Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SKANSKA USA BUILDING INC. PENSION BENEFIT PLAN AND TRUST Tactical Asset Allocation Moderate | NA | 25.90% | 4.87% | 9.58% | 7.43% | 8.86% | 9.13% | 9.28% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SKANSKA USA BUILDING INC. PENSION BENEFIT PLAN AND TRUST 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 (%) | -1.15 | 25.90 | 4.87 | 9.58 | 7.43 | 8.86 | 9.13 | 9.28 | NA | 13.68 | 15.66 | -11.45 | 11.45 | 17.68 | 17.47 | -5.44 | 12.06 | 7.40 | -0.66 | 6.02 | 17.82 | 11.11 | 1.99 | 18.98 | 15.31 | 0.43 | 9.23 | 13.28 | 9.40 | 13.58 | 24.70 | 3.75 | -2.15 |
| Sharpe Ratio | NA | 0.90 | 0.18 | 0.49 | 0.54 | NA | NA | 0.80 | 0.05 | 0.76 | 1.44 | -0.91 | 1.13 | 0.93 | 2.28 | -0.68 | 2.69 | 0.85 | -0.08 | 0.81 | 2.27 | 1.45 | 0.13 | 1.58 | 1.54 | -0.09 | 0.61 | 1.21 | 1.08 | 1.63 | 3.45 | 0.48 | -0.61 |
| Standard Deviation(%) | NA | 9.27 | 10.78 | 12.67 | 10.58 | NA | NA | 9.56 | 7.66 | 9.34 | 7.94 | 14.09 | 10.13 | 18.71 | 7.04 | 9.88 | 4.26 | 8.47 | 8.98 | 7.38 | 7.84 | 7.62 | 14.77 | 11.99 | 9.88 | 5.76 | 10.15 | 8.27 | 6.69 | 7.73 | 6.95 | 5.49 | 7.32 |
| Draw Down(%) | NA | 5.50 | 15.25 | 20.37 | 20.37 | NA | NA | 20.37 | 0.54 | 5.50 | 6.55 | 16.38 | 4.54 | 20.37 | 3.48 | 12.67 | 2.03 | 6.71 | 9.02 | 4.57 | 5.32 | 5.17 | 13.05 | 8.16 | 4.85 | 5.42 | 7.24 | 9.58 | 5.17 | 7.29 | 2.83 | 3.66 | 9.40 |
| Yield(%) | NA | 4.70 | 3.99 | 3.46 | 3.12 | NA | NA | 0.00 | NA | 1.24 | 4.94 | 1.98 | 4.95 | 3.39 | 2.70 | 1.38 | 4.16 | 1.53 | 4.33 | 1.99 | 1.75 | 2.28 | 2.25 | 2.44 | 4.15 | 4.49 | 4.16 | 2.84 | 2.72 | 2.96 | 4.05 | 6.07 | 5.18 |
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 |
|---|---|---|---|---|
| SKANSKA USA BUILDING INC. PENSION BENEFIT PLAN AND TRUST Tactical Asset Allocation Moderate |
3.21%
Mar 2017 - Mar 2020 |
3.32%
Mar 2015 - Mar 2020 |
5.74%
Oct 2013 - Oct 2023 |
7.21%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKANSKA USA BUILDING INC. PENSION BENEFIT PLAN AND TRUST Tactical Asset Allocation Moderate |
16.99%
Apr 2003 - Apr 2006 |
14.25%
Oct 2002 - Oct 2007 |
12.02%
Apr 2001 - Apr 2011 |
10.65%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart