Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Eykon Wall Source Inc 401K Plan Strategic Asset Allocation - Optimal Moderate | NA | 26.14% | 0.58% | 4.95% | 4.62% | 6.95% | 5.22% | 6.04% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Eykon Wall Source Inc 401K 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 (%) | -0.75 | 26.14 | 0.58 | 4.95 | 4.62 | 6.95 | 5.22 | 6.04 | NA | 5.52 | 8.95 | -15.58 | 3.47 | 16.46 | 19.82 | -5.40 | 2.20 | 6.42 | 1.70 | 6.54 | 18.18 | 14.32 | 1.84 | 14.93 | 18.91 | -31.77 | 6.35 | 10.03 | 6.68 | 9.95 | 23.54 | -3.04 | 10.43 |
| Sharpe Ratio | NA | 0.04 | -0.35 | 0.06 | 0.22 | NA | NA | 0.38 | 0.05 | -0.11 | 0.53 | -1.19 | 0.30 | 0.90 | 2.67 | -0.66 | 0.22 | 0.80 | 0.21 | 0.95 | 2.66 | 2.02 | 0.13 | 1.47 | 1.13 | -1.29 | 0.38 | 0.97 | 0.66 | 1.20 | 2.59 | -0.34 | 0.76 |
| Standard Deviation(%) | NA | 9.36 | 11.09 | 12.87 | 10.74 | NA | NA | 11.37 | 8.88 | 9.43 | 8.85 | 14.27 | 11.46 | 18.01 | 6.89 | 10.16 | 7.17 | 7.75 | 8.03 | 6.89 | 6.81 | 7.07 | 14.30 | 10.11 | 16.72 | 25.29 | 8.85 | 7.00 | 6.79 | 7.52 | 8.83 | 12.26 | 10.71 |
| Draw Down(%) | NA | 8.70 | 20.24 | 23.90 | 23.90 | NA | NA | 47.41 | 0.78 | 8.70 | 11.41 | 21.98 | 5.63 | 22.48 | 3.32 | 14.01 | 5.34 | 6.72 | 6.87 | 4.57 | 5.54 | 5.40 | 13.38 | 7.71 | 22.33 | 44.30 | 6.16 | 7.06 | 4.62 | 6.58 | 5.48 | 14.99 | 11.65 |
| Yield(%) | NA | 5.92 | 7.04 | 8.17 | 6.52 | NA | NA | 5.11 | NA | 0.60 | 5.74 | 6.55 | 7.59 | 4.94 | 16.41 | 3.89 | 0.34 | 6.03 | 6.87 | 7.64 | 5.73 | 2.22 | 2.09 | 2.10 | 3.48 | 7.97 | 7.88 | 5.86 | 3.87 | 2.18 | 2.26 | 2.12 | 3.16 |
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 |
|---|---|---|---|---|
| Eykon Wall Source Inc 401K Plan Strategic Asset Allocation - Optimal Moderate |
-12.88%
Feb 2006 - Feb 2009 |
-5.07%
Feb 2004 - Feb 2009 |
3.01%
Oct 2013 - Oct 2023 |
3.18%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Eykon Wall Source Inc 401K Plan Strategic Asset Allocation - Optimal Moderate |
20.05%
Feb 2009 - Feb 2012 |
17.70%
Feb 2009 - Feb 2014 |
10.35%
Feb 2009 - Feb 2019 |
8.47%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart