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 Strategic Asset Allocation - Equal Weight Moderate | NA | 33.61% | 12.76% | 14.15% | 8.88% | 8.47% | 7.84% | 7.51% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.70 | 33.61 | 12.76 | 14.15 | 8.88 | 8.47 | 7.84 | 7.51 | NA | 21.05 | 24.45 | -4.52 | 11.45 | 18.55 | 15.01 | -6.17 | 10.42 | 2.36 | 1.48 | 0.49 | 16.10 | 10.69 | -2.44 | 10.14 | 22.25 | -23.70 | 12.06 | 14.69 | 9.79 | 12.42 | 25.30 | -8.70 | -3.92 |
| Sharpe Ratio | NA | 1.93 | 0.93 | 0.97 | 0.72 | NA | NA | 0.52 | 0.07 | 1.82 | 2.65 | -0.45 | 1.35 | 1.05 | 2.02 | -0.58 | 2.19 | 0.24 | 0.15 | 0.07 | 2.17 | 1.12 | -0.15 | 0.79 | 1.25 | -1.06 | 0.87 | 1.37 | 1.22 | 1.71 | 2.61 | -0.82 | -0.63 |
| Standard Deviation(%) | NA | 7.88 | 9.88 | 11.58 | 10.34 | NA | NA | 11.44 | 7.67 | 7.94 | 7.62 | 13.06 | 8.45 | 17.49 | 6.75 | 13.00 | 4.47 | 8.95 | 9.38 | 7.09 | 7.41 | 9.49 | 16.20 | 12.80 | 17.69 | 23.27 | 10.43 | 8.32 | 6.24 | 6.73 | 9.42 | 12.03 | 9.86 |
| Draw Down(%) | NA | 5.01 | 14.17 | 21.32 | 21.32 | NA | NA | 36.36 | 0.59 | 5.01 | 3.81 | 14.29 | 3.60 | 21.32 | 3.84 | 12.96 | 2.60 | 7.78 | 9.70 | 6.81 | 5.16 | 8.55 | 15.89 | 10.06 | 16.52 | 34.86 | 6.78 | 9.47 | 4.42 | 4.73 | 8.96 | 18.58 | 16.21 |
| Yield(%) | NA | 16.74 | 11.11 | 7.66 | 6.13 | NA | NA | 4.21 | NA | 4.74 | 16.14 | 8.76 | 3.13 | 2.52 | 2.73 | 12.96 | 0.89 | 2.96 | 4.51 | 2.05 | 3.37 | 1.97 | 1.93 | 1.57 | 1.51 | 1.63 | 5.99 | 3.01 | 3.48 | 2.95 | 2.66 | 2.32 | 3.15 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.80%
Feb 2006 - Feb 2009 |
0.96%
Feb 2004 - Feb 2009 |
3.88%
Oct 2007 - Oct 2017 |
4.17%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KATTEN MUCHIN ROSENMAN LLP DEFINED CONTRIBUTION PLAN Strategic Asset Allocation - Equal Weight Moderate |
19.88%
Mar 2003 - Mar 2006 |
15.79%
Sep 2002 - Sep 2007 |
9.08%
Mar 2003 - Mar 2013 |
9.49%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart