Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Brown Shoe Company, Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate | NA | 23.36% | -1.10% | 3.66% | 3.77% | 4.89% | 5.78% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Brown Shoe Company, Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -0.88 | 23.36 | -1.10 | 3.66 | 3.77 | 4.89 | 5.78 | … | … | 0.69 | 5.12 | 14.81 | -20.62 | 3.03 | 15.11 | 10.58 | -1.31 | 10.00 | 3.63 | -1.78 | 1.69 | 18.06 | 7.68 | -0.16 | 5.90 | 16.21 | -3.04 | 10.86 | 12.11 | 4.63 | 11.08 | 17.48 | 5.66 | 6.36 |
| Sharpe Ratio | NA | 0.06 | -0.36 | 0.02 | 0.20 | NA | NA | … | … | 0.09 | -0.15 | 1.13 | -1.40 | 0.33 | 1.90 | 1.98 | -0.35 | 1.75 | 0.84 | -0.36 | 0.22 | 2.61 | 1.56 | -0.03 | 0.61 | 2.02 | -0.98 | 0.79 | 1.20 | 0.43 | 1.30 | 3.09 | 1.75 | 1.11 |
| Standard Deviation(%) | NA | 9.96 | 12.06 | 10.81 | 8.56 | NA | NA | … | … | 7.23 | 10.06 | 9.31 | 15.75 | 9.23 | 7.84 | 4.64 | 7.50 | 5.35 | 4.08 | 5.08 | 7.58 | 6.91 | 4.87 | 7.05 | 9.58 | 7.99 | 4.04 | 10.00 | 7.37 | 5.66 | 7.80 | 5.44 | 2.60 | 3.64 |
| Draw Down(%) | NA | 7.95 | 24.09 | 28.45 | 28.45 | NA | NA | … | … | 0.52 | 7.95 | 9.77 | 25.81 | 6.32 | 10.25 | 3.26 | 8.25 | 4.61 | 3.49 | 5.47 | 5.71 | 4.95 | 4.10 | 6.04 | 8.53 | 4.37 | 6.36 | 7.43 | 9.11 | 4.94 | 6.76 | 3.26 | 1.60 | 2.78 |
| Yield(%) | NA | 4.22 | 4.47 | 4.49 | 3.77 | NA | NA | … | … | NA | 0.54 | 4.40 | 2.62 | 5.97 | 5.17 | 4.44 | 2.67 | 0.52 | 2.35 | 5.13 | 4.37 | 5.33 | 3.76 | 1.61 | 4.07 | 4.29 | 2.54 | 6.05 | 5.37 | 3.61 | 4.46 | 3.14 | 5.36 | 6.47 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Brown Shoe Company, Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate |
-3.10%
Sep 2019 – Sep 2022 |
-0.92%
Sep 2017 – Sep 2022 |
1.96%
Oct 2013 – Oct 2023 |
3.51%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Brown Shoe Company, Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate |
12.60%
Apr 2003 – Apr 2006 |
12.03%
Oct 2002 – Oct 2007 |
8.98%
Apr 2001 – Apr 2011 |
7.80%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart