Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Katten 401k Strategic Asset Allocation - Optimal Moderate | NA | 27.11% | 3.88% | 9.38% | 7.41% | 8.38% | 7.77% | 7.47% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Katten 401k 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 (%) | -1.13 | 27.11 | 3.88 | 9.38 | 7.41 | 8.38 | 7.77 | 7.47 | NA | 11.10 | 16.87 | -15.52 | 11.97 | 22.35 | 19.21 | -5.83 | 10.12 | 5.62 | 1.54 | 5.29 | 15.28 | 13.51 | -0.98 | 15.57 | 24.36 | -21.88 | 10.92 | 11.90 | 9.99 | 14.02 | 23.96 | -6.70 | -5.81 |
| Sharpe Ratio | NA | 0.58 | -0.04 | 0.48 | 0.53 | NA | NA | 0.52 | 0.02 | 0.49 | 1.38 | -1.16 | 1.44 | 1.21 | 2.58 | -0.68 | 2.28 | 0.59 | 0.21 | 0.87 | 2.11 | 1.64 | -0.07 | 1.30 | 1.44 | -1.06 | 0.80 | 1.10 | 1.25 | 1.84 | 2.57 | -0.62 | -0.77 |
| Standard Deviation(%) | NA | 9.13 | 11.30 | 12.55 | 10.49 | NA | NA | 11.14 | 9.56 | 9.18 | 9.15 | 14.60 | 8.27 | 18.31 | 6.91 | 10.45 | 4.17 | 9.24 | 7.35 | 6.08 | 7.24 | 8.19 | 15.30 | 11.90 | 16.90 | 21.43 | 9.87 | 7.82 | 6.26 | 7.10 | 9.07 | 12.59 | 10.48 |
| Draw Down(%) | NA | 5.88 | 21.16 | 21.90 | 21.90 | NA | NA | 35.98 | 0.90 | 5.87 | 8.96 | 21.73 | 4.53 | 21.13 | 3.18 | 12.74 | 2.43 | 7.28 | 6.29 | 4.00 | 6.30 | 6.85 | 15.04 | 8.67 | 16.89 | 33.93 | 5.82 | 8.09 | 4.35 | 5.59 | 7.71 | 17.10 | 18.39 |
| Yield(%) | NA | 5.99 | 4.59 | 4.25 | 4.36 | NA | NA | 4.16 | NA | 0.78 | 6.06 | 3.24 | 3.94 | 5.14 | 2.47 | 9.27 | 0.47 | 5.36 | 5.10 | 2.31 | 2.59 | 4.37 | 4.43 | 3.98 | 3.21 | 2.71 | 6.38 | 3.79 | 4.52 | 4.28 | 3.16 | 3.69 | 4.36 |
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 |
|---|---|---|---|---|
| Katten 401k Strategic Asset Allocation - Optimal Moderate |
-5.99%
Feb 2006 - Feb 2009 |
0.76%
Feb 2004 - Feb 2009 |
5.53%
Oct 2013 - Oct 2023 |
5.41%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Katten 401k Strategic Asset Allocation - Optimal Moderate |
19.88%
Feb 2009 - Feb 2012 |
16.32%
Feb 2009 - Feb 2014 |
10.22%
Feb 2009 - Feb 2019 |
9.93%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart