Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Winn-Dixie Distribution Centers Stores Inc, Strategic Asset Allocation - Equal Weight Moderate | NA | 13.47% | 6.29% | 8.22% | 6.64% | 6.56% | 7.76% | 8.47% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Winn-Dixie Distribution Centers Stores Inc, Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 1.00 | 13.47 | 6.29 | 8.22 | 6.64 | 6.56 | 7.76 | 8.47 | NA | 4.44 | 11.77 | -7.21 | 9.86 | 13.96 | 22.09 | -6.07 | 16.42 | 6.75 | -5.16 | 0.68 | 9.52 | 15.19 | -6.99 | 11.84 | 40.72 | -27.42 | 15.26 | 20.64 | 18.46 | 20.80 | 32.88 | -4.83 | -0.83 |
| Sharpe Ratio | NA | -0.34 | -0.02 | 0.49 | 0.52 | NA | NA | 0.63 | 0.20 | -0.29 | 1.13 | -0.78 | 1.14 | 0.93 | 3.15 | -0.86 | 3.69 | 0.73 | -0.61 | 0.11 | 1.38 | 1.82 | -0.48 | 1.01 | 2.33 | -1.30 | 1.16 | 1.60 | 2.09 | 2.29 | 4.80 | -0.72 | -0.31 |
| Standard Deviation(%) | NA | 7.37 | 8.43 | 10.08 | 8.94 | NA | NA | 10.52 | 6.91 | 7.29 | 6.67 | 10.99 | 8.65 | 14.72 | 6.56 | 8.62 | 4.28 | 8.90 | 8.52 | 6.02 | 6.87 | 8.30 | 14.58 | 11.69 | 17.41 | 21.73 | 10.57 | 10.85 | 7.78 | 8.67 | 6.71 | 8.22 | 10.15 |
| Draw Down(%) | NA | 7.58 | 12.57 | 17.87 | 20.48 | NA | NA | 39.32 | 1.68 | 6.64 | 5.93 | 14.39 | 4.04 | 20.48 | 3.68 | 12.65 | 1.46 | 7.49 | 11.66 | 6.41 | 6.90 | 7.53 | 17.50 | 9.59 | 16.38 | 37.18 | 7.97 | 16.32 | 7.42 | 9.79 | 6.09 | 18.00 | 14.51 |
| Yield(%) | NA | 5.45 | 5.88 | 5.92 | 5.16 | NA | NA | 0.00 | NA | 1.72 | 5.38 | 3.51 | 8.74 | 5.53 | 10.53 | 4.35 | 3.18 | 2.98 | 4.58 | 2.97 | 2.05 | 3.50 | 2.35 | 3.21 | 4.22 | 7.24 | 5.14 | 4.40 | 4.15 | 1.80 | 1.62 | 2.52 | 2.48 |
Data as of 11/29/2024, 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 |
|---|---|---|---|---|
| Winn-Dixie Distribution Centers Stores Inc, Strategic Asset Allocation - Equal Weight Moderate |
-5.04%
Feb 2006 - Feb 2009 |
1.16%
Feb 2011 - Feb 2016 |
4.23%
Oct 2007 - Oct 2017 |
4.60%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Winn-Dixie Distribution Centers Stores Inc, Strategic Asset Allocation - Equal Weight Moderate |
28.12%
Mar 2003 - Mar 2006 |
22.75%
Oct 2002 - Oct 2007 |
12.99%
Mar 2003 - Mar 2013 |
10.35%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart