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 - Optimal Moderate | NA | 35.83% | 14.61% | 15.61% | 10.21% | 9.95% | 8.63% | 7.93% |
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 - Optimal 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 (%) | -0.76 | 35.83 | 14.61 | 15.61 | 10.21 | 9.95 | 8.63 | 7.93 | NA | 23.65 | 28.35 | -4.88 | 12.69 | 19.13 | 16.38 | -5.00 | 9.71 | 5.63 | 1.94 | 4.00 | 17.00 | 11.11 | -0.96 | 12.75 | 19.99 | -22.68 | 10.11 | 11.54 | 9.97 | 13.12 | 22.66 | -9.36 | -7.24 |
| Sharpe Ratio | NA | 2.10 | 1.09 | 1.07 | 0.85 | NA | NA | 0.57 | 0.07 | 1.99 | 3.05 | -0.47 | 1.55 | 1.03 | 2.08 | -0.58 | 2.05 | 0.58 | 0.25 | 0.63 | 2.43 | 1.29 | -0.06 | 1.03 | 1.16 | -1.04 | 0.71 | 1.11 | 1.27 | 1.79 | 2.34 | -0.79 | -0.90 |
| Standard Deviation(%) | NA | 8.52 | 10.28 | 11.99 | 10.27 | NA | NA | 11.25 | 8.82 | 8.56 | 7.91 | 13.39 | 8.17 | 18.31 | 7.20 | 10.96 | 4.42 | 9.32 | 7.68 | 6.38 | 6.99 | 8.58 | 15.47 | 12.29 | 17.16 | 22.71 | 9.99 | 7.48 | 6.14 | 6.81 | 9.40 | 13.20 | 10.62 |
| Draw Down(%) | NA | 5.44 | 13.44 | 20.24 | 20.24 | NA | NA | 36.46 | 0.69 | 5.44 | 3.81 | 13.84 | 3.99 | 20.24 | 3.68 | 12.34 | 2.38 | 7.20 | 6.48 | 3.92 | 4.39 | 7.61 | 14.31 | 9.44 | 16.81 | 33.43 | 5.75 | 8.13 | 4.67 | 4.61 | 8.43 | 18.57 | 19.64 |
| Yield(%) | NA | 17.39 | 11.00 | 7.53 | 5.77 | NA | NA | 4.05 | NA | 4.56 | 17.12 | 7.74 | 3.38 | 2.88 | 1.93 | 9.88 | 0.76 | 4.70 | 3.15 | 1.84 | 1.98 | 2.16 | 3.66 | 1.64 | 1.46 | 1.79 | 5.71 | 3.29 | 3.88 | 3.20 | 2.08 | 1.94 | 2.49 |
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 - Optimal Moderate |
-6.48%
Feb 2006 - Feb 2009 |
0.40%
Feb 2004 - Feb 2009 |
4.88%
Oct 2007 - Oct 2017 |
5.15%
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 - Optimal Moderate |
18.40%
Mar 2003 - Mar 2006 |
16.01%
Sep 2019 - Sep 2024 |
10.46%
Nov 2014 - Nov 2024 |
10.76%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart