Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PRATT & DAUBNER ASSOC 401K PSRP Tactical Asset Allocation Moderate | NA | 24.93% | 5.57% | 8.46% | 7.45% | 8.37% | 8.85% | 8.17% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PRATT & DAUBNER ASSOC 401K PSRP Tactical Asset Allocation 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 (%) | -0.96 | 24.93 | 5.57 | 8.46 | 7.45 | 8.37 | 8.85 | 8.17 | NA | 10.22 | 16.15 | -9.61 | 12.03 | 8.53 | 16.55 | -0.80 | 13.71 | 6.45 | 0.82 | 8.79 | 17.01 | 10.37 | 3.70 | 8.29 | 14.63 | 6.10 | 10.21 | 12.16 | 7.07 | 9.57 | 10.86 | -4.49 | 1.60 |
| Sharpe Ratio | NA | 0.50 | 0.15 | 0.38 | 0.56 | NA | NA | 0.76 | 0.08 | 0.35 | 1.51 | -0.89 | 1.26 | 0.48 | 2.54 | -0.23 | 3.27 | 0.82 | 0.10 | 1.23 | 2.59 | 1.49 | 0.30 | 0.89 | 1.74 | 0.88 | 0.84 | 1.38 | 0.87 | 1.20 | 1.52 | -0.92 | -0.13 |
| Standard Deviation(%) | NA | 10.42 | 10.44 | 11.94 | 9.87 | NA | NA | 8.57 | 9.08 | 10.49 | 7.86 | 12.42 | 9.53 | 17.17 | 5.98 | 9.20 | 4.00 | 7.58 | 8.31 | 7.11 | 6.55 | 6.94 | 12.17 | 9.22 | 8.33 | 5.88 | 8.63 | 6.43 | 5.66 | 7.17 | 6.71 | 6.06 | 5.48 |
| Draw Down(%) | NA | 7.45 | 14.89 | 19.90 | 19.90 | NA | NA | 19.90 | 0.70 | 7.45 | 5.68 | 15.59 | 4.92 | 19.90 | 3.12 | 10.26 | 1.40 | 6.27 | 7.81 | 4.17 | 4.76 | 5.17 | 9.74 | 8.34 | 4.78 | 3.18 | 5.92 | 7.02 | 4.03 | 6.08 | 5.87 | 7.34 | 6.58 |
| Yield(%) | NA | 5.64 | 4.42 | 4.66 | 4.70 | NA | NA | 0.00 | NA | 1.16 | 5.78 | 2.84 | 5.59 | 4.10 | 5.89 | 4.50 | 4.26 | 3.29 | 5.64 | 7.04 | 4.91 | 2.47 | 2.81 | 2.07 | 3.11 | 3.69 | 7.16 | 6.13 | 4.44 | 2.98 | 2.63 | 3.80 | 4.51 |
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 |
|---|---|---|---|---|
| PRATT & DAUBNER ASSOC 401K PSRP Tactical Asset Allocation Moderate |
2.45%
Oct 2001 - Oct 2004 |
4.15%
Sep 2017 - Sep 2022 |
6.16%
Oct 2013 - Oct 2023 |
7.09%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PRATT & DAUBNER ASSOC 401K PSRP Tactical Asset Allocation Moderate |
13.49%
Sep 2011 - Sep 2014 |
12.27%
Jun 2009 - Jun 2014 |
10.57%
Aug 2004 - Aug 2014 |
9.61%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart