Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GAVILON 401KPLAN FOR UNION EMPLOYEES Strategic Asset Allocation - Optimal Moderate | NA | 27.09% | 2.72% | 9.49% | 8.16% | 9.44% | 8.00% | 8.80% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GAVILON 401KPLAN FOR UNION EMPLOYEES 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 (%) | -1.21 | 27.09 | 2.72 | 9.49 | 8.16 | 9.44 | 8.00 | 8.80 | NA | 8.73 | 12.23 | -15.36 | 12.66 | 28.95 | 20.27 | -0.49 | 11.43 | 7.88 | -2.09 | 5.31 | 15.40 | 13.03 | 1.16 | 20.01 | 28.79 | -23.47 | 5.40 | 9.74 | 6.73 | 14.87 | 23.88 | -1.36 | 12.22 |
| Sharpe Ratio | NA | 0.33 | -0.21 | 0.45 | 0.55 | NA | NA | 0.61 | 0.00 | 0.23 | 0.86 | -1.18 | 1.26 | 1.44 | 2.04 | -0.15 | 2.83 | 0.89 | -0.24 | 0.82 | 2.15 | 1.58 | 0.07 | 1.62 | 1.60 | -1.09 | 0.27 | 0.83 | 0.68 | 1.78 | 2.42 | -0.23 | 1.15 |
| Standard Deviation(%) | NA | 9.22 | 11.15 | 13.21 | 11.21 | NA | NA | 11.48 | 6.43 | 9.30 | 9.24 | 14.18 | 10.03 | 19.91 | 9.24 | 11.66 | 3.82 | 8.63 | 8.71 | 6.46 | 7.14 | 8.21 | 15.39 | 12.30 | 17.91 | 22.43 | 8.77 | 7.80 | 6.70 | 7.83 | 9.60 | 10.95 | 8.61 |
| Draw Down(%) | NA | 6.44 | 21.00 | 23.51 | 23.51 | NA | NA | 37.10 | 0.55 | 6.37 | 9.58 | 21.93 | 5.15 | 23.51 | 4.80 | 12.94 | 1.33 | 7.42 | 8.90 | 5.19 | 6.38 | 6.86 | 14.60 | 9.90 | 18.40 | 33.94 | 6.42 | 9.27 | 4.02 | 4.89 | 7.10 | 16.17 | 8.41 |
| Yield(%) | NA | 4.84 | 6.93 | 6.18 | 5.61 | NA | NA | 5.26 | NA | 1.03 | 4.56 | 6.82 | 8.35 | 6.20 | 3.96 | 9.26 | 0.68 | 3.83 | 6.34 | 5.97 | 3.66 | 5.44 | 2.75 | 3.84 | 4.11 | 5.57 | 4.68 | 6.31 | 3.05 | 7.98 | 5.03 | 3.48 | 8.17 |
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 |
|---|---|---|---|---|
| GAVILON 401KPLAN FOR UNION EMPLOYEES Strategic Asset Allocation - Optimal Moderate |
-8.49%
Feb 2006 - Feb 2009 |
-1.28%
Feb 2004 - Feb 2009 |
5.62%
Feb 2006 - Feb 2016 |
6.30%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAVILON 401KPLAN FOR UNION EMPLOYEES Strategic Asset Allocation - Optimal Moderate |
23.37%
Feb 2009 - Feb 2012 |
18.36%
Feb 2009 - Feb 2014 |
11.99%
Feb 2009 - Feb 2019 |
11.10%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart