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 - Optimal Moderate | NA | 23.59% | 0.68% | 6.73% | 6.35% | 7.72% | 6.93% | 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 - 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 (%) | -1.01 | 23.59 | 0.68 | 6.73 | 6.35 | 7.72 | 6.93 | 6.91 | NA | 5.94 | 13.95 | -17.94 | 9.38 | 19.20 | 19.55 | -4.67 | 12.64 | 5.59 | 1.43 | 7.60 | 14.48 | 12.26 | 0.57 | 14.20 | 23.66 | -22.72 | 6.76 | 13.40 | 7.55 | 13.14 | 22.12 | -5.44 | -1.73 |
| Sharpe Ratio | NA | 0.05 | -0.31 | 0.21 | 0.40 | NA | NA | 0.46 | 0.03 | -0.07 | 1.03 | -1.23 | 0.99 | 1.02 | 2.54 | -0.62 | 2.41 | 0.65 | 0.16 | 1.17 | 2.00 | 1.60 | 0.04 | 1.20 | 1.25 | -1.01 | 0.38 | 1.36 | 0.87 | 1.82 | 2.85 | -0.62 | -0.43 |
| Standard Deviation(%) | NA | 8.90 | 11.77 | 13.07 | 10.79 | NA | NA | 11.33 | 8.43 | 8.96 | 9.42 | 15.67 | 9.44 | 18.64 | 7.13 | 9.61 | 4.99 | 8.26 | 8.67 | 6.50 | 7.23 | 7.64 | 14.84 | 11.78 | 18.92 | 23.49 | 9.82 | 7.45 | 6.20 | 6.71 | 7.52 | 10.49 | 9.44 |
| Draw Down(%) | NA | 6.02 | 23.22 | 24.95 | 24.95 | NA | NA | 36.86 | 0.71 | 6.02 | 9.73 | 24.16 | 5.93 | 21.45 | 3.69 | 11.80 | 3.14 | 7.24 | 8.69 | 4.41 | 6.46 | 6.09 | 13.74 | 8.21 | 17.75 | 35.15 | 6.25 | 7.23 | 4.23 | 7.07 | 6.66 | 15.63 | 13.38 |
| Yield(%) | NA | 3.75 | 4.53 | 3.87 | 3.29 | NA | NA | 3.53 | NA | 0.72 | 3.49 | 4.20 | 4.94 | 2.08 | 3.95 | 3.36 | 0.37 | 3.08 | 3.43 | 3.49 | 3.01 | 2.82 | 2.39 | 2.57 | 3.46 | 4.23 | 7.03 | 5.55 | 3.40 | 3.22 | 3.01 | 3.53 | 3.96 |
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 - Optimal Moderate |
-7.33%
Feb 2006 - Feb 2009 |
-0.74%
Feb 2004 - Feb 2009 |
4.98%
Oct 2013 - Oct 2023 |
4.98%
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 - Optimal Moderate |
19.62%
Feb 2009 - Feb 2012 |
16.29%
Feb 2009 - Feb 2014 |
10.73%
Feb 2009 - Feb 2019 |
9.32%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart