Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Employees Of Furniture Brands International, Inc Strategic Asset Allocation - Equal Weight Moderate | NA | 18.61% | 2.90% | 6.58% | 5.66% | 6.41% | 6.06% | 6.15% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Employees Of Furniture Brands International, Inc Strategic Asset Allocation - Equal Weight 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 (%) | -0.91 | 18.61 | 2.90 | 6.58 | 5.66 | 6.41 | 6.06 | 6.15 | NA | 8.28 | 11.69 | -10.51 | 8.28 | 12.72 | 18.35 | -8.13 | 13.72 | 6.71 | -1.12 | 2.96 | 11.49 | 10.29 | 0.31 | 11.84 | 19.83 | -18.84 | 8.76 | 11.56 | 6.18 | 11.05 | 24.93 | -6.38 | -1.50 |
| Sharpe Ratio | NA | 0.41 | -0.10 | 0.29 | 0.41 | NA | NA | 0.47 | 0.06 | 0.24 | 0.99 | -0.94 | 0.98 | 0.69 | 2.60 | -1.03 | 3.02 | 0.73 | -0.13 | 0.45 | 1.79 | 1.65 | 0.03 | 1.29 | 1.44 | -1.18 | 0.69 | 1.23 | 0.73 | 1.33 | 2.97 | -0.66 | -0.35 |
| Standard Deviation(%) | NA | 6.97 | 9.40 | 11.53 | 9.81 | NA | NA | 9.73 | 5.50 | 7.05 | 7.48 | 12.63 | 8.40 | 18.12 | 6.52 | 9.17 | 4.33 | 8.96 | 8.54 | 6.60 | 6.40 | 6.20 | 10.97 | 9.08 | 13.68 | 16.82 | 8.37 | 6.73 | 5.48 | 7.58 | 8.15 | 11.27 | 10.77 |
| Draw Down(%) | NA | 4.07 | 16.00 | 22.58 | 22.58 | NA | NA | 30.60 | 0.34 | 4.07 | 6.90 | 16.19 | 3.66 | 22.58 | 3.45 | 14.38 | 1.58 | 6.91 | 9.07 | 5.50 | 6.05 | 5.17 | 10.39 | 6.81 | 14.36 | 29.04 | 5.66 | 7.24 | 3.81 | 7.31 | 7.18 | 16.90 | 15.79 |
| Yield(%) | NA | 3.78 | 2.78 | 2.73 | 2.34 | NA | NA | 2.67 | NA | 1.10 | 3.61 | 1.88 | 2.13 | 2.32 | 2.94 | 1.64 | 0.54 | 2.89 | 2.34 | 2.17 | 1.81 | 2.84 | 2.81 | 2.58 | 3.14 | 3.31 | 3.14 | 2.86 | 2.98 | 2.63 | 3.44 | 3.22 | 3.21 |
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 |
|---|---|---|---|---|
| Employees Of Furniture Brands International, Inc Strategic Asset Allocation - Equal Weight Moderate |
-4.73%
Feb 2006 - Feb 2009 |
0.26%
Feb 2004 - Feb 2009 |
4.38%
Oct 2013 - Oct 2023 |
4.24%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Employees Of Furniture Brands International, Inc Strategic Asset Allocation - Equal Weight Moderate |
16.44%
Mar 2003 - Mar 2006 |
13.12%
Oct 2002 - Oct 2007 |
8.62%
Mar 2003 - Mar 2013 |
7.85%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart