Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| T & M PROTECTION RESOURCES LLC 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 1.04% | 8.42% | 6.00% | 5.89% | 5.36% | 6.97% | … | … |
Data as of 01/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| T & M PROTECTION RESOURCES LLC 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 04/22/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.48 | 1.04 | 8.42 | 6.00 | 5.89 | 5.36 | 6.97 | … | … | -9.16 | 5.38 | 12.28 | 18.11 | -5.71 | 6.67 | 4.48 | 0.13 | 3.78 | 10.15 | 14.89 | -3.94 | 12.62 | 28.18 | -25.35 | 14.55 | 16.30 | 12.07 | 14.91 | 24.14 | -7.03 | 2.03 |
| Sharpe Ratio | NA | -0.93 | 0.37 | 0.34 | 0.52 | NA | NA | … | … | -0.92 | 0.64 | 0.71 | 2.79 | -0.79 | 1.22 | 0.53 | 0.01 | 0.61 | 1.41 | 1.91 | -0.27 | 1.10 | 1.50 | -1.13 | 1.16 | 1.79 | 1.65 | 1.99 | 3.57 | -0.88 | -0.03 |
| Standard Deviation(%) | NA | 8.58 | 11.78 | 10.24 | 8.91 | NA | NA | … | … | 10.04 | 8.31 | 17.06 | 5.99 | 8.86 | 4.93 | 8.12 | 8.09 | 6.12 | 7.16 | 7.77 | 14.71 | 11.42 | 18.75 | 23.17 | 9.94 | 7.30 | 6.01 | 7.02 | 6.58 | 9.21 | 8.90 |
| Draw Down(%) | NA | 12.19 | 19.94 | 19.94 | 19.94 | NA | NA | … | … | 9.29 | 6.00 | 19.94 | 2.48 | 12.05 | 5.26 | 6.44 | 8.20 | 5.51 | 7.80 | 6.29 | 15.60 | 8.53 | 18.03 | 38.06 | 6.31 | 8.65 | 4.06 | 8.26 | 6.60 | 15.57 | 11.32 |
| Yield(%) | NA | 4.31 | 4.92 | 3.82 | 4.22 | NA | NA | … | … | 0.24 | 4.88 | 4.36 | 5.73 | 4.05 | 0.35 | 2.35 | 6.99 | 4.52 | 6.09 | 3.89 | 3.74 | 4.25 | 3.68 | 6.38 | 6.59 | 5.88 | 4.35 | 4.24 | 3.29 | 3.37 | 4.45 |
Data as of 01/31/2022, 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 |
|---|---|---|---|---|
| T & M PROTECTION RESOURCES LLC 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-5.34%
Feb 2006 – Feb 2009 |
1.50%
Mar 2015 – Mar 2020 |
3.99%
May 2008 – May 2018 |
5.12%
Mar 2007 – Mar 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| T & M PROTECTION RESOURCES LLC 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
20.26%
Mar 2003 – Mar 2006 |
17.17%
Oct 2002 – Oct 2007 |
10.40%
Mar 2003 – Mar 2013 |
8.51%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart