Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GAF MATERIALS CORPORATION 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 23.37% | 1.47% | 6.64% | 6.21% | 7.49% | 6.89% | 7.27% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GAF MATERIALS CORPORATION 401K 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 (%) | -1.03 | 23.37 | 1.47 | 6.64 | 6.21 | 7.49 | 6.89 | 7.27 | NA | 7.85 | 13.20 | -16.14 | 9.24 | 17.80 | 21.25 | -5.86 | 10.93 | 6.95 | -0.11 | 7.40 | 13.02 | 11.03 | 1.52 | 13.61 | 23.72 | -21.19 | 6.46 | 12.82 | 8.80 | 13.32 | 21.85 | -1.51 | 3.10 |
| Sharpe Ratio | NA | 0.30 | -0.25 | 0.25 | 0.42 | NA | NA | 0.51 | 0.01 | 0.16 | 1.03 | -1.21 | 1.10 | 0.94 | 3.01 | -0.78 | 2.47 | 0.86 | -0.02 | 1.19 | 1.85 | 1.50 | 0.11 | 1.15 | 1.22 | -0.95 | 0.37 | 1.30 | 0.98 | 1.60 | 2.79 | -0.26 | 0.10 |
| Standard Deviation(%) | NA | 7.70 | 10.77 | 12.42 | 10.21 | NA | NA | 11.00 | 8.22 | 7.78 | 8.73 | 14.51 | 8.34 | 18.77 | 6.59 | 9.13 | 4.18 | 7.84 | 8.17 | 6.19 | 7.04 | 7.31 | 14.13 | 11.73 | 19.30 | 23.17 | 9.46 | 7.37 | 6.75 | 7.74 | 7.60 | 10.10 | 7.76 |
| Draw Down(%) | NA | 4.87 | 21.26 | 22.32 | 22.32 | NA | NA | 36.14 | 0.77 | 4.79 | 8.69 | 21.92 | 5.09 | 21.67 | 2.73 | 12.31 | 1.76 | 5.96 | 7.64 | 4.27 | 6.44 | 5.71 | 12.44 | 8.34 | 17.67 | 34.28 | 6.13 | 7.42 | 4.23 | 7.73 | 6.31 | 13.97 | 9.62 |
| Yield(%) | NA | 3.47 | 3.68 | 3.37 | 2.87 | NA | NA | 3.45 | NA | 1.02 | 2.87 | 3.32 | 3.83 | 3.31 | 2.73 | 3.37 | 0.48 | 2.70 | 2.95 | 2.44 | 4.06 | 2.87 | 2.48 | 2.70 | 3.04 | 4.58 | 5.62 | 4.54 | 5.07 | 4.31 | 3.31 | 3.73 | 3.98 |
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 |
|---|---|---|---|---|
| GAF MATERIALS CORPORATION 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-7.19%
Feb 2006 - Feb 2009 |
-0.29%
Feb 2004 - Feb 2009 |
4.81%
Oct 2013 - Oct 2023 |
4.92%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAF MATERIALS CORPORATION 401K PLAN Strategic Asset Allocation - Optimal Moderate |
19.88%
Feb 2009 - Feb 2012 |
15.90%
Feb 2009 - Feb 2014 |
10.26%
Feb 2009 - Feb 2019 |
9.13%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart