Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GRIFFON CORPORATION RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 14.36% | -0.62% | 2.86% | 2.47% | 3.65% | 4.07% | 3.75% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GRIFFON CORPORATION RETIREMENT 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 (%) | -0.80 | 14.36 | -0.62 | 2.86 | 2.47 | 3.65 | 4.07 | 3.75 | NA | 9.85 | 3.19 | -14.22 | 10.35 | 3.90 | 4.52 | -4.55 | 13.02 | 1.87 | -0.90 | 2.31 | 14.41 | 6.14 | -3.40 | 7.33 | 9.83 | -4.28 | 5.75 | 11.52 | 4.19 | 5.26 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.54 | -0.68 | -0.04 | 0.11 | NA | NA | 0.35 | -0.14 | 0.47 | -0.15 | -2.26 | 1.46 | 0.37 | 0.23 | -0.88 | 3.42 | 0.41 | -0.19 | 0.41 | 2.32 | 1.01 | -0.39 | 0.78 | 1.36 | -1.23 | 0.34 | 1.26 | 0.41 | 2.34 | 0.00 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 6.88 | 7.02 | 7.68 | 7.56 | NA | NA | 6.62 | 0.76 | 6.96 | 7.17 | 6.91 | 7.06 | 9.86 | 13.40 | 6.68 | 3.62 | 4.03 | 5.00 | 5.63 | 6.20 | 6.00 | 8.87 | 9.32 | 7.17 | 4.22 | 8.21 | 6.54 | 4.94 | 1.85 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 4.43 | 19.18 | 19.76 | 19.76 | NA | NA | 19.76 | 0.10 | 4.43 | 7.01 | 15.27 | 3.05 | 12.80 | 11.00 | 9.58 | 1.10 | 2.78 | 4.70 | 4.61 | 4.29 | 5.13 | 10.88 | 8.49 | 3.55 | 6.04 | 5.01 | 6.06 | 3.34 | 0.52 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 3.83 | 4.79 | 3.44 | 2.93 | NA | NA | 0.00 | NA | 1.75 | 2.99 | 2.86 | 7.07 | 1.30 | 2.12 | 3.86 | 1.57 | 1.49 | 3.52 | 1.22 | 1.15 | 1.32 | 1.48 | 1.62 | 1.43 | 0.69 | 2.55 | 2.35 | 2.05 | 1.69 | 0.69 | 1.11 | 2.31 |
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 |
|---|---|---|---|---|
| GRIFFON CORPORATION RETIREMENT PLAN Tactical Asset Allocation Moderate |
-1.80%
Apr 2021 - Apr 2024 |
-1.26%
Feb 2018 - Feb 2023 |
1.52%
Nov 2013 - Nov 2023 |
2.63%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRIFFON CORPORATION RETIREMENT PLAN Tactical Asset Allocation Moderate |
9.66%
Oct 2004 - Oct 2007 |
7.77%
Jun 2009 - Jun 2014 |
5.95%
Aug 2004 - Aug 2014 |
4.98%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart