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 - Optimal Moderate | NA | 27.54% | 4.73% | 8.36% | 6.20% | 7.71% | 7.08% | 7.44% |
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 - 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 (%) | -1.20 | 27.54 | 4.73 | 8.36 | 6.20 | 7.71 | 7.08 | 7.44 | NA | 9.47 | 11.86 | -11.37 | 8.55 | 18.88 | 18.45 | -5.22 | 1.75 | 5.41 | 2.24 | 7.26 | 15.05 | 12.10 | 3.10 | 13.00 | 24.90 | -23.29 | 12.62 | 9.08 | 8.40 | 12.69 | 21.57 | -2.93 | 5.48 |
| Sharpe Ratio | NA | 0.41 | -0.11 | 0.35 | 0.37 | NA | NA | 0.54 | 0.07 | 0.28 | 0.91 | -0.90 | 0.90 | 0.98 | 2.10 | -0.56 | 0.18 | 0.61 | 0.25 | 1.14 | 2.22 | 1.54 | 0.25 | 1.15 | 1.60 | -1.30 | 1.11 | 0.78 | 1.08 | 1.57 | 2.90 | -0.40 | 0.37 |
| Standard Deviation(%) | NA | 10.20 | 11.18 | 12.89 | 11.06 | NA | NA | 10.58 | 7.85 | 10.30 | 8.33 | 14.13 | 9.44 | 19.10 | 8.12 | 11.73 | 6.29 | 8.59 | 8.92 | 6.37 | 6.75 | 7.84 | 12.52 | 11.20 | 15.47 | 18.61 | 8.66 | 7.47 | 5.76 | 7.50 | 7.21 | 10.01 | 8.53 |
| Draw Down(%) | NA | 9.67 | 18.52 | 23.39 | 23.39 | NA | NA | 35.28 | 0.70 | 9.67 | 7.35 | 18.76 | 5.88 | 23.39 | 3.66 | 13.95 | 5.24 | 7.97 | 8.18 | 5.52 | 5.74 | 6.25 | 11.28 | 9.78 | 16.79 | 33.25 | 6.11 | 8.87 | 3.86 | 7.25 | 6.36 | 15.59 | 9.80 |
| Yield(%) | NA | 5.03 | 6.13 | 6.14 | 5.05 | NA | NA | 4.65 | NA | 0.51 | 4.97 | 5.90 | 6.90 | 7.63 | 4.80 | 7.21 | 0.29 | 1.54 | 4.90 | 6.40 | 4.36 | 5.85 | 4.30 | 1.48 | 2.15 | 6.48 | 5.03 | 4.45 | 4.88 | 4.66 | 3.69 | 2.83 | 5.79 |
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 - Optimal Moderate |
-6.57%
Feb 2006 - Feb 2009 |
-0.13%
Feb 2004 - Feb 2009 |
4.49%
Oct 2013 - Oct 2023 |
4.96%
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 - Optimal Moderate |
19.84%
Feb 2009 - Feb 2012 |
16.22%
Feb 2009 - Feb 2014 |
9.72%
Feb 2009 - Feb 2019 |
9.13%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart