Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KATTEN MUCHIN ROSENMAN LLP DEFINED CONTRIBUTION PLAN Tactical Asset Allocation Moderate | NA | 38.38% | 13.95% | 17.76% | 11.95% | 11.45% | 11.09% | 9.92% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KATTEN MUCHIN ROSENMAN LLP DEFINED CONTRIBUTION PLAN 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 (%) | -0.81 | 38.38 | 13.95 | 17.76 | 11.95 | 11.45 | 11.09 | 9.92 | NA | 27.01 | 26.43 | -6.20 | 13.51 | 21.29 | 25.93 | -2.25 | 14.27 | 6.72 | -0.28 | 8.40 | 15.40 | 14.20 | 3.47 | 8.86 | 15.52 | 0.57 | 11.15 | 12.96 | 8.18 | 14.41 | 11.51 | -6.30 | -4.47 |
| Sharpe Ratio | NA | 2.25 | 1.03 | 1.03 | 0.92 | NA | NA | 0.85 | 0.07 | 2.05 | 2.76 | -0.55 | 1.29 | 1.09 | 2.48 | -0.34 | 2.56 | 0.60 | -0.03 | 1.03 | 2.18 | 1.88 | 0.23 | 0.83 | 1.68 | -0.15 | 0.75 | 1.16 | 0.95 | 1.73 | 1.31 | -1.22 | -1.24 |
| Standard Deviation(%) | NA | 9.92 | 10.96 | 13.01 | 11.33 | NA | NA | 9.81 | 11.53 | 9.98 | 8.05 | 13.91 | 10.43 | 19.39 | 9.90 | 10.47 | 5.32 | 10.77 | 9.37 | 8.14 | 7.04 | 7.54 | 15.05 | 10.55 | 9.17 | 2.38 | 10.93 | 8.34 | 6.36 | 7.78 | 8.24 | 6.08 | 5.48 |
| Draw Down(%) | NA | 5.95 | 13.86 | 20.54 | 20.54 | NA | NA | 20.54 | 0.94 | 5.95 | 4.01 | 14.67 | 5.24 | 20.54 | 3.14 | 12.37 | 2.07 | 8.55 | 9.53 | 4.93 | 4.70 | 5.88 | 13.89 | 7.70 | 4.70 | 3.02 | 7.20 | 9.55 | 4.75 | 5.93 | 6.15 | 8.48 | 9.86 |
| Yield(%) | NA | 18.41 | 13.55 | 13.09 | 8.81 | NA | NA | 0.00 | NA | 7.69 | 17.85 | 8.60 | 7.68 | 7.40 | 19.67 | 4.12 | 5.30 | 6.03 | 4.52 | 3.27 | 4.29 | 5.12 | 1.63 | 3.69 | 3.15 | 2.42 | 4.98 | 2.63 | 3.40 | 4.05 | 3.15 | 5.39 | 3.02 |
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 |
|---|---|---|---|---|
| KATTEN MUCHIN ROSENMAN LLP DEFINED CONTRIBUTION PLAN Tactical Asset Allocation Moderate |
1.98%
Feb 2001 - Feb 2004 |
5.20%
Dec 2013 - Dec 2018 |
7.09%
Sep 2001 - Sep 2011 |
7.14%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KATTEN MUCHIN ROSENMAN LLP DEFINED CONTRIBUTION PLAN Tactical Asset Allocation Moderate |
20.13%
Dec 2018 - Dec 2021 |
18.28%
Nov 2019 - Nov 2024 |
12.25%
Nov 2014 - Nov 2024 |
11.86%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart