Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NUCOR CORPORATION PROFIT SHARING AND RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | -18.65% | -3.22% | -0.28% | 5.84% | 4.56% | NA | 4.96% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NUCOR CORPORATION PROFIT SHARING AND RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.97 | -18.65 | -3.22 | -0.28 | 5.84 | 4.56 | NA | 4.96 | -18.87 | 10.02 | 0.49 | 2.76 | 1.57 | 14.59 | 13.68 | -1.36 | 11.68 | 27.61 | -22.07 | 8.30 | 9.25 | 5.63 | 9.94 | 17.01 | -1.23 | 4.83 |
| Sharpe Ratio | NA | -1.07 | -0.35 | -0.16 | 0.51 | NA | NA | 0.36 | -1.07 | 1.74 | 0.03 | 0.32 | 0.24 | 2.35 | 2.16 | -0.14 | 1.39 | 1.70 | -1.23 | 0.65 | 1.03 | 0.65 | 1.40 | 2.45 | -0.28 | 0.31 |
| Standard Deviation(%) | NA | 18.90 | 12.37 | 10.68 | 10.43 | NA | NA | 9.97 | 18.90 | 5.40 | 8.48 | 8.41 | 6.38 | 6.19 | 6.31 | 10.24 | 8.35 | 16.23 | 18.68 | 8.16 | 5.79 | 5.34 | 6.43 | 6.65 | 8.35 | 8.08 |
| Draw Down(%) | NA | 23.96 | 23.96 | 23.96 | 23.96 | NA | NA | 34.23 | 23.96 | 3.91 | 7.60 | 7.96 | 5.37 | 5.48 | 4.57 | 11.20 | 6.65 | 16.77 | 33.00 | 5.97 | 5.57 | 3.75 | 5.52 | 5.58 | 10.24 | 8.54 |
| Yield(%) | NA | 2.79 | 2.17 | 3.72 | 3.83 | NA | NA | 4.38 | 2.78 | 0.38 | 3.27 | 4.48 | 7.79 | 3.59 | 4.20 | 3.07 | 4.35 | 4.00 | 5.78 | 5.87 | 6.76 | 3.17 | 4.38 | 3.71 | 5.19 | 6.05 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| NUCOR CORPORATION PROFIT SHARING AND RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-6.74%
Feb 2006 - Feb 2009 |
-1.40%
Feb 2004 - Feb 2009 |
4.38%
Aug 2008 - Aug 2018 |
4.49%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NUCOR CORPORATION PROFIT SHARING AND RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.49%
Feb 2009 - Feb 2012 |
15.49%
Feb 2009 - Feb 2014 |
7.87%
Mar 2003 - Mar 2013 |
7.07%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart