Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| 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 Strategic Asset Allocation - Optimal Moderate | NA | 25.68% | 3.11% | 6.96% | 6.48% | 7.66% | 6.95% | 7.03% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SKANSKA USA BUILDING INC. PENSION BENEFIT PLAN AND TRUST Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.99 | 25.68 | 3.11 | 6.96 | 6.48 | 7.66 | 6.95 | 7.03 | NA | 9.89 | 15.96 | -15.88 | 8.51 | 14.35 | 18.69 | -5.71 | 11.68 | 7.78 | 1.83 | 6.76 | 14.96 | 12.56 | -0.67 | 13.75 | 24.13 | -24.91 | 8.56 | 11.88 | 9.26 | 13.96 | 23.64 | -6.83 | 1.45 |
| Sharpe Ratio | NA | 0.50 | -0.09 | 0.27 | 0.45 | NA | NA | 0.48 | 0.04 | 0.37 | 1.33 | -1.17 | 0.99 | 0.77 | 2.61 | -0.74 | 2.49 | 0.95 | 0.25 | 1.08 | 2.15 | 1.62 | -0.05 | 1.17 | 1.31 | -1.14 | 0.59 | 1.20 | 1.07 | 1.66 | 2.67 | -0.65 | -0.08 |
| Standard Deviation(%) | NA | 8.82 | 11.15 | 12.52 | 10.26 | NA | NA | 11.15 | 6.15 | 8.89 | 8.82 | 14.70 | 8.61 | 18.32 | 6.62 | 9.47 | 4.43 | 7.98 | 7.30 | 6.23 | 6.95 | 7.72 | 14.32 | 11.71 | 18.27 | 22.57 | 9.37 | 7.18 | 6.65 | 7.83 | 8.59 | 12.17 | 11.47 |
| Draw Down(%) | NA | 5.42 | 20.70 | 22.59 | 22.59 | NA | NA | 38.55 | 0.53 | 5.41 | 8.29 | 21.49 | 4.19 | 22.59 | 3.03 | 13.27 | 1.92 | 5.81 | 6.56 | 5.01 | 5.85 | 6.21 | 13.87 | 8.60 | 17.82 | 35.56 | 6.46 | 7.49 | 4.69 | 7.10 | 7.54 | 18.25 | 14.67 |
| Yield(%) | NA | 4.80 | 3.27 | 3.11 | 2.96 | NA | NA | 3.04 | NA | 1.10 | 4.38 | 2.14 | 2.38 | 3.13 | 2.88 | 3.47 | 0.41 | 2.54 | 5.27 | 2.48 | 3.72 | 2.70 | 2.30 | 2.38 | 3.12 | 2.46 | 4.46 | 3.66 | 2.88 | 2.81 | 3.15 | 3.00 | 3.18 |
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 Strategic Asset Allocation - Optimal Moderate |
-7.77%
Feb 2006 - Feb 2009 |
-0.66%
Feb 2004 - Feb 2009 |
4.86%
Oct 2013 - Oct 2023 |
4.55%
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 Strategic Asset Allocation - Optimal Moderate |
19.25%
Feb 2009 - Feb 2012 |
15.88%
Feb 2009 - Feb 2014 |
10.49%
Feb 2009 - Feb 2019 |
9.23%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart