Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Cornell Companies, Inc. 401(k) Profit Sharing Plan Tactical Asset Allocation Moderate | NA | 18.55% | 2.07% | 6.29% | 4.45% | 4.49% | 5.48% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Cornell Companies, Inc. 401(k) Profit Sharing 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 (%) | -0.79 | 18.55 | 2.07 | 6.29 | 4.45 | 4.49 | 5.48 | … | … | 0.70 | 6.75 | 10.08 | -8.05 | 7.84 | 12.76 | 11.42 | -4.41 | 8.75 | 1.85 | -2.76 | 2.53 | 12.85 | 6.18 | -8.91 | 7.81 | 11.95 | -3.94 | 13.84 | 18.62 | 3.47 | 9.10 | 16.60 | 1.94 | 1.46 |
| Sharpe Ratio | NA | 0.18 | -0.10 | 0.31 | 0.32 | NA | NA | … | … | 0.11 | 0.02 | 0.70 | -0.67 | 0.81 | 1.19 | 2.07 | -0.87 | 1.44 | 0.32 | -0.52 | 0.38 | 1.85 | 1.33 | -1.02 | 0.80 | 1.41 | -1.66 | 1.05 | 1.74 | 0.29 | 1.82 | 3.20 | 0.22 | -0.77 |
| Standard Deviation(%) | NA | 8.33 | 10.60 | 10.41 | 8.34 | NA | NA | … | … | 5.76 | 8.39 | 8.34 | 14.07 | 9.68 | 10.54 | 4.84 | 6.58 | 5.64 | 5.18 | 5.41 | 6.69 | 6.94 | 4.61 | 8.75 | 9.64 | 8.43 | 2.93 | 10.34 | 8.82 | 4.46 | 4.49 | 4.98 | 3.78 | 1.10 |
| Draw Down(%) | NA | 5.26 | 15.90 | 18.89 | 18.89 | NA | NA | … | … | 0.27 | 5.26 | 7.98 | 15.90 | 7.14 | 16.79 | 3.90 | 9.81 | 4.56 | 4.71 | 7.34 | 8.18 | 4.11 | 4.08 | 13.60 | 8.76 | 4.94 | 6.24 | 7.48 | 11.39 | 2.69 | 3.89 | 1.98 | 3.09 | 0.63 |
| Yield(%) | NA | 2.84 | 2.68 | 2.58 | 2.64 | NA | NA | … | … | NA | 0.47 | 3.10 | 2.96 | 2.51 | 1.86 | 2.11 | 3.49 | 0.30 | 2.86 | 2.01 | 5.17 | 2.49 | 1.31 | 2.13 | 1.82 | 1.84 | 1.52 | 4.65 | 3.44 | 4.86 | 4.08 | 3.38 | 2.46 | 3.24 |
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 |
|---|---|---|---|---|
| Cornell Companies, Inc. 401(k) Profit Sharing Plan Tactical Asset Allocation Moderate |
-0.11%
Mar 2017 – Mar 2020 |
0.34%
Mar 2015 – Mar 2020 |
1.93%
Mar 2010 – Mar 2020 |
2.89%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Cornell Companies, Inc. 401(k) Profit Sharing Plan Tactical Asset Allocation Moderate |
14.81%
Oct 2004 – Oct 2007 |
13.25%
Oct 2002 – Oct 2007 |
8.30%
Apr 2001 – Apr 2011 |
6.61%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart