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 Strategic Asset Allocation - Equal Weight Moderate | NA | 19.77% | 1.41% | 6.84% | 6.00% | 7.39% | 6.61% | 6.91% |
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 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 (%) | -1.09 | 19.77 | 1.41 | 6.84 | 6.00 | 7.39 | 6.61 | 6.91 | NA | 4.60 | 11.97 | -14.23 | 11.05 | 16.93 | 19.39 | -5.37 | 11.97 | 5.07 | -1.28 | 7.37 | 11.07 | 11.83 | 2.69 | 14.28 | 24.40 | -21.73 | 4.78 | 13.66 | 6.50 | 12.79 | 19.98 | -2.58 | 2.92 |
| Sharpe Ratio | NA | -0.12 | -0.31 | 0.23 | 0.36 | NA | NA | 0.48 | 0.02 | -0.23 | 0.88 | -1.12 | 1.23 | 0.86 | 2.72 | -0.73 | 2.07 | 0.58 | -0.15 | 1.19 | 1.59 | 1.78 | 0.20 | 1.26 | 1.23 | -0.99 | 0.19 | 1.60 | 0.72 | 1.84 | 3.09 | -0.43 | 0.08 |
| Standard Deviation(%) | NA | 8.55 | 10.74 | 12.68 | 10.53 | NA | NA | 10.88 | 7.67 | 8.63 | 8.82 | 13.92 | 9.00 | 19.38 | 6.62 | 9.12 | 5.47 | 8.34 | 8.85 | 6.21 | 6.95 | 6.63 | 13.53 | 11.22 | 19.77 | 22.89 | 9.44 | 6.48 | 6.02 | 6.43 | 6.24 | 8.53 | 7.42 |
| Draw Down(%) | NA | 6.02 | 18.67 | 22.48 | 22.48 | NA | NA | 36.25 | 0.53 | 6.02 | 8.52 | 19.76 | 5.57 | 22.48 | 3.20 | 11.25 | 3.79 | 7.14 | 10.47 | 4.27 | 7.06 | 5.31 | 11.59 | 7.23 | 17.24 | 34.56 | 6.17 | 5.49 | 4.14 | 7.62 | 5.14 | 12.66 | 8.48 |
| Yield(%) | NA | 3.88 | 4.13 | 3.62 | 3.06 | NA | NA | 3.67 | NA | 0.84 | 4.00 | 3.54 | 4.04 | 2.45 | 3.42 | 2.90 | 0.51 | 2.72 | 3.29 | 2.90 | 2.79 | 3.31 | 2.50 | 2.99 | 3.57 | 4.94 | 6.62 | 5.62 | 4.42 | 3.91 | 3.73 | 4.17 | 5.28 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-7.52%
Feb 2006 - Feb 2009 |
-1.10%
Feb 2004 - Feb 2009 |
4.84%
Oct 2013 - Oct 2023 |
5.02%
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 Strategic Asset Allocation - Equal Weight Moderate |
20.56%
Feb 2009 - Feb 2012 |
16.09%
Feb 2009 - Feb 2014 |
10.12%
Feb 2009 - Feb 2019 |
9.11%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart