Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 25.17% | 3.71% | 6.61% | 5.06% | 5.68% | 6.40% | 7.16% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PROFIT SHARING PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
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 | 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 (%) | -1.26 | 25.17 | 3.71 | 6.61 | 5.06 | 5.68 | 6.40 | 7.16 | NA | 8.16 | 17.25 | -14.75 | 10.01 | 10.64 | 9.11 | -3.26 | 12.12 | 2.98 | -1.51 | 0.03 | 15.48 | 7.46 | -0.59 | 9.98 | 16.58 | -3.07 | 7.99 | 13.15 | 6.38 | 14.07 | 20.88 | 2.94 | 6.54 |
| Sharpe Ratio | NA | 0.26 | -0.09 | 0.30 | 0.35 | NA | NA | 0.72 | 0.05 | 0.17 | 1.39 | -1.02 | 1.16 | 1.17 | 1.65 | -0.58 | 2.31 | 0.62 | -0.28 | 0.00 | 2.28 | 1.38 | -0.08 | 1.04 | 2.01 | -0.94 | 0.52 | 1.25 | 0.73 | 1.85 | 3.80 | 0.45 | 1.16 |
| Standard Deviation(%) | NA | 9.41 | 11.96 | 10.79 | 8.61 | NA | NA | 7.61 | 7.96 | 9.43 | 9.38 | 15.85 | 8.61 | 8.92 | 4.68 | 7.91 | 4.98 | 4.46 | 5.53 | 6.77 | 6.77 | 5.37 | 7.61 | 9.49 | 8.19 | 4.26 | 9.57 | 7.93 | 5.78 | 7.09 | 5.31 | 4.08 | 3.66 |
| Draw Down(%) | NA | 6.08 | 22.11 | 22.11 | 22.11 | NA | NA | 22.11 | 0.62 | 5.94 | 9.13 | 22.11 | 3.99 | 10.77 | 3.75 | 10.00 | 2.37 | 2.98 | 6.31 | 6.21 | 4.76 | 4.63 | 7.41 | 7.40 | 4.55 | 6.23 | 7.36 | 9.21 | 5.09 | 5.81 | 2.58 | 5.48 | 2.77 |
| Yield(%) | NA | 4.17 | 4.06 | 4.59 | 3.90 | NA | NA | 3.86 | NA | 0.80 | 4.09 | 2.84 | 4.55 | 5.26 | 6.48 | 2.07 | 0.22 | 3.65 | 5.35 | 4.14 | 3.01 | 3.56 | 1.88 | 4.74 | 4.58 | 2.66 | 4.46 | 4.19 | 2.70 | 3.07 | 2.70 | 5.21 | 6.65 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
-0.55%
Sep 2019 - Sep 2022 |
0.31%
Sep 2017 - Sep 2022 |
2.92%
Oct 2013 - Oct 2023 |
3.94%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
15.74%
Apr 2003 - Apr 2006 |
13.16%
Oct 2002 - Oct 2007 |
9.87%
Apr 2001 - Apr 2011 |
8.16%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart