Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AULTMAN 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 23.88% | 3.93% | 7.46% | 5.91% | 6.98% | 6.93% | 7.69% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AULTMAN 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 | 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 (%) | -1.11 | 23.88 | 3.93 | 7.46 | 5.91 | 6.98 | 6.93 | 7.69 | NA | 8.14 | 13.11 | -12.71 | 12.97 | 12.75 | 17.75 | -7.58 | 10.54 | 8.00 | -2.00 | 6.28 | 10.26 | 13.99 | -2.80 | 13.75 | 31.88 | -26.65 | 11.52 | 13.35 | 11.04 | 17.73 | 27.61 | -1.85 | 4.89 |
| Sharpe Ratio | NA | 0.30 | -0.16 | 0.32 | 0.40 | NA | NA | 0.54 | 0.01 | 0.21 | 1.05 | -1.03 | 1.51 | 0.70 | 2.55 | -0.96 | 2.13 | 0.87 | -0.28 | 1.15 | 1.34 | 1.80 | -0.19 | 1.11 | 1.62 | -1.17 | 0.89 | 1.31 | 1.51 | 2.25 | 3.87 | -0.32 | 0.28 |
| Standard Deviation(%) | NA | 7.47 | 10.28 | 11.94 | 9.97 | NA | NA | 11.02 | 5.74 | 7.51 | 8.47 | 13.73 | 8.55 | 17.93 | 6.40 | 9.27 | 4.65 | 8.98 | 7.28 | 5.44 | 7.64 | 7.73 | 14.67 | 12.26 | 19.67 | 23.56 | 9.58 | 7.71 | 5.86 | 7.48 | 6.96 | 9.19 | 9.16 |
| Draw Down(%) | NA | 5.24 | 19.32 | 23.85 | 23.85 | NA | NA | 40.80 | 0.55 | 5.24 | 8.22 | 19.32 | 3.78 | 23.85 | 3.35 | 14.28 | 2.54 | 6.89 | 8.39 | 4.64 | 8.27 | 6.05 | 15.72 | 9.05 | 18.84 | 39.06 | 6.27 | 9.25 | 4.27 | 7.10 | 6.02 | 15.19 | 11.07 |
| Yield(%) | NA | 4.37 | 4.68 | 4.62 | 4.00 | NA | NA | 4.05 | NA | 0.81 | 4.21 | 3.78 | 5.76 | 4.38 | 4.30 | 3.68 | 0.37 | 3.68 | 6.75 | 2.70 | 3.97 | 4.53 | 3.03 | 3.53 | 3.48 | 5.55 | 6.89 | 5.37 | 3.65 | 3.99 | 2.11 | 2.52 | 4.22 |
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 |
|---|---|---|---|---|
| AULTMAN 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-7.81%
Feb 2006 - Feb 2009 |
0.13%
Feb 2004 - Feb 2009 |
4.35%
Oct 2013 - Oct 2023 |
4.36%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AULTMAN 401K PLAN Strategic Asset Allocation - Optimal Moderate |
21.57%
Feb 2009 - Feb 2012 |
17.11%
Oct 2002 - Oct 2007 |
10.61%
Mar 2003 - Mar 2013 |
9.13%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart