Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ALRO STEEL CORPORATION AND SUBSIDIARIES RETIREMENT/401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 33.44% | 11.09% | 12.62% | 8.07% | 7.97% | 7.40% | 7.16% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALRO STEEL CORPORATION AND SUBSIDIARIES RETIREMENT/401K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.90 | 33.44 | 11.09 | 12.62 | 8.07 | 7.97 | 7.40 | 7.16 | NA | 19.94 | 24.79 | -7.31 | 9.07 | 17.29 | 14.49 | -3.13 | 7.36 | 1.26 | 0.93 | 1.54 | 15.00 | 9.07 | -6.80 | 13.38 | 27.47 | -28.02 | 11.88 | 15.24 | 12.49 | 11.45 | 21.78 | -9.18 | 1.89 |
| Sharpe Ratio | NA | 1.61 | 0.86 | 0.76 | 0.60 | NA | NA | 0.48 | 0.11 | 1.45 | 2.72 | -0.63 | 0.83 | 0.90 | 1.52 | -0.42 | 0.91 | 0.12 | 0.11 | 0.22 | 2.13 | 1.05 | -0.41 | 1.06 | 1.56 | -1.23 | 0.89 | 1.60 | 1.58 | 1.30 | 2.45 | -0.96 | -0.05 |
| Standard Deviation(%) | NA | 9.17 | 10.48 | 12.74 | 10.90 | NA | NA | 11.55 | 7.76 | 9.21 | 7.55 | 13.78 | 10.85 | 18.97 | 8.59 | 10.68 | 7.42 | 8.58 | 7.88 | 6.85 | 7.02 | 8.59 | 16.74 | 12.49 | 17.50 | 23.56 | 9.97 | 7.49 | 6.53 | 8.08 | 8.60 | 10.71 | 9.29 |
| Draw Down(%) | NA | 5.96 | 13.64 | 21.88 | 21.88 | NA | NA | 39.27 | 0.45 | 5.96 | 3.77 | 15.92 | 6.10 | 21.88 | 4.29 | 13.05 | 6.66 | 7.48 | 7.78 | 5.74 | 4.80 | 8.42 | 18.22 | 8.76 | 15.47 | 38.68 | 5.89 | 9.00 | 5.86 | 7.74 | 8.27 | 18.76 | 15.58 |
| Yield(%) | NA | 15.63 | 13.11 | 9.39 | 6.62 | NA | NA | 4.58 | NA | 4.42 | 14.98 | 8.04 | 11.02 | 4.22 | 3.47 | 7.02 | 0.67 | 2.71 | 5.94 | 3.32 | 2.78 | 1.86 | 2.77 | 1.19 | 1.78 | 1.78 | 6.08 | 4.06 | 7.42 | 4.26 | 2.09 | 1.60 | 1.94 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALRO STEEL CORPORATION AND SUBSIDIARIES RETIREMENT/401K PLAN Strategic Asset Allocation - Optimal Moderate |
-6.51%
Feb 2006 - Feb 2009 |
0.04%
Oct 2007 - Oct 2012 |
3.08%
Dec 2007 - Dec 2017 |
3.31%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALRO STEEL CORPORATION AND SUBSIDIARIES RETIREMENT/401K PLAN Strategic Asset Allocation - Optimal Moderate |
19.17%
Mar 2003 - Mar 2006 |
15.48%
Oct 2002 - Oct 2007 |
8.49%
Mar 2003 - Mar 2013 |
8.85%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart