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 |
|---|---|---|---|---|---|---|---|---|
| TOC-WOODWORKERS IAM DEFINED CONTRIBUTION PLAN AND TRUST Strategic Asset Allocation - Optimal Moderate | NA | 25.72% | 4.60% | 9.32% | 7.84% | 9.22% | 7.64% | 7.65% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TOC-WOODWORKERS IAM DEFINED CONTRIBUTION PLAN AND TRUST Strategic Asset Allocation - Optimal 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 (%) | -0.97 | 25.72 | 4.60 | 9.32 | 7.84 | 9.22 | 7.64 | 7.65 | NA | 10.59 | 15.32 | -12.91 | 18.20 | 12.38 | 18.32 | -4.22 | 10.58 | 11.60 | -0.08 | 9.01 | 18.89 | 15.04 | 2.66 | 12.06 | 23.64 | -25.09 | 5.80 | 11.27 | 5.39 | 11.49 | 20.61 | -5.66 | 4.06 |
| Sharpe Ratio | NA | 0.55 | -0.03 | 0.42 | 0.55 | NA | NA | 0.53 | 0.03 | 0.50 | 1.27 | -0.96 | 2.23 | 0.59 | 2.36 | -0.56 | 2.21 | 1.33 | -0.01 | 1.34 | 2.66 | 1.92 | 0.19 | 1.08 | 1.37 | -1.11 | 0.32 | 1.25 | 0.53 | 1.59 | 2.13 | -0.51 | 0.17 |
| Standard Deviation(%) | NA | 7.89 | 10.93 | 13.04 | 10.84 | NA | NA | 11.30 | 6.92 | 7.91 | 8.69 | 14.82 | 8.15 | 20.62 | 7.18 | 9.80 | 4.51 | 8.58 | 9.32 | 6.70 | 7.09 | 7.78 | 13.90 | 11.06 | 17.16 | 23.34 | 8.68 | 6.40 | 6.10 | 6.63 | 9.34 | 13.34 | 10.49 |
| Draw Down(%) | NA | 5.49 | 18.88 | 24.32 | 24.32 | NA | NA | 38.84 | 0.54 | 5.49 | 8.03 | 19.03 | 3.05 | 24.32 | 3.46 | 11.69 | 1.69 | 7.04 | 8.10 | 4.95 | 5.32 | 5.35 | 12.41 | 9.49 | 18.81 | 34.44 | 5.51 | 4.42 | 3.62 | 5.42 | 7.49 | 16.78 | 11.64 |
| Yield(%) | NA | 4.13 | 3.75 | 4.16 | 3.81 | NA | NA | 3.81 | NA | 1.48 | 3.38 | 3.76 | 2.91 | 4.57 | 4.45 | 3.75 | 0.81 | 4.51 | 5.28 | 3.24 | 2.21 | 3.67 | 2.72 | 3.36 | 3.04 | 4.79 | 6.12 | 4.30 | 3.75 | 4.11 | 3.31 | 2.94 | 5.28 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TOC-WOODWORKERS IAM DEFINED CONTRIBUTION PLAN AND TRUST Strategic Asset Allocation - Optimal Moderate |
-8.86%
Feb 2006 - Feb 2009 |
-2.62%
Feb 2004 - Feb 2009 |
5.23%
Sep 2001 - Sep 2011 |
5.91%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TOC-WOODWORKERS IAM DEFINED CONTRIBUTION PLAN AND TRUST Strategic Asset Allocation - Optimal Moderate |
20.13%
Feb 2009 - Feb 2012 |
17.61%
Feb 2009 - Feb 2014 |
11.81%
Feb 2009 - Feb 2019 |
10.76%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart