Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GREYBULL RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | -4.28% | 9.47% | 8.32% | 8.43% | 8.77% | 8.79% | … | … |
Data as of 04/29/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GREYBULL RETIREMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 07/08/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 (%) | -1.59 | -4.28 | 9.47 | 8.32 | 8.43 | 8.77 | 8.79 | … | … | -7.75 | 8.91 | 14.28 | 22.24 | -4.24 | 13.70 | 7.55 | -2.63 | 10.31 | 18.50 | 13.09 | 4.99 | 15.78 | 12.41 | 2.02 | 10.06 | 14.93 | 7.00 | 11.91 | 12.42 | -7.34 | 3.41 |
| Sharpe Ratio | NA | -0.58 | 0.45 | 0.55 | 0.75 | NA | NA | … | … | -0.55 | 0.79 | 0.73 | 2.88 | -0.52 | 2.49 | 0.81 | -0.30 | 1.33 | 2.37 | 1.54 | 0.32 | 1.50 | 1.16 | 0.17 | 0.69 | 1.41 | 0.77 | 1.48 | 1.52 | -1.24 | 0.14 |
| Standard Deviation(%) | NA | 12.14 | 14.62 | 12.58 | 10.55 | NA | NA | … | … | 14.63 | 11.25 | 19.37 | 7.24 | 10.69 | 5.25 | 9.07 | 8.96 | 7.71 | 7.81 | 8.48 | 15.34 | 10.45 | 10.63 | 6.50 | 10.30 | 8.27 | 6.26 | 7.42 | 7.70 | 6.80 | 7.83 |
| Draw Down(%) | NA | 12.86 | 23.65 | 23.65 | 23.65 | NA | NA | … | … | 10.82 | 6.47 | 23.65 | 3.62 | 14.61 | 2.20 | 7.62 | 10.64 | 4.92 | 5.64 | 6.38 | 12.29 | 7.93 | 5.53 | 5.81 | 6.85 | 9.56 | 4.76 | 7.22 | 6.13 | 9.50 | 8.19 |
| Yield(%) | NA | 8.23 | 6.35 | 5.12 | 4.52 | NA | NA | … | … | 0.68 | 8.98 | 4.02 | 7.58 | 3.73 | 2.56 | 2.46 | 5.15 | 5.39 | 4.12 | 3.38 | 3.49 | 2.79 | 3.99 | 4.56 | 6.50 | 7.01 | 4.61 | 2.23 | 3.29 | 4.04 | 5.34 |
Data as of 04/29/2022, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GREYBULL RETIREMENT PLAN Tactical Asset Allocation Moderate |
2.06%
Aug 2001 – Aug 2004 |
3.13%
Mar 2015 – Mar 2020 |
7.40%
Sep 2001 – Sep 2011 |
7.79%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GREYBULL RETIREMENT PLAN Tactical Asset Allocation Moderate |
15.28%
Sep 2011 – Sep 2014 |
14.82%
Jun 2009 – Jun 2014 |
11.64%
Aug 2004 – Aug 2014 |
10.36%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart