Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PROFIT SHARING AND 401K SAVINGS PLAN FOR THE EMPLOYEES OF GREY GLOBAL GROUP INC. Tactical Asset Allocation Moderate | NA | 13.80% | 3.61% | 8.32% | 6.41% | 6.03% | 5.81% | 5.83% |
Data as of 01/29/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PROFIT SHARING AND 401K SAVINGS PLAN FOR THE EMPLOYEES OF GREY GLOBAL GROUP INC. Tactical Asset Allocation Moderate | 12/31/2000 | 04/05/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.65 | 13.80 | 3.61 | 8.32 | 6.41 | 6.03 | 5.81 | 5.83 | 4.88 | 14.04 | 10.24 | -6.37 | 14.63 | 9.82 | -3.01 | 6.30 | 23.78 | 3.76 | -4.59 | 7.66 | 9.96 | 0.80 | 5.77 | 5.26 | 2.34 | 5.17 | 13.70 | -0.74 | 2.31 |
| Sharpe Ratio | NA | 2.20 | 0.24 | 0.43 | 0.39 | NA | NA | 0.42 | 0.39 | 1.06 | 0.41 | -0.24 | 1.55 | 1.07 | -0.29 | 0.54 | 2.92 | 0.55 | -0.35 | 0.65 | 1.31 | -0.97 | 0.28 | 0.24 | 0.02 | 0.46 | 1.85 | -0.64 | 0.01 |
| Standard Deviation(%) | NA | 11.34 | 23.41 | 19.36 | 15.46 | NA | NA | 12.11 | 12.35 | 13.03 | 21.41 | 32.45 | 9.05 | 8.96 | 10.67 | 11.60 | 8.13 | 6.73 | 13.35 | 11.67 | 7.51 | 0.13 | 9.95 | 8.33 | 7.13 | 9.25 | 7.05 | 2.89 | 0.05 |
| Draw Down(%) | NA | 5.78 | 24.49 | 24.49 | 24.49 | NA | NA | 24.49 | 4.33 | 8.68 | 14.67 | 20.64 | 5.82 | 5.43 | 9.56 | 8.12 | 3.34 | 6.45 | 14.76 | 10.99 | 4.64 | 0.12 | 6.89 | 8.75 | 4.94 | 9.86 | 3.45 | 3.23 | 0.00 |
| Yield(%) | NA | 3.77 | 4.32 | 3.37 | 3.50 | NA | NA | 2.72 | 0.00 | 3.61 | 3.47 | 5.89 | 0.00 | 4.02 | 0.52 | 9.60 | 5.78 | 1.47 | 1.35 | 0.70 | 0.38 | 0.92 | 2.31 | 5.59 | 3.52 | 0.79 | 1.10 | 1.11 | 2.31 |
Data as of 01/29/2021, 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 |
|---|---|---|---|---|
| PROFIT SHARING AND 401K SAVINGS PLAN FOR THE EMPLOYEES OF GREY GLOBAL GROUP INC. Tactical Asset Allocation Moderate |
0.44%
Oct 2017 - Oct 2020 |
2.28%
May 2007 - May 2012 |
4.37%
Oct 2001 - Oct 2011 |
4.97%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROFIT SHARING AND 401K SAVINGS PLAN FOR THE EMPLOYEES OF GREY GLOBAL GROUP INC. Tactical Asset Allocation Moderate |
12.84%
May 2012 - May 2015 |
11.33%
Nov 2012 - Nov 2017 |
7.86%
Aug 2008 - Aug 2018 |
7.02%
Sep 2003 - Sep 2018 |
Annualized Rolling Returns Comparison Chart