Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GRANT THORNTON LLP 401K SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 15.04% | 7.22% | 11.46% | 7.64% | 8.44% | 10.38% | 11.35% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GRANT THORNTON LLP 401K SAVINGS PLAN Tactical Asset Allocation 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 (%) | 0.62 | 15.04 | 7.22 | 11.46 | 7.64 | 8.44 | 10.38 | 11.35 | NA | 5.53 | 16.85 | -8.22 | 11.72 | 26.13 | 17.63 | -12.29 | 13.40 | 6.35 | -1.36 | 2.21 | 16.57 | 14.82 | 2.39 | 13.63 | 26.58 | 2.81 | 19.28 | 17.24 | 16.88 | 17.73 | 28.36 | 9.15 | 2.30 |
| Sharpe Ratio | NA | -0.28 | 0.19 | 0.60 | 0.45 | NA | NA | 0.91 | 0.10 | -0.10 | 1.54 | -0.68 | 1.19 | 1.34 | 2.25 | -1.12 | 2.20 | 0.64 | -0.15 | 0.27 | 2.20 | 1.94 | 0.15 | 1.11 | 2.21 | 0.32 | 1.40 | 1.43 | 2.16 | 1.68 | 4.06 | 1.70 | 0.00 |
| Standard Deviation(%) | NA | 10.37 | 11.05 | 12.92 | 11.21 | NA | NA | 10.20 | 7.81 | 10.66 | 8.19 | 14.09 | 9.81 | 19.34 | 7.21 | 12.16 | 5.81 | 9.63 | 8.95 | 8.12 | 7.52 | 7.62 | 16.07 | 12.17 | 11.97 | 5.94 | 11.61 | 9.74 | 6.81 | 10.02 | 6.82 | 4.74 | 6.04 |
| Draw Down(%) | NA | 7.86 | 13.70 | 18.02 | 21.54 | NA | NA | 21.54 | 2.75 | 7.73 | 5.71 | 15.42 | 4.41 | 21.54 | 3.23 | 21.47 | 2.29 | 8.85 | 9.14 | 8.02 | 8.10 | 5.22 | 14.50 | 8.94 | 5.48 | 5.03 | 8.66 | 13.61 | 5.56 | 10.76 | 5.93 | 2.41 | 5.08 |
| Yield(%) | NA | 2.29 | 2.94 | 5.05 | 4.13 | NA | NA | 0.00 | NA | 1.01 | 2.91 | 4.88 | 8.10 | 7.28 | 3.77 | 3.85 | 2.21 | 4.36 | 2.90 | 3.31 | 4.98 | 4.91 | 2.63 | 2.97 | 4.42 | 8.80 | 9.33 | 9.00 | 6.57 | 1.26 | 3.37 | 2.81 | 7.53 |
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 |
|---|---|---|---|---|
| GRANT THORNTON LLP 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
0.84%
Mar 2017 - Mar 2020 |
1.29%
Dec 2013 - Dec 2018 |
5.28%
Mar 2010 - Mar 2020 |
7.84%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRANT THORNTON LLP 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
24.27%
Apr 2003 - Apr 2006 |
20.99%
Feb 2003 - Feb 2008 |
16.64%
Apr 2003 - Apr 2013 |
13.36%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart