Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PLUM CREEK THRIFT AND PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 3.55% | -0.14% | 6.02% | 6.54% | 8.42% | 8.85% | 9.16% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PLUM CREEK THRIFT AND PROFIT SHARING 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 (%) | -13.64 | 3.55 | -0.14 | 6.02 | 6.54 | 8.42 | 8.85 | 9.16 | NA | 6.49 | 14.43 | -10.47 | 15.95 | 16.27 | 17.00 | -2.44 | 13.41 | 8.61 | 0.17 | 7.45 | 16.02 | 12.40 | 4.89 | 17.83 | 17.22 | 0.27 | 9.26 | 19.39 | 6.34 | 10.92 | 21.99 | 3.70 | 3.25 |
| Sharpe Ratio | NA | 0.04 | -0.01 | 0.34 | 0.45 | NA | NA | 0.76 | 0.06 | 0.00 | 1.19 | -0.86 | 1.69 | 1.33 | 2.48 | -0.38 | 2.44 | 1.04 | 0.02 | 1.00 | 2.18 | 1.74 | 0.31 | 1.32 | 1.62 | -0.11 | 0.59 | 2.08 | 0.61 | 1.31 | 3.87 | 0.54 | 0.17 |
| Standard Deviation(%) | NA | 28.84 | 19.14 | 16.33 | 12.84 | NA | NA | 10.67 | 9.04 | 28.86 | 8.58 | 13.86 | 9.43 | 12.09 | 6.29 | 9.94 | 5.24 | 8.06 | 9.23 | 7.45 | 7.35 | 7.08 | 15.49 | 13.41 | 10.59 | 5.74 | 10.55 | 7.74 | 6.83 | 7.62 | 5.51 | 4.76 | 5.59 |
| Draw Down(%) | NA | 14.62 | 14.62 | 15.48 | 15.48 | NA | NA | 15.48 | 0.67 | 14.62 | 8.12 | 15.48 | 4.82 | 13.70 | 2.82 | 11.45 | 1.74 | 5.74 | 10.11 | 5.48 | 7.48 | 4.83 | 12.60 | 8.10 | 4.59 | 5.43 | 6.87 | 6.19 | 4.69 | 10.21 | 2.13 | 2.71 | 4.49 |
| Yield(%) | NA | 4.24 | 4.12 | 4.51 | 4.06 | NA | NA | 0.00 | NA | 1.10 | 4.42 | 4.67 | 3.05 | 3.65 | 7.88 | 2.53 | 2.44 | 3.83 | 3.76 | 5.33 | 2.99 | 3.19 | 2.80 | 2.81 | 4.28 | 4.38 | 7.89 | 6.68 | 3.97 | 2.93 | 5.25 | 5.94 | 5.60 |
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 |
|---|---|---|---|---|
| PLUM CREEK THRIFT AND PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
0.01%
Oct 2021 - Oct 2024 |
5.07%
Mar 2015 - Mar 2020 |
6.54%
Oct 2014 - Oct 2024 |
8.26%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PLUM CREEK THRIFT AND PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
16.40%
Dec 2018 - Dec 2021 |
14.74%
Jun 2009 - Jun 2014 |
12.37%
Apr 2003 - Apr 2013 |
11.11%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart