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 - Optimal Moderate | NA | 24.45% | 4.65% | 8.71% | 6.64% | 7.87% | 6.98% | 6.82% |
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 - 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 (%) | -0.90 | 24.45 | 4.65 | 8.71 | 6.64 | 7.87 | 6.98 | 6.82 | NA | 7.68 | 16.19 | -14.03 | 11.05 | 19.14 | 16.10 | -2.93 | 10.64 | 1.74 | 1.05 | 7.23 | 17.03 | 10.84 | 2.28 | 10.62 | 20.29 | -20.64 | 8.29 | 11.39 | 7.01 | 9.27 | 20.66 | -5.37 | -0.47 |
| Sharpe Ratio | NA | 0.27 | -0.08 | 0.40 | 0.46 | NA | NA | 0.51 | 0.06 | 0.12 | 1.55 | -1.10 | 1.26 | 1.06 | 2.16 | -0.44 | 2.20 | 0.19 | 0.12 | 1.06 | 2.54 | 1.53 | 0.18 | 1.04 | 1.42 | -1.10 | 0.62 | 1.33 | 0.89 | 1.26 | 2.46 | -0.60 | -0.33 |
| Standard Deviation(%) | NA | 9.23 | 10.69 | 12.15 | 10.13 | NA | NA | 10.11 | 8.28 | 9.28 | 7.72 | 14.01 | 8.77 | 17.80 | 6.80 | 9.64 | 4.54 | 8.02 | 8.21 | 6.84 | 6.69 | 7.07 | 12.41 | 10.18 | 14.19 | 19.62 | 8.53 | 6.12 | 5.44 | 6.60 | 8.13 | 10.86 | 8.37 |
| Draw Down(%) | NA | 6.99 | 19.26 | 20.51 | 20.51 | NA | NA | 32.65 | 0.68 | 6.99 | 6.19 | 20.04 | 4.90 | 20.51 | 3.39 | 11.05 | 3.43 | 6.75 | 7.57 | 4.48 | 5.24 | 5.23 | 10.42 | 8.47 | 14.61 | 29.79 | 5.77 | 6.40 | 4.08 | 5.56 | 7.66 | 15.18 | 11.27 |
| Yield(%) | NA | 5.39 | 4.67 | 4.28 | 3.93 | NA | NA | 3.81 | NA | 0.65 | 5.36 | 3.30 | 4.68 | 3.94 | 3.92 | 4.47 | 0.31 | 1.58 | 5.89 | 5.96 | 5.12 | 2.38 | 2.81 | 2.32 | 2.60 | 3.86 | 6.81 | 5.86 | 3.98 | 3.16 | 2.48 | 2.47 | 3.79 |
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 - Optimal Moderate |
-5.25%
Feb 2006 - Feb 2009 |
-0.38%
Feb 2004 - Feb 2009 |
5.28%
Dec 2006 - Dec 2016 |
4.88%
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 - Optimal Moderate |
16.60%
Feb 2009 - Feb 2012 |
14.92%
Feb 2009 - Feb 2014 |
9.38%
Feb 2009 - Feb 2019 |
9.06%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart