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 Strategic Asset Allocation - Equal Weight Moderate | NA | 21.53% | 1.82% | 5.49% | 4.35% | 5.74% | 5.83% | 6.66% |
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 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 (%) | -0.97 | 21.53 | 1.82 | 5.49 | 4.35 | 5.74 | 5.83 | 6.66 | NA | 6.98 | 10.81 | -12.75 | 4.27 | 14.10 | 18.98 | -8.54 | 12.65 | 4.18 | -3.73 | 3.00 | 11.02 | 11.92 | -0.89 | 12.17 | 28.61 | -25.91 | 15.97 | 13.59 | 4.51 | 13.50 | 27.65 | -0.46 | 5.16 |
| Sharpe Ratio | NA | 0.19 | -0.23 | 0.14 | 0.27 | NA | NA | 0.51 | 0.03 | 0.05 | 0.79 | -1.17 | 0.50 | 0.79 | 2.57 | -1.02 | 2.46 | 0.46 | -0.45 | 0.43 | 1.67 | 1.93 | -0.09 | 1.24 | 2.17 | -1.47 | 1.28 | 1.27 | 0.31 | 1.72 | 4.32 | -0.17 | 0.29 |
| Standard Deviation(%) | NA | 8.63 | 9.82 | 11.61 | 9.91 | NA | NA | 9.86 | 8.32 | 8.67 | 8.27 | 12.09 | 8.52 | 17.62 | 6.83 | 9.67 | 4.89 | 8.72 | 8.37 | 6.87 | 6.59 | 6.14 | 10.74 | 9.74 | 13.13 | 18.23 | 10.17 | 8.16 | 7.56 | 7.32 | 6.25 | 9.12 | 9.81 |
| Draw Down(%) | NA | 6.09 | 18.07 | 23.53 | 23.53 | NA | NA | 36.87 | 0.79 | 6.09 | 7.79 | 18.77 | 5.59 | 23.53 | 3.49 | 15.42 | 3.21 | 6.86 | 10.79 | 5.98 | 6.77 | 4.88 | 11.27 | 8.30 | 14.66 | 36.04 | 8.16 | 10.94 | 6.22 | 9.13 | 5.66 | 14.60 | 14.48 |
| Yield(%) | NA | 4.59 | 4.27 | 3.90 | 3.26 | NA | NA | 4.08 | NA | 0.62 | 4.82 | 3.01 | 4.47 | 4.03 | 2.52 | 2.75 | 0.42 | 1.89 | 4.71 | 3.58 | 2.17 | 3.50 | 3.79 | 4.61 | 3.42 | 8.19 | 7.52 | 6.65 | 5.77 | 5.26 | 4.07 | 2.22 | 3.90 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.08%
Feb 2006 - Feb 2009 |
0.44%
Feb 2004 - Feb 2009 |
2.99%
Oct 2013 - Oct 2023 |
3.25%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Elkus Manfredi Architects 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate |
18.34%
Feb 2009 - Feb 2012 |
16.20%
Oct 2002 - Oct 2007 |
9.54%
Mar 2003 - Mar 2013 |
8.09%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart