Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MARITZ INC. EMPLOYEE INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 23.46% | 2.63% | 5.62% | 5.57% | 7.23% | 6.67% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MARITZ INC. EMPLOYEE INVESTMENT 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 (%) | -1.09 | 23.46 | 2.63 | 5.62 | 5.57 | 7.23 | 6.67 | … | … | 0.24 | 7.15 | 11.17 | -12.91 | 7.61 | 15.36 | 14.52 | -5.86 | 11.05 | 5.95 | 1.06 | 4.91 | 15.67 | 13.50 | -0.27 | 15.46 | 23.80 | -24.48 | 9.14 | 13.43 | 8.54 | 14.08 | 23.52 | -5.51 | 0.90 |
| Sharpe Ratio | NA | 0.19 | -0.24 | 0.22 | 0.34 | NA | NA | … | … | 0.02 | 0.07 | 0.82 | -1.01 | 0.85 | 0.82 | 1.49 | -0.74 | 2.06 | 0.71 | 0.12 | 0.79 | 2.30 | 1.74 | -0.02 | 1.33 | 1.41 | -1.12 | 0.65 | 1.39 | 1.07 | 1.89 | 2.72 | -0.60 | -0.14 |
| Standard Deviation(%) | NA | 8.24 | 10.65 | 12.31 | 10.44 | NA | NA | … | … | 7.36 | 8.33 | 8.48 | 14.09 | 8.92 | 18.36 | 8.82 | 9.69 | 5.07 | 8.12 | 8.48 | 6.18 | 6.80 | 7.71 | 13.44 | 11.54 | 16.86 | 22.60 | 9.49 | 7.32 | 5.97 | 6.96 | 8.38 | 10.98 | 10.13 |
| Draw Down(%) | NA | 6.64 | 20.17 | 21.52 | 22.16 | NA | NA | … | … | 0.65 | 6.55 | 7.95 | 20.26 | 5.40 | 21.52 | 5.49 | 12.67 | 3.02 | 6.95 | 7.81 | 4.74 | 5.37 | 6.06 | 12.79 | 8.46 | 16.68 | 35.19 | 6.09 | 7.72 | 4.00 | 6.49 | 7.49 | 16.42 | 13.67 |
| Yield(%) | NA | 2.78 | 3.88 | 4.02 | 4.15 | NA | NA | … | … | NA | 0.64 | 2.51 | 3.91 | 4.49 | 2.94 | 6.11 | 5.17 | 0.43 | 5.25 | 3.91 | 6.78 | 2.93 | 2.73 | 2.32 | 2.14 | 2.63 | 2.67 | 4.38 | 4.85 | 4.16 | 2.68 | 2.99 | 2.94 | 3.91 |
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 |
|---|---|---|---|---|
| MARITZ INC. EMPLOYEE INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate |
-7.17%
Feb 2006 – Feb 2009 |
-0.23%
Feb 2004 – Feb 2009 |
4.06%
Oct 2013 – Oct 2023 |
4.35%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MARITZ INC. EMPLOYEE INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate |
20.04%
Feb 2009 – Feb 2012 |
16.56%
Feb 2009 – Feb 2014 |
10.29%
Feb 2009 – Feb 2019 |
8.77%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart