Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HABIF AROGETI and WYNNE LLP EMPLOYEES RETIREMENT PLAN AND TRUST Strategic Asset Allocation - Optimal Moderate | NA | 23.34% | 0.90% | 6.74% | 5.96% | 7.78% | 7.07% | 6.59% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HABIF AROGETI and WYNNE LLP EMPLOYEES RETIREMENT PLAN AND TRUST Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.82 | 23.34 | 0.90 | 6.74 | 5.96 | 7.78 | 7.07 | 6.59 | NA | 6.36 | 16.68 | -19.28 | 9.37 | 18.52 | 19.67 | -5.63 | 15.02 | 4.21 | -1.77 | 5.88 | 14.59 | 13.68 | 0.79 | 17.54 | 32.41 | -27.53 | 10.96 | 10.82 | 7.57 | 10.61 | 20.75 | -13.72 | 2.31 |
| Sharpe Ratio | NA | 0.11 | -0.28 | 0.23 | 0.40 | NA | NA | 0.46 | 0.03 | -0.03 | 1.45 | -1.35 | 0.93 | 1.09 | 2.80 | -0.80 | 3.55 | 0.50 | -0.22 | 0.95 | 2.10 | 1.69 | 0.05 | 1.55 | 2.14 | -1.38 | 0.84 | 0.95 | 0.80 | 1.21 | 1.95 | -1.04 | 0.01 |
| Standard Deviation(%) | NA | 8.32 | 11.24 | 12.34 | 10.12 | NA | NA | 10.69 | 5.81 | 8.43 | 8.58 | 15.29 | 10.03 | 16.74 | 6.53 | 8.65 | 4.06 | 8.01 | 8.09 | 6.16 | 6.95 | 8.05 | 14.28 | 11.23 | 15.09 | 20.69 | 9.51 | 7.91 | 6.74 | 7.99 | 10.31 | 14.24 | 0.05 |
| Draw Down(%) | NA | 6.26 | 23.42 | 27.42 | 27.42 | NA | NA | 38.03 | 0.51 | 6.25 | 8.55 | 24.77 | 6.28 | 23.29 | 3.23 | 11.96 | 1.44 | 6.62 | 10.15 | 4.74 | 6.74 | 6.48 | 13.80 | 8.65 | 14.31 | 36.41 | 6.51 | 8.48 | 5.16 | 7.99 | 7.17 | 19.28 | 0.00 |
| Yield(%) | NA | 2.67 | 4.36 | 4.12 | 3.27 | NA | NA | 3.28 | NA | 0.63 | 2.60 | 2.36 | 7.62 | 3.73 | 3.95 | 4.35 | 0.28 | 2.93 | 2.40 | 2.45 | 4.16 | 4.24 | 3.19 | 2.55 | 3.04 | 2.66 | 5.95 | 5.89 | 4.82 | 2.87 | 0.18 | 0.34 | 2.31 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HABIF AROGETI and WYNNE LLP EMPLOYEES RETIREMENT PLAN AND TRUST Strategic Asset Allocation - Optimal Moderate |
-7.72%
Feb 2006 - Feb 2009 |
-1.29%
Feb 2004 - Feb 2009 |
4.49%
Oct 2013 - Oct 2023 |
4.91%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HABIF AROGETI and WYNNE LLP EMPLOYEES RETIREMENT PLAN AND TRUST Strategic Asset Allocation - Optimal Moderate |
23.04%
Feb 2009 - Feb 2012 |
17.85%
Feb 2009 - Feb 2014 |
10.85%
Feb 2009 - Feb 2019 |
9.58%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart