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 - Optimal Moderate | NA | 23.45% | 2.57% | 8.13% | 6.69% | 7.38% | 6.35% | 6.02% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMEC 401 K PLAN 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 (%) | -0.78 | 23.45 | 2.57 | 8.13 | 6.69 | 7.38 | 6.35 | 6.02 | NA | 10.08 | 13.12 | -13.60 | 8.68 | 19.72 | 16.58 | -4.29 | 13.84 | 4.69 | 0.94 | 2.22 | 19.07 | 10.47 | -3.75 | 12.71 | 21.16 | -26.84 | 7.11 | 11.99 | 8.74 | 11.82 | 21.01 | -11.43 | -0.03 |
| Sharpe Ratio | NA | 0.62 | -0.07 | 0.34 | 0.45 | NA | NA | 0.38 | 0.08 | 0.41 | 0.97 | -0.96 | 0.80 | 1.02 | 1.82 | -0.55 | 2.65 | 0.53 | 0.10 | 0.29 | 2.50 | 1.22 | -0.24 | 1.00 | 1.19 | -1.17 | 0.41 | 1.16 | 1.02 | 1.46 | 2.25 | -0.99 | -0.19 |
| Standard Deviation(%) | NA | 8.37 | 11.49 | 13.26 | 11.07 | NA | NA | 11.81 | 7.38 | 8.48 | 9.11 | 15.54 | 10.87 | 19.07 | 8.31 | 10.13 | 4.98 | 8.51 | 8.91 | 7.50 | 7.60 | 8.56 | 15.91 | 12.65 | 17.73 | 23.64 | 10.11 | 7.53 | 6.43 | 7.43 | 9.01 | 12.65 | 12.17 |
| Draw Down(%) | NA | 4.70 | 17.89 | 21.14 | 21.14 | NA | NA | 39.26 | 0.49 | 4.67 | 8.64 | 18.83 | 6.26 | 21.14 | 4.93 | 12.59 | 1.67 | 7.72 | 8.11 | 5.33 | 4.62 | 7.41 | 16.00 | 9.54 | 16.67 | 35.89 | 7.46 | 8.10 | 4.32 | 6.84 | 8.15 | 20.49 | 16.68 |
| Yield(%) | NA | 2.70 | 3.06 | 2.64 | 2.05 | NA | NA | 1.96 | NA | 0.76 | 2.75 | 2.70 | 2.67 | 2.64 | 1.51 | 1.95 | 0.42 | 1.13 | 2.69 | 1.00 | 3.19 | 1.21 | 0.59 | 0.86 | 1.14 | 2.43 | 5.16 | 4.02 | 2.06 | 1.23 | 0.80 | 0.91 | 1.34 |
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 - Optimal Moderate |
-8.73%
Feb 2006 - Feb 2009 |
-1.46%
Feb 2004 - Feb 2009 |
3.75%
Feb 2006 - Feb 2016 |
4.11%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMEC 401 K PLAN Strategic Asset Allocation - Optimal Moderate |
16.99%
Mar 2003 - Mar 2006 |
14.18%
Feb 2009 - Feb 2014 |
9.49%
Feb 2009 - Feb 2019 |
8.62%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart