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 Strategic Asset Allocation - Equal Weight Moderate | NA | 20.33% | 2.38% | 7.04% | 6.03% | 6.82% | 5.73% | 6.14% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.22 | 20.33 | 2.38 | 7.04 | 6.03 | 6.82 | 5.73 | 6.14 | NA | 7.13 | 9.78 | -10.48 | 3.98 | 22.19 | 17.59 | -4.32 | 10.40 | 0.60 | 2.78 | 1.59 | 12.91 | 10.58 | 1.47 | 13.39 | 17.56 | -24.94 | 6.91 | 10.49 | 7.79 | 8.92 | 17.23 | -3.34 | 9.35 |
| Sharpe Ratio | NA | 0.20 | -0.22 | 0.30 | 0.40 | NA | NA | 0.44 | 0.06 | 0.06 | 0.79 | -0.98 | 0.36 | 1.24 | 2.36 | -0.56 | 1.95 | 0.05 | 0.31 | 0.17 | 2.00 | 2.03 | 0.14 | 1.61 | 1.15 | -1.21 | 0.47 | 1.10 | 1.00 | 1.17 | 2.08 | -0.42 | 0.86 |
| Standard Deviation(%) | NA | 8.78 | 9.58 | 11.90 | 10.12 | NA | NA | 10.15 | 6.24 | 8.87 | 7.03 | 12.13 | 10.97 | 17.65 | 6.86 | 10.00 | 5.02 | 8.01 | 9.02 | 9.26 | 6.45 | 5.20 | 10.00 | 8.25 | 15.15 | 21.37 | 8.35 | 6.55 | 5.63 | 6.79 | 7.94 | 10.62 | 8.20 |
| Draw Down(%) | NA | 7.48 | 16.31 | 21.38 | 21.38 | NA | NA | 38.47 | 0.46 | 7.41 | 6.40 | 17.03 | 7.42 | 21.38 | 3.04 | 12.27 | 4.08 | 8.31 | 7.26 | 5.35 | 5.45 | 4.15 | 10.52 | 6.47 | 17.59 | 34.16 | 6.04 | 8.09 | 4.17 | 5.56 | 7.59 | 15.10 | 8.97 |
| Yield(%) | NA | 4.46 | 4.01 | 4.52 | 4.06 | NA | NA | 3.63 | NA | 0.49 | 4.83 | 2.75 | 3.95 | 8.42 | 2.15 | 4.17 | 0.36 | 1.02 | 8.47 | 4.02 | 5.25 | 2.33 | 2.24 | 2.56 | 2.16 | 3.02 | 6.84 | 5.68 | 3.49 | 3.82 | 1.49 | 1.05 | 2.85 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-8.69%
Feb 2006 - Feb 2009 |
-2.25%
Feb 2004 - Feb 2009 |
3.59%
Dec 2006 - Dec 2016 |
3.85%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYAN COMPANIES US INC. EMPLOYEES PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.18%
Feb 2009 - Feb 2012 |
14.21%
Feb 2009 - Feb 2014 |
8.59%
Feb 2009 - Feb 2019 |
8.20%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart