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 Strategic Asset Allocation - Equal Weight Moderate | NA | 20.97% | 5.59% | 9.77% | 7.18% | 8.09% | 7.14% | 7.18% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.89 | 20.97 | 5.59 | 9.77 | 7.18 | 8.09 | 7.14 | 7.18 | NA | 8.33 | 14.83 | -7.64 | 8.33 | 22.56 | 15.89 | -3.93 | 9.52 | 1.73 | 3.43 | 6.16 | 15.72 | 11.87 | 1.94 | 10.59 | 18.99 | -19.89 | 8.47 | 11.46 | 6.44 | 8.47 | 19.85 | -3.41 | 3.29 |
| Sharpe Ratio | NA | 0.35 | 0.10 | 0.54 | 0.54 | NA | NA | 0.58 | 0.07 | 0.20 | 1.46 | -0.72 | 0.87 | 1.24 | 2.11 | -0.54 | 1.80 | 0.19 | 0.38 | 0.93 | 2.46 | 1.79 | 0.16 | 1.16 | 1.49 | -1.20 | 0.69 | 1.42 | 0.85 | 1.22 | 2.91 | -0.48 | 0.14 |
| Standard Deviation(%) | NA | 8.59 | 9.78 | 11.84 | 10.04 | NA | NA | 9.50 | 7.97 | 8.63 | 7.27 | 12.61 | 9.53 | 17.93 | 6.86 | 9.66 | 4.95 | 8.15 | 8.89 | 6.59 | 6.38 | 6.59 | 11.90 | 9.04 | 12.66 | 17.39 | 7.99 | 5.78 | 5.02 | 6.19 | 6.58 | 9.33 | 7.04 |
| Draw Down(%) | NA | 6.23 | 14.30 | 19.46 | 19.46 | NA | NA | 30.94 | 0.61 | 6.21 | 5.27 | 14.67 | 5.06 | 19.46 | 3.54 | 11.31 | 3.42 | 7.55 | 7.34 | 4.61 | 5.32 | 4.89 | 9.92 | 7.33 | 13.18 | 28.30 | 5.37 | 6.64 | 3.68 | 5.76 | 6.45 | 13.45 | 8.16 |
| Yield(%) | NA | 5.63 | 4.89 | 4.33 | 3.94 | NA | NA | 3.81 | NA | 0.59 | 6.14 | 2.58 | 5.49 | 4.57 | 2.85 | 4.02 | 0.38 | 1.34 | 7.68 | 4.74 | 4.49 | 2.07 | 2.80 | 2.36 | 2.56 | 2.71 | 6.56 | 4.91 | 4.31 | 3.87 | 3.15 | 3.16 | 4.40 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.70%
Feb 2006 - Feb 2009 |
-0.22%
Feb 2004 - Feb 2009 |
5.36%
Dec 2006 - Dec 2016 |
5.25%
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 Strategic Asset Allocation - Equal Weight Moderate |
15.71%
Feb 2009 - Feb 2012 |
14.05%
Feb 2009 - Feb 2014 |
9.04%
Feb 2009 - Feb 2019 |
9.29%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart