Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCHIFF HARDIN LLP INCENTIVE SAVINGS 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | 20.09% | -0.03% | 4.51% | 4.20% | 5.59% | 5.35% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCHIFF HARDIN LLP INCENTIVE SAVINGS 401K 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 (%) | -1.22 | 20.09 | -0.03 | 4.51 | 4.20 | 5.59 | 5.35 | … | … | 0.26 | 9.14 | 11.06 | -19.43 | 5.20 | 20.92 | 13.67 | -6.79 | 11.65 | 4.15 | -1.71 | 1.99 | 13.32 | 12.44 | -4.03 | 14.08 | 30.28 | -30.25 | 10.85 | 11.09 | 10.44 | 15.47 | 23.60 | -4.35 | 6.82 |
| Sharpe Ratio | NA | 0.45 | -0.27 | 0.15 | 0.26 | NA | NA | … | … | 0.03 | 0.31 | 0.91 | -1.46 | 0.49 | 1.15 | 1.62 | -0.87 | 2.48 | 0.45 | -0.21 | 0.31 | 1.97 | 1.58 | -0.30 | 1.29 | 1.93 | -1.46 | 0.80 | 1.04 | 1.47 | 2.17 | 3.15 | -0.58 | 0.59 |
| Standard Deviation(%) | NA | 8.15 | 10.12 | 12.36 | 10.35 | NA | NA | … | … | 7.91 | 8.20 | 7.47 | 14.29 | 10.50 | 17.97 | 7.56 | 9.27 | 4.45 | 8.70 | 8.45 | 6.34 | 6.73 | 7.85 | 13.72 | 10.82 | 15.67 | 21.29 | 9.82 | 7.52 | 5.64 | 6.69 | 7.28 | 9.39 | 7.70 |
| Draw Down(%) | NA | 5.20 | 22.05 | 26.05 | 26.05 | NA | NA | … | … | 0.72 | 5.20 | 6.98 | 26.05 | 6.83 | 20.77 | 4.32 | 13.80 | 2.37 | 8.72 | 9.31 | 5.37 | 6.56 | 6.77 | 14.82 | 8.68 | 15.80 | 38.20 | 6.79 | 8.84 | 3.91 | 5.85 | 5.62 | 16.36 | 8.88 |
| Yield(%) | NA | 5.18 | 5.26 | 5.52 | 4.41 | NA | NA | … | … | NA | 0.76 | 5.13 | 2.54 | 7.52 | 8.34 | 3.73 | 3.00 | 0.32 | 3.45 | 6.14 | 3.67 | 4.57 | 3.67 | 3.51 | 3.58 | 3.40 | 3.82 | 6.40 | 3.87 | 4.12 | 4.13 | 2.56 | 3.28 | 6.21 |
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 |
|---|---|---|---|---|
| SCHIFF HARDIN LLP INCENTIVE SAVINGS 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-9.19%
Feb 2006 – Feb 2009 |
-1.15%
Feb 2004 – Feb 2009 |
2.77%
Oct 2013 – Oct 2023 |
2.54%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCHIFF HARDIN LLP INCENTIVE SAVINGS 401K PLAN Strategic Asset Allocation – Optimal Moderate |
19.32%
Feb 2009 – Feb 2012 |
15.73%
Oct 2002 – Oct 2007 |
8.86%
Feb 2009 – Feb 2019 |
7.65%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart