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 |
|---|---|---|---|---|---|---|---|---|
| AMEC 401 K PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 23.19% | 0.87% | 7.97% | 6.62% | 6.83% | 6.11% | 5.66% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMEC 401 K PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -0.78 | 23.19 | 0.87 | 7.97 | 6.62 | 6.83 | 6.11 | 5.66 | NA | 7.66 | 12.02 | -15.32 | 5.80 | 25.59 | 17.19 | -4.90 | 17.15 | 3.47 | 0.66 | 0.92 | 15.34 | 9.18 | -2.69 | 9.92 | 23.25 | -24.13 | 7.25 | 11.28 | 7.77 | 9.46 | 20.13 | -10.33 | -3.21 |
| Sharpe Ratio | NA | 0.30 | -0.20 | 0.27 | 0.41 | NA | NA | 0.37 | 0.10 | 0.11 | 0.79 | -1.02 | 0.46 | 1.31 | 1.89 | -0.61 | 3.14 | 0.37 | 0.07 | 0.12 | 2.27 | 1.34 | -0.21 | 0.93 | 1.52 | -1.22 | 0.47 | 1.13 | 1.01 | 1.32 | 2.64 | -1.05 | -0.53 |
| Standard Deviation(%) | NA | 9.90 | 12.43 | 14.11 | 11.64 | NA | NA | 11.06 | 7.81 | 9.99 | 9.79 | 16.37 | 12.51 | 19.34 | 8.36 | 10.13 | 5.26 | 8.85 | 9.14 | 7.67 | 6.76 | 6.82 | 12.91 | 10.62 | 15.27 | 20.56 | 9.13 | 7.11 | 5.56 | 6.44 | 7.37 | 10.90 | 10.45 |
| Draw Down(%) | NA | 6.04 | 20.14 | 23.37 | 23.37 | NA | NA | 35.09 | 0.49 | 6.04 | 10.01 | 21.18 | 7.83 | 20.97 | 5.29 | 13.06 | 1.85 | 8.03 | 9.38 | 6.15 | 4.88 | 5.91 | 13.03 | 8.02 | 13.75 | 33.13 | 6.45 | 8.21 | 3.85 | 6.09 | 7.22 | 18.36 | 17.26 |
| Yield(%) | NA | 2.60 | 3.79 | 3.09 | 2.34 | NA | NA | 2.19 | NA | 0.65 | 2.71 | 3.06 | 4.52 | 2.73 | 1.52 | 2.35 | 0.37 | 1.63 | 2.34 | 1.13 | 2.54 | 1.30 | 1.02 | 1.17 | 0.98 | 3.47 | 4.77 | 4.58 | 2.28 | 1.36 | 0.93 | 1.09 | 1.92 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMEC 401 K PLAN Strategic Asset Allocation - Equal Weight Moderate |
-6.82%
Feb 2006 - Feb 2009 |
-0.95%
Feb 2004 - Feb 2009 |
3.57%
Feb 2006 - Feb 2016 |
4.03%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMEC 401 K PLAN Strategic Asset Allocation - Equal Weight Moderate |
15.91%
Dec 2018 - Dec 2021 |
12.90%
Feb 2016 - Feb 2021 |
8.97%
Sep 2011 - Sep 2021 |
8.12%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart