Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Colorado Rockies Baseball Club Retirement Plan Strategic Asset Allocation – Optimal Moderate | NA | 25.39% | 4.56% | 6.47% | 5.28% | 6.67% | 7.21% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Colorado Rockies Baseball Club Retirement Plan Strategic Asset Allocation – Optimal 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 (%) | -1.19 | 25.39 | 4.56 | 6.47 | 5.28 | 6.67 | 7.21 | … | … | 0.30 | 8.73 | 14.56 | -10.77 | 6.41 | 8.91 | 15.23 | -5.80 | 9.47 | 8.65 | -1.53 | 5.67 | 13.87 | 13.81 | -5.09 | 14.55 | 31.91 | -20.37 | 12.82 | 15.22 | 10.48 | 14.75 | 23.35 | -0.97 | -0.04 |
| Sharpe Ratio | NA | 0.41 | -0.01 | 0.24 | 0.35 | NA | NA | … | … | 0.04 | 0.25 | 1.25 | -0.88 | 0.73 | 0.58 | 1.63 | -0.67 | 1.52 | 1.00 | -0.18 | 0.83 | 1.87 | 1.95 | -0.35 | 1.27 | 1.89 | -1.10 | 0.93 | 1.52 | 1.37 | 1.89 | 2.88 | -0.22 | -0.29 |
| Standard Deviation(%) | NA | 8.38 | 10.49 | 11.23 | 9.95 | NA | NA | … | … | 6.99 | 8.43 | 8.25 | 13.79 | 8.79 | 14.94 | 8.48 | 10.63 | 5.83 | 8.43 | 8.53 | 6.82 | 7.42 | 7.06 | 14.71 | 11.37 | 16.83 | 19.40 | 10.60 | 7.87 | 6.06 | 7.30 | 7.87 | 9.45 | 8.14 |
| Draw Down(%) | NA | 5.42 | 19.68 | 22.37 | 22.37 | NA | NA | … | … | 0.59 | 5.38 | 7.42 | 19.68 | 4.15 | 22.37 | 5.91 | 13.35 | 2.74 | 6.39 | 9.74 | 5.04 | 6.91 | 5.96 | 17.04 | 9.05 | 16.32 | 32.55 | 8.86 | 9.87 | 4.86 | 7.57 | 6.13 | 14.50 | 11.01 |
| Yield(%) | NA | 5.30 | 5.20 | 4.75 | 4.23 | NA | NA | … | … | NA | 0.89 | 5.48 | 4.78 | 4.99 | 4.19 | 3.93 | 3.94 | 0.50 | 4.51 | 6.09 | 3.73 | 6.67 | 4.67 | 3.19 | 5.84 | 3.91 | 5.93 | 8.21 | 6.84 | 6.52 | 5.04 | 2.82 | 3.84 | 9.58 |
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 |
|---|---|---|---|---|
| Colorado Rockies Baseball Club Retirement Plan Strategic Asset Allocation – Optimal Moderate |
-3.69%
Feb 2006 – Feb 2009 |
0.25%
Sep 2017 – Sep 2022 |
3.77%
Oct 2013 – Oct 2023 |
4.28%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Colorado Rockies Baseball Club Retirement Plan Strategic Asset Allocation – Optimal Moderate |
19.45%
Feb 2009 – Feb 2012 |
16.41%
Oct 2002 – Oct 2007 |
10.81%
Mar 2003 – Mar 2013 |
9.56%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart