Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 03/31/2023.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| RELIANCE STEEL and ALUMINUM CO. MASTER 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | 6.06% | NA | -1.95% | 9.75% | 6.11% | 5.67% | 5.65% | 6.95% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RELIANCE STEEL and ALUMINUM CO. MASTER 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 05/30/2023 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 03/31/2023.
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 | 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 (%) | 2.30 | -1.95 | 9.75 | 6.11 | 5.67 | 5.65 | 6.95 | 6.06 | 6.15 | -11.24 | 8.26 | 17.06 | 19.71 | -6.51 | 11.94 | 2.59 | 3.82 | 1.31 | 12.58 | 12.75 | -1.31 | 10.96 | 25.69 | -21.52 | 10.89 | 10.38 | 8.84 | 10.34 | 18.36 | -3.01 | -0.99 |
| Sharpe Ratio | NA | 0.03 | 0.49 | 0.41 | 0.50 | NA | NA | 0.52 | 0.52 | -0.96 | 0.96 | 0.97 | 2.88 | -0.87 | 2.74 | 0.28 | 0.43 | 0.19 | 2.16 | 2.24 | -0.12 | 1.23 | 1.67 | -1.18 | 0.87 | 1.04 | 1.30 | 1.45 | 3.17 | -0.57 | -0.46 |
| Standard Deviation(%) | NA | 11.43 | 10.60 | 11.52 | 9.68 | NA | NA | 9.69 | 8.08 | 13.13 | 8.58 | 17.41 | 6.35 | 8.98 | 4.14 | 8.66 | 8.75 | 6.84 | 5.81 | 5.66 | 10.84 | 8.83 | 15.29 | 18.97 | 9.13 | 6.83 | 5.14 | 6.50 | 5.58 | 7.22 | 7.24 |
| Draw Down(%) | NA | 9.31 | 18.48 | 21.10 | 21.10 | NA | NA | 34.22 | 4.61 | 17.50 | 5.13 | 21.10 | 2.91 | 12.96 | 2.84 | 8.17 | 8.38 | 5.56 | 5.78 | 4.52 | 11.80 | 7.17 | 15.93 | 32.55 | 5.45 | 7.74 | 3.58 | 5.85 | 4.09 | 10.17 | 10.76 |
| Yield(%) | NA | 3.19 | 3.84 | 3.76 | 3.55 | NA | NA | 3.81 | 0.75 | 2.30 | 5.37 | 3.28 | 3.34 | 4.04 | 0.39 | 1.89 | 6.69 | 5.30 | 3.45 | 3.85 | 2.62 | 4.02 | 3.99 | 4.77 | 5.50 | 4.64 | 3.17 | 2.80 | 3.23 | 4.00 | 4.43 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RELIANCE STEEL and ALUMINUM CO. MASTER 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.48%
Feb 2006 - Feb 2009 |
0.21%
Feb 2004 - Feb 2009 |
4.98%
Sep 2012 - Sep 2022 |
4.57%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RELIANCE STEEL and ALUMINUM CO. MASTER 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.34%
Feb 2009 - Feb 2012 |
14.52%
Feb 2009 - Feb 2014 |
8.78%
Feb 2009 - Feb 2019 |
7.61%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart