Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OLD MUTUAL ASSET MANAGEMENT PROFIT SHARING and 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | 20.10% | 4.52% | 6.68% | 5.98% | 7.17% | 6.41% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OLD MUTUAL ASSET MANAGEMENT PROFIT SHARING and 401K 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 | Common | Inception | 2025 | 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 (%) | -0.64 | 20.10 | 4.52 | 6.68 | 5.98 | 7.17 | 6.41 | … | … | 0.70 | 2.76 | 17.73 | -9.50 | 9.76 | 6.31 | 12.08 | -3.48 | 11.63 | 5.71 | 3.46 | 4.64 | 19.23 | 10.39 | -0.24 | 9.98 | 26.79 | -23.25 | 4.79 | 10.53 | 8.65 | 12.16 | 23.48 | -8.39 | -2.40 |
| Sharpe Ratio | NA | -0.29 | -0.06 | 0.23 | 0.38 | NA | NA | … | … | 0.14 | -0.39 | 1.67 | -0.82 | 1.13 | 0.36 | 1.45 | -0.47 | 2.05 | 0.69 | 0.45 | 0.74 | 2.72 | 1.35 | -0.02 | 0.87 | 1.54 | -1.09 | 0.19 | 0.97 | 1.07 | 1.53 | 2.54 | -0.80 | -0.45 |
| Standard Deviation(%) | NA | 9.70 | 10.59 | 11.76 | 9.99 | NA | NA | … | … | 4.67 | 9.74 | 8.08 | 13.29 | 8.61 | 16.76 | 7.34 | 10.14 | 5.36 | 7.99 | 7.69 | 6.28 | 7.07 | 7.67 | 13.71 | 11.36 | 17.39 | 22.18 | 9.29 | 7.50 | 6.03 | 7.33 | 8.98 | 11.80 | 10.47 |
| Draw Down(%) | NA | 7.50 | 16.51 | 19.76 | 19.76 | NA | NA | … | … | 0.16 | 7.50 | 5.86 | 16.72 | 4.10 | 19.76 | 4.90 | 11.82 | 2.82 | 7.10 | 6.38 | 6.00 | 4.80 | 6.57 | 11.40 | 10.01 | 16.94 | 33.98 | 7.04 | 8.10 | 3.50 | 5.99 | 7.22 | 16.47 | 14.60 |
| Yield(%) | NA | 6.49 | 5.59 | 5.07 | 4.25 | NA | NA | … | … | NA | 0.66 | 6.78 | 4.74 | 4.75 | 4.99 | 3.38 | 5.00 | 0.30 | 3.17 | 4.96 | 3.82 | 3.06 | 2.44 | 1.54 | 1.55 | 1.20 | 1.64 | 5.34 | 5.34 | 2.91 | 1.53 | 1.13 | 1.78 | 1.56 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OLD MUTUAL ASSET MANAGEMENT PROFIT SHARING and 401K PLAN Strategic Asset Allocation – Optimal Modera |
-7.89%
Feb 2006 – Feb 2009 |
-1.31%
Feb 2004 – Feb 2009 |
4.65%
Oct 2013 – Oct 2023 |
4.26%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OLD MUTUAL ASSET MANAGEMENT PROFIT SHARING and 401K PLAN Strategic Asset Allocation – Optimal Modera |
18.20%
Feb 2009 – Feb 2012 |
15.83%
Feb 2009 – Feb 2014 |
10.46%
Feb 2009 – Feb 2019 |
8.89%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart