Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| OFFICEMAX SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 29.13% | 3.78% | 9.84% | 8.34% | 9.73% | 9.27% | 9.04% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OFFICEMAX SAVINGS 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 (%) | -1.28 | 29.13 | 3.78 | 9.84 | 8.34 | 9.73 | 9.27 | 9.04 | NA | 12.81 | 11.32 | -13.83 | 22.18 | 14.41 | 17.59 | -4.41 | 19.33 | 11.22 | -4.48 | 3.75 | 27.66 | 9.73 | -0.44 | 18.20 | 15.73 | 4.19 | 2.35 | 17.36 | 2.81 | 11.06 | 21.65 | -5.42 | 3.13 |
| Sharpe Ratio | NA | 0.63 | -0.04 | 0.38 | 0.46 | NA | NA | 0.56 | 0.04 | 0.50 | 0.59 | -1.02 | 1.79 | 0.57 | 1.74 | -0.42 | 2.46 | 1.18 | -0.38 | 0.34 | 2.66 | 0.90 | -0.02 | 1.16 | 1.10 | 0.19 | -0.04 | 1.61 | 0.07 | 0.99 | 2.91 | -0.65 | 0.10 |
| Standard Deviation(%) | NA | 12.31 | 13.17 | 16.09 | 13.60 | NA | NA | 13.03 | 10.80 | 12.44 | 12.01 | 14.91 | 12.41 | 24.84 | 9.31 | 13.63 | 7.61 | 9.33 | 11.83 | 10.94 | 10.38 | 10.72 | 19.57 | 15.63 | 14.27 | 17.67 | 15.76 | 8.75 | 9.51 | 10.20 | 7.20 | 10.07 | 8.53 |
| Draw Down(%) | NA | 8.07 | 15.67 | 28.65 | 28.65 | NA | NA | 28.65 | 0.76 | 8.07 | 12.18 | 17.15 | 4.73 | 28.65 | 7.40 | 15.44 | 3.16 | 6.82 | 12.60 | 9.33 | 7.64 | 8.20 | 16.78 | 11.10 | 9.64 | 15.53 | 10.40 | 5.69 | 7.32 | 11.80 | 4.13 | 11.90 | 6.11 |
| Yield(%) | NA | 2.11 | 2.70 | 2.32 | 2.13 | NA | NA | 0.00 | NA | 1.05 | 2.27 | 1.66 | 4.04 | 1.59 | 2.33 | 1.46 | 1.82 | 2.17 | 1.85 | 2.04 | 1.96 | 1.89 | 2.01 | 1.88 | 1.72 | 3.98 | 1.82 | 2.84 | 2.35 | 2.20 | 4.30 | 1.90 | 2.38 |
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 |
|---|---|---|---|---|
| OFFICEMAX SAVINGS PLAN Tactical Asset Allocation Moderate |
1.24%
Mar 2017 - Mar 2020 |
2.54%
Mar 2015 - Mar 2020 |
6.31%
Oct 2013 - Oct 2023 |
7.74%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OFFICEMAX SAVINGS PLAN Tactical Asset Allocation Moderate |
18.44%
Jun 2008 - Jun 2011 |
15.90%
Nov 2008 - Nov 2013 |
11.94%
Aug 2008 - Aug 2018 |
10.75%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart