Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Profit Sharing Plan for Employees of Southwestern Stationery & Bank Strategic Asset Allocation - Optimal Moderate | NA | 25.03% | 2.80% | 6.98% | 5.61% | 7.00% | 6.54% | 7.31% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Profit Sharing Plan for Employees of Southwestern Stationery & Bank 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 (%) | -1.04 | 25.03 | 2.80 | 6.98 | 5.61 | 7.00 | 6.54 | 7.31 | NA | 7.24 | 12.61 | -12.98 | 6.47 | 18.98 | 17.93 | -5.64 | 5.51 | 4.16 | 1.89 | 5.21 | 15.54 | 13.40 | 0.27 | 12.06 | 22.42 | -22.62 | 10.07 | 10.52 | 10.06 | 13.31 | 22.88 | 3.09 | 5.08 |
| Sharpe Ratio | NA | 0.13 | -0.20 | 0.26 | 0.33 | NA | NA | 0.50 | -0.01 | 0.07 | 0.92 | -1.04 | 0.71 | 0.98 | 2.34 | -0.60 | 0.71 | 0.43 | 0.21 | 0.70 | 2.13 | 1.63 | 0.02 | 1.04 | 1.30 | -1.03 | 0.72 | 0.90 | 1.23 | 1.60 | 3.00 | 0.21 | 0.34 |
| Standard Deviation(%) | NA | 8.71 | 10.84 | 12.67 | 10.91 | NA | NA | 11.23 | 5.53 | 8.82 | 9.06 | 13.87 | 9.13 | 19.14 | 7.07 | 11.54 | 6.87 | 9.12 | 8.70 | 7.39 | 7.28 | 8.18 | 15.25 | 11.51 | 17.18 | 22.94 | 9.89 | 8.04 | 6.39 | 7.74 | 7.40 | 9.35 | 8.07 |
| Draw Down(%) | NA | 6.68 | 20.33 | 23.07 | 23.07 | NA | NA | 37.98 | 0.50 | 6.56 | 7.81 | 20.62 | 6.11 | 23.07 | 3.14 | 13.90 | 6.35 | 9.17 | 7.95 | 4.96 | 5.98 | 6.82 | 14.89 | 8.30 | 19.46 | 36.08 | 6.39 | 8.66 | 3.87 | 6.21 | 6.36 | 13.97 | 9.90 |
| Yield(%) | NA | 4.69 | 4.06 | 3.82 | 4.59 | NA | NA | 4.38 | NA | 0.65 | 4.34 | 4.45 | 2.28 | 5.24 | 1.49 | 11.11 | 0.19 | 5.56 | 7.04 | 3.46 | 5.26 | 4.02 | 2.16 | 4.79 | 2.32 | 4.57 | 7.17 | 5.00 | 4.12 | 4.04 | 3.45 | 4.26 | 3.72 |
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 |
|---|---|---|---|---|
| Profit Sharing Plan for Employees of Southwestern Stationery & Bank Strategic Asset Allocation - Optimal Moderate |
-7.31%
Feb 2006 - Feb 2009 |
-0.25%
Feb 2004 - Feb 2009 |
3.99%
Oct 2013 - Oct 2023 |
4.21%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Profit Sharing Plan for Employees of Southwestern Stationery & Bank Strategic Asset Allocation - Optimal Moderate |
19.08%
Feb 2009 - Feb 2012 |
16.15%
Feb 2009 - Feb 2014 |
9.49%
Feb 2009 - Feb 2019 |
8.79%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart