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 - Optimal Moderate | NA | 23.65% | 2.08% | 6.45% | 5.99% | 7.44% | 6.72% | 6.81% |
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 - Optimal 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 (%) | -0.94 | 23.65 | 2.08 | 6.45 | 5.99 | 7.44 | 6.72 | 6.81 | NA | 8.93 | 14.17 | -15.63 | 9.65 | 13.84 | 19.55 | -6.32 | 12.01 | 7.87 | -0.69 | 6.33 | 14.98 | 12.10 | -1.41 | 16.18 | 24.47 | -25.28 | 8.44 | 12.82 | 8.36 | 13.82 | 23.29 | -6.89 | 1.41 |
| Sharpe Ratio | NA | 0.45 | -0.16 | 0.25 | 0.41 | NA | NA | 0.46 | 0.03 | 0.30 | 1.11 | -1.15 | 1.17 | 0.73 | 2.78 | -0.86 | 2.72 | 0.92 | -0.09 | 0.96 | 2.06 | 1.52 | -0.10 | 1.31 | 1.36 | -1.15 | 0.57 | 1.23 | 0.89 | 1.66 | 2.62 | -0.66 | -0.08 |
| Standard Deviation(%) | NA | 7.62 | 10.90 | 12.43 | 10.24 | NA | NA | 11.26 | 6.18 | 7.70 | 8.93 | 14.76 | 8.25 | 18.61 | 6.54 | 8.83 | 4.19 | 8.31 | 8.39 | 6.60 | 7.25 | 7.95 | 14.76 | 12.29 | 17.96 | 22.87 | 9.64 | 7.74 | 6.99 | 7.76 | 8.61 | 12.19 | 11.46 |
| Draw Down(%) | NA | 4.44 | 20.92 | 22.64 | 22.64 | NA | NA | 39.09 | 0.53 | 4.39 | 9.20 | 21.71 | 3.42 | 22.64 | 3.04 | 12.72 | 1.54 | 6.31 | 8.22 | 4.96 | 6.03 | 6.52 | 14.69 | 8.99 | 18.18 | 35.72 | 6.31 | 7.85 | 4.74 | 7.07 | 7.31 | 18.17 | 14.67 |
| Yield(%) | NA | 3.36 | 2.77 | 2.72 | 2.35 | NA | NA | 2.65 | NA | 1.04 | 2.92 | 2.12 | 2.65 | 2.38 | 2.87 | 1.90 | 0.46 | 2.86 | 2.27 | 2.42 | 2.43 | 2.78 | 2.37 | 2.43 | 3.01 | 2.74 | 3.33 | 3.05 | 2.74 | 2.84 | 3.26 | 2.94 | 3.13 |
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 - Optimal Moderate |
-8.18%
Feb 2006 - Feb 2009 |
-0.89%
Feb 2004 - Feb 2009 |
4.53%
Oct 2013 - Oct 2023 |
4.48%
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 - Optimal Moderate |
20.13%
Feb 2009 - Feb 2012 |
16.39%
Feb 2009 - Feb 2014 |
10.41%
Feb 2009 - Feb 2019 |
9.03%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart