Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ROBERTSON-RYAN and ASSOCIATES INC. 401K SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 21.68% | -0.86% | 4.56% | 3.73% | 4.71% | 5.07% | 6.17% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ROBERTSON-RYAN and ASSOCIATES INC. 401K SAVINGS 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 (%) | -1.33 | 21.68 | -0.86 | 4.56 | 3.73 | 4.71 | 5.07 | 6.17 | NA | 8.32 | 8.90 | -18.28 | 6.85 | 15.43 | 11.87 | -3.10 | 4.98 | 5.37 | -1.65 | -1.18 | 13.46 | 8.60 | 4.71 | 4.66 | 20.88 | -15.03 | 11.64 | 10.98 | 2.50 | 13.62 | 21.84 | 6.09 | 6.78 |
| Sharpe Ratio | NA | 0.25 | -0.43 | 0.10 | 0.23 | NA | NA | 0.61 | 0.06 | 0.15 | 0.60 | -1.97 | 0.57 | 1.66 | 2.19 | -0.58 | 0.89 | 1.18 | -0.28 | -0.22 | 2.13 | 1.99 | 0.60 | 0.56 | 3.08 | -1.58 | 1.09 | 1.22 | 0.06 | 1.91 | 3.49 | 0.87 | 0.75 |
| Standard Deviation(%) | NA | 11.82 | 10.01 | 10.29 | 8.29 | NA | NA | 7.44 | 10.61 | 11.82 | 7.71 | 9.99 | 12.01 | 9.13 | 4.77 | 7.60 | 4.92 | 4.39 | 5.98 | 5.34 | 6.29 | 4.30 | 7.76 | 8.11 | 6.76 | 10.07 | 7.96 | 6.34 | 5.27 | 6.62 | 6.05 | 5.73 | 5.93 |
| Draw Down(%) | NA | 9.98 | 17.60 | 22.29 | 22.29 | NA | NA | 22.29 | 0.97 | 9.98 | 6.00 | 18.90 | 6.61 | 10.22 | 1.98 | 9.75 | 2.48 | 2.69 | 7.74 | 5.48 | 6.50 | 2.38 | 4.92 | 8.42 | 3.50 | 21.51 | 6.53 | 6.65 | 4.74 | 6.69 | 4.42 | 5.18 | 4.14 |
| Yield(%) | NA | 5.56 | 6.38 | 6.56 | 4.75 | NA | NA | 5.08 | NA | 0.55 | 5.88 | 6.00 | 6.77 | 6.89 | 7.63 | 5.20 | 0.26 | 1.51 | 3.94 | 3.72 | 5.44 | 6.89 | 5.91 | 3.24 | 4.86 | 3.41 | 5.19 | 4.25 | 4.85 | 4.09 | 6.24 | 5.11 | 8.97 |
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 |
|---|---|---|---|---|
| ROBERTSON-RYAN and ASSOCIATES INC. 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
-2.90%
Apr 2021 - Apr 2024 |
0.82%
Dec 2013 - Dec 2018 |
1.91%
Oct 2013 - Oct 2023 |
3.16%
Mar 2008 - Mar 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROBERTSON-RYAN and ASSOCIATES INC. 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
14.54%
Jun 2002 - Jun 2005 |
13.22%
Oct 2002 - Oct 2007 |
8.51%
Apr 2001 - Apr 2011 |
7.11%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart