Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Elkus Manfredi Architects 401(k) Plan Tactical Asset Allocation Moderate | NA | 25.91% | 4.97% | 9.11% | 6.84% | 8.04% | 9.46% | 10.02% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Elkus Manfredi Architects 401(k) Plan 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 (%) | -1.40 | 25.91 | 4.97 | 9.11 | 6.84 | 8.04 | 9.46 | 10.02 | NA | 8.13 | 14.08 | -13.09 | 10.89 | 19.43 | 20.28 | -9.69 | 11.24 | 7.94 | -1.65 | 5.93 | 13.97 | 11.75 | 6.32 | 11.51 | 22.25 | -6.93 | 20.06 | 17.87 | 12.84 | 17.76 | 28.55 | 3.88 | 2.50 |
| Sharpe Ratio | NA | 0.31 | -0.06 | 0.38 | 0.43 | NA | NA | 0.84 | 0.08 | 0.15 | 1.11 | -1.09 | 1.08 | 1.03 | 2.80 | -1.02 | 2.00 | 0.86 | -0.19 | 0.74 | 1.84 | 1.66 | 0.46 | 1.08 | 2.31 | -1.05 | 1.56 | 1.52 | 1.58 | 1.90 | 4.34 | 0.43 | 0.03 |
| Standard Deviation(%) | NA | 10.61 | 11.12 | 12.79 | 10.78 | NA | NA | 9.69 | 12.82 | 10.64 | 8.88 | 13.31 | 10.04 | 18.57 | 6.73 | 10.74 | 5.31 | 8.96 | 8.77 | 8.04 | 7.58 | 7.04 | 13.77 | 10.60 | 9.59 | 7.46 | 10.93 | 9.61 | 6.76 | 8.83 | 6.42 | 6.44 | 7.09 |
| Draw Down(%) | NA | 8.77 | 18.87 | 20.43 | 20.43 | NA | NA | 20.43 | 1.09 | 8.77 | 8.07 | 20.03 | 5.21 | 20.43 | 3.93 | 17.72 | 2.60 | 7.76 | 10.37 | 6.20 | 6.85 | 4.96 | 12.15 | 9.10 | 4.91 | 15.17 | 9.60 | 13.13 | 5.63 | 10.33 | 7.17 | 4.63 | 7.36 |
| Yield(%) | NA | 7.14 | 5.74 | 5.03 | 4.86 | NA | NA | 0.00 | NA | 1.05 | 7.68 | 4.38 | 5.21 | 3.99 | 4.61 | 2.85 | 1.65 | 3.59 | 7.72 | 7.94 | 3.91 | 6.12 | 3.90 | 2.50 | 4.41 | 7.86 | 10.87 | 7.35 | 5.88 | 3.63 | 5.43 | 4.21 | 4.74 |
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 |
|---|---|---|---|---|
| Elkus Manfredi Architects 401(k) Plan Tactical Asset Allocation Moderate |
2.35%
Dec 2021 - Dec 2024 |
2.47%
Dec 2013 - Dec 2018 |
5.25%
Sep 2012 - Sep 2022 |
6.44%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Elkus Manfredi Architects 401(k) Plan Tactical Asset Allocation Moderate |
24.48%
Apr 2003 - Apr 2006 |
20.86%
Mar 2003 - Mar 2008 |
14.58%
Mar 2003 - Mar 2013 |
11.98%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart