Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ogilvy Mather Profit Sharing Retirement and 401(k) Plan Strategic Asset Allocation - Optimal Moderate | NA | 34.07% | 12.61% | 13.41% | 8.83% | 9.02% | 7.73% | 7.85% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ogilvy Mather Profit Sharing Retirement and 401(k) 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 (%) | -0.78 | 34.07 | 12.61 | 13.41 | 8.83 | 9.02 | 7.73 | 7.85 | NA | 21.80 | 26.18 | -8.44 | 8.25 | 21.38 | 17.29 | -7.26 | 10.67 | 7.37 | -2.10 | 5.55 | 17.75 | 9.99 | -1.04 | 10.80 | 17.91 | -23.13 | 8.91 | 10.59 | 10.22 | 12.39 | 20.09 | -4.38 | 5.29 |
| Sharpe Ratio | NA | 1.97 | 0.83 | 0.83 | 0.68 | NA | NA | 0.58 | 0.09 | 1.81 | 2.54 | -0.68 | 0.83 | 1.12 | 1.97 | -0.78 | 1.89 | 0.88 | -0.24 | 0.80 | 2.60 | 1.27 | -0.07 | 0.96 | 1.09 | -1.18 | 0.67 | 1.08 | 1.18 | 1.67 | 2.49 | -0.53 | 0.29 |
| Standard Deviation(%) | NA | 8.37 | 10.90 | 12.73 | 10.82 | NA | NA | 10.91 | 7.70 | 8.40 | 8.64 | 14.54 | 9.91 | 18.81 | 8.08 | 11.04 | 5.30 | 8.16 | 8.87 | 6.87 | 6.82 | 7.83 | 15.08 | 11.18 | 16.31 | 20.34 | 8.88 | 6.75 | 6.84 | 6.85 | 7.79 | 10.44 | 10.42 |
| Draw Down(%) | NA | 5.00 | 15.51 | 20.35 | 20.35 | NA | NA | 37.08 | 0.55 | 5.00 | 5.93 | 16.79 | 7.13 | 20.35 | 3.83 | 15.77 | 2.56 | 6.82 | 10.16 | 4.97 | 4.52 | 6.44 | 14.25 | 8.24 | 17.36 | 31.49 | 5.67 | 7.86 | 4.49 | 5.59 | 6.99 | 14.66 | 12.89 |
| Yield(%) | NA | 16.78 | 12.09 | 8.17 | 6.11 | NA | NA | 4.46 | NA | 4.81 | 15.67 | 8.89 | 5.58 | 2.88 | 1.88 | 3.57 | 0.71 | 2.71 | 9.92 | 3.82 | 5.47 | 1.65 | 2.30 | 1.77 | 2.54 | 3.28 | 8.10 | 5.34 | 2.76 | 3.71 | 1.74 | 1.64 | 1.84 |
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 |
|---|---|---|---|---|
| Ogilvy Mather Profit Sharing Retirement and 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
-7.56%
Feb 2006 - Feb 2009 |
-0.44%
Feb 2004 - Feb 2009 |
4.07%
Jan 2006 - Jan 2016 |
4.31%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ogilvy Mather Profit Sharing Retirement and 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
17.41%
Mar 2003 - Mar 2006 |
13.89%
Feb 2009 - Feb 2014 |
9.11%
Nov 2014 - Nov 2024 |
9.81%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart