Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FCStone Group Employee Stock Ownership Plan Tactical Asset Allocation Moderate | NA | 23.17% | 1.97% | 6.78% | 5.34% | 4.98% | 5.91% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCStone Group Employee Stock Ownership 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 (%) | -1.26 | 23.17 | 1.97 | 6.78 | 5.34 | 4.98 | 5.91 | … | … | 0.72 | 9.35 | 12.92 | -16.64 | 12.44 | 16.33 | 12.87 | -3.57 | 12.00 | 4.73 | -3.00 | 0.27 | 13.70 | 4.70 | -5.45 | 5.03 | 15.00 | -3.85 | 10.19 | 14.93 | 6.17 | 13.66 | 17.47 | -2.25 | 4.64 |
| Sharpe Ratio | NA | 0.49 | -0.22 | 0.40 | 0.48 | NA | NA | … | … | 0.07 | 0.28 | 1.07 | -1.81 | 1.49 | 1.69 | 2.51 | -0.68 | 2.73 | 0.97 | -0.55 | 0.04 | 2.14 | 0.97 | -0.74 | 0.50 | 2.09 | -1.04 | 0.78 | 1.61 | 0.81 | 2.11 | 4.30 | -1.03 | 0.76 |
| Standard Deviation(%) | NA | 9.70 | 9.31 | 9.19 | 7.51 | NA | NA | … | … | 9.48 | 9.73 | 8.08 | 9.94 | 8.35 | 9.52 | 4.58 | 7.17 | 4.16 | 4.69 | 5.53 | 5.80 | 6.39 | 4.79 | 7.45 | 9.83 | 7.12 | 4.61 | 9.19 | 7.24 | 4.92 | 6.04 | 3.90 | 3.26 | 3.08 |
| Draw Down(%) | NA | 5.91 | 15.46 | 17.28 | 17.28 | NA | NA | … | … | 0.74 | 5.91 | 8.07 | 17.20 | 4.64 | 10.94 | 2.59 | 9.24 | 2.38 | 4.29 | 6.45 | 5.39 | 5.13 | 3.56 | 9.95 | 9.27 | 3.82 | 7.62 | 6.92 | 9.32 | 4.29 | 5.40 | 1.42 | 5.88 | 2.25 |
| Yield(%) | NA | 3.98 | 5.13 | 4.73 | 3.35 | NA | NA | … | … | NA | 0.66 | 3.98 | 3.20 | 7.94 | 4.60 | 4.15 | 2.12 | 0.22 | 3.53 | 2.20 | 1.86 | 2.73 | 2.15 | 1.79 | 2.20 | 3.89 | 3.81 | 4.32 | 5.25 | 2.29 | 2.13 | 3.02 | 1.97 | 6.82 |
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 |
|---|---|---|---|---|
| FCStone Group Employee Stock Ownership Plan Tactical Asset Allocation Moderate |
0.54%
Apr 2021 – Apr 2024 |
1.83%
Dec 2010 – Dec 2015 |
3.37%
Oct 2013 – Oct 2023 |
3.74%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCStone Group Employee Stock Ownership Plan Tactical Asset Allocation Moderate |
14.89%
Apr 2003 – Apr 2006 |
13.46%
Oct 2002 – Oct 2007 |
8.01%
Apr 2003 – Apr 2013 |
7.02%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart