NA | NA | 20.18 | 0.35 | 10.98 | 6.53 | 14.20 | 6.03 | 10.78 | 3.50 | 7.15 | 5.30 | 2.91 | 5.49 | 6.59 | 4.60 | 5.49 | 13.20 | 10.23 | 3.84 | 2.09 | 7.22 | 10.41 | 5.28 | 6.96 | 2.95 | 1.55 | 0.95 |
| Yield(%) | NA | 4.04 | 3.39 | 3.99 | 2.94 | NA | NA | 2.77 | NA | 0.49 | 4.26 | 2.22 | 3.21 | 6.42 | 3.72 | 2.56 | 0.12 | 2.04 | 2.51 | 1.85 | 4.20 | 1.72 | 1.51 | 1.66 | 1.49 | 1.12 | 4.06 | 6.58 | 4.07 | 3.20 | 1.49 | 1.05 | 2.22 |
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 |
|---|---|---|---|---|
| RYAN COMPANIES US INC. EMPLOYEES PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
-2.22%
Dec 2021 - Dec 2024 |
0.26%
Feb 2014 - Feb 2019 |
1.33%
Oct 2013 - Oct 2023 |
2.96%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYAN COMPANIES US INC. EMPLOYEES PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
13.03%
Apr 2003 - Apr 2006 |
10.47%
Oct 2002 - Oct 2007 |
7.83%
Apr 2001 - Apr 2011 |
6.17%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart