Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 04/29/2022.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CAMPBELL SCIENTIFIC INC. 401K PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate | NA | -7.36% | 10.15% | 8.43% | 7.88% | 6.32% | 7.35% | 7.29% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CAMPBELL SCIENTIFIC INC. 401K PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 07/15/2022 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 04/29/2022.
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 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.69 | -7.36 | 10.15 | 8.43 | 7.88 | 6.32 | 7.35 | 7.29 | -15.26 | 9.55 | 28.21 | 21.10 | -4.67 | 7.99 | 7.74 | 0.80 | 5.13 | 16.00 | 10.92 | 2.74 | 13.45 | 27.15 | -28.30 | 7.95 | 13.06 | 8.76 | 11.28 | 24.49 | -8.55 | 7.26 |
| Sharpe Ratio | NA | -0.98 | 0.50 | 0.52 | 0.71 | NA | NA | 0.55 | -1.04 | 0.99 | 1.50 | 2.70 | -0.57 | 1.43 | 0.91 | 0.09 | 0.75 | 2.39 | 1.50 | 0.20 | 1.20 | 1.63 | -1.39 | 0.56 | 1.48 | 1.15 | 1.51 | 2.72 | -0.78 | 0.46 |
| Standard Deviation(%) | NA | 12.14 | 13.93 | 12.16 | 10.00 | NA | NA | 11.00 | 14.90 | 9.61 | 18.63 | 7.30 | 10.52 | 5.14 | 8.32 | 8.37 | 6.78 | 6.69 | 7.25 | 13.26 | 11.18 | 16.58 | 21.07 | 8.79 | 6.60 | 5.74 | 6.86 | 8.75 | 12.34 | 10.78 |
| Draw Down(%) | NA | 17.15 | 21.20 | 21.20 | 21.20 | NA | NA | 41.69 | 16.92 | 6.37 | 21.20 | 2.98 | 13.59 | 3.23 | 7.54 | 8.05 | 4.53 | 4.92 | 5.73 | 11.68 | 8.65 | 17.54 | 37.12 | 6.54 | 7.41 | 4.16 | 5.83 | 7.81 | 19.45 | 12.80 |
| Yield(%) | NA | 8.78 | 6.32 | 5.47 | 4.79 | NA | NA | 4.26 | 4.69 | 4.58 | 5.68 | 6.25 | 7.57 | 0.28 | 4.17 | 5.34 | 5.74 | 4.47 | 2.19 | 2.30 | 1.86 | 2.57 | 4.36 | 6.78 | 5.87 | 3.32 | 2.62 | 1.62 | 2.92 | 4.34 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAMPBELL SCIENTIFIC INC. 401K PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate |
-9.10%
Feb 2006 - Feb 2009 |
-1.81%
Feb 2004 - Feb 2009 |
5.06%
Jan 2006 - Jan 2016 |
5.67%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAMPBELL SCIENTIFIC INC. 401K PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate |
20.97%
Feb 2009 - Feb 2012 |
17.00%
Feb 2009 - Feb 2014 |
10.70%
Feb 2009 - Feb 2019 |
8.33%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart