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 Strategic Asset Allocation - Equal Weight Moderate | NA | 24.45% | 5.77% | 8.82% | 6.20% | 7.01% | 6.56% | 7.00% |
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 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 (%) | -1.12 | 24.45 | 5.77 | 8.82 | 6.20 | 7.01 | 6.56 | 7.00 | NA | 8.26 | 11.45 | -6.35 | 6.56 | 19.79 | 17.66 | -4.81 | 1.18 | 2.35 | 3.67 | 4.38 | 12.36 | 11.32 | 2.31 | 11.31 | 24.77 | -19.98 | 8.87 | 10.10 | 6.64 | 10.55 | 20.97 | -1.11 | 4.81 |
| Sharpe Ratio | NA | 0.28 | 0.00 | 0.45 | 0.41 | NA | NA | 0.64 | 0.07 | 0.17 | 0.87 | -0.61 | 0.74 | 1.17 | 2.25 | -0.66 | 0.10 | 0.26 | 0.42 | 0.64 | 2.36 | 2.30 | 0.29 | 1.83 | 2.35 | -1.71 | 0.93 | 1.50 | 1.13 | 2.14 | 4.24 | -0.28 | 0.49 |
| Standard Deviation(%) | NA | 9.71 | 10.38 | 11.67 | 9.94 | NA | NA | 8.31 | 10.70 | 9.70 | 8.31 | 12.64 | 8.83 | 16.67 | 7.23 | 9.27 | 5.32 | 8.39 | 8.61 | 6.85 | 5.22 | 4.90 | 7.81 | 6.12 | 10.52 | 12.23 | 6.33 | 4.57 | 3.97 | 4.49 | 4.79 | 7.85 | 5.06 |
| Draw Down(%) | NA | 8.36 | 13.86 | 20.31 | 20.31 | NA | NA | 30.57 | 0.90 | 8.36 | 6.20 | 13.86 | 6.43 | 20.31 | 3.16 | 12.85 | 5.11 | 7.12 | 7.48 | 5.65 | 5.12 | 3.95 | 8.28 | 5.37 | 14.38 | 28.55 | 4.73 | 5.02 | 2.96 | 5.45 | 3.02 | 11.15 | 5.78 |
| Yield(%) | NA | 5.00 | 5.76 | 5.70 | 4.74 | NA | NA | 5.16 | NA | 0.51 | 5.26 | 4.80 | 6.78 | 7.04 | 4.41 | 6.30 | 0.20 | 1.24 | 5.67 | 5.46 | 3.65 | 6.62 | 4.51 | 4.43 | 5.59 | 7.12 | 5.57 | 5.31 | 5.90 | 5.35 | 4.46 | 5.35 | 7.15 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.01%
Feb 2006 - Feb 2009 |
0.14%
Feb 2004 - Feb 2009 |
4.43%
Mar 2010 - Mar 2020 |
4.81%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROBERTSON-RYAN and ASSOCIATES INC. 401K SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.48%
Feb 2009 - Feb 2012 |
14.22%
Feb 2009 - Feb 2014 |
8.46%
Mar 2003 - Mar 2013 |
8.46%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart