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. Strategic Asset Allocation - Optimal Moderate | NA | 12.74% | 6.27% | 8.65% | 7.69% | 6.03% | 5.35% | 5.73% |
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. Strategic Asset Allocation - Optimal 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 (%) | -1.50 | 12.74 | 6.27 | 8.65 | 7.69 | 6.03 | 5.35 | 5.73 | 2.74 | 12.48 | 11.46 | -0.54 | 9.16 | 5.16 | 6.13 | 4.69 | 22.54 | 9.01 | -0.70 | 13.99 | 21.44 | -25.81 | 6.25 | 7.76 | 6.48 | 7.80 | 22.83 | -14.10 | 0.88 |
| Sharpe Ratio | NA | 3.51 | 0.71 | 0.83 | 0.69 | NA | NA | 0.41 | 0.37 | 1.15 | 1.39 | -0.16 | 1.11 | 0.55 | 0.54 | 0.53 | 2.92 | 0.98 | -0.04 | 1.11 | 1.32 | -1.20 | 0.33 | 0.54 | 0.58 | 0.77 | 2.05 | -1.02 | -0.10 |
| Standard Deviation(%) | NA | 7.88 | 9.64 | 9.14 | 10.27 | NA | NA | 11.89 | 7.37 | 10.63 | 7.25 | 11.64 | 7.71 | 9.01 | 11.33 | 8.79 | 7.71 | 9.15 | 16.65 | 12.52 | 16.12 | 22.34 | 9.95 | 8.29 | 7.38 | 8.92 | 10.80 | 14.89 | 14.99 |
| Draw Down(%) | NA | 2.76 | 14.56 | 14.56 | 15.32 | NA | NA | 36.84 | 2.57 | 12.98 | 4.45 | 14.56 | 5.38 | 9.32 | 8.45 | 5.69 | 3.17 | 7.39 | 15.32 | 10.42 | 13.83 | 33.71 | 6.56 | 8.25 | 4.83 | 9.15 | 8.00 | 21.70 | 19.78 |
| Yield(%) | NA | 4.81 | 4.33 | 3.30 | 4.05 | NA | NA | 3.05 | 0.00 | 4.42 | 2.27 | 6.19 | 0.27 | 3.16 | 10.58 | 7.52 | 5.08 | 1.38 | 0.22 | 0.29 | 0.37 | 0.78 | 6.43 | 5.46 | 3.59 | 0.62 | 0.39 | 0.67 | 1.21 |
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. Strategic Asset Allocation - Optimal Moderate |
-8.78%
Feb 2006 - Feb 2009 |
-2.59%
Feb 2004 - Feb 2009 |
3.53%
Dec 2001 - Dec 2011 |
4.74%
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. Strategic Asset Allocation - Optimal Moderate |
17.00%
Feb 2009 - Feb 2012 |
15.15%
Feb 2009 - Feb 2014 |
10.74%
Feb 2009 - Feb 2019 |
7.55%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart