Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| C T Taylor Company 401K Strategic Asset Allocation – Optimal Moderate | NA | -7.45% | 8.49% | 5.82% | 5.95% | 6.26% | 8.52% | … | … |
Data as of 01/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| C T Taylor Company 401K Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 04/10/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.26 | -7.45 | 8.49 | 5.82 | 5.95 | 6.26 | 8.52 | … | … | -3,998.34 | -16.65 | 9.13 | 31.75 | 23.25 | -12.15 | 10.58 | 9.07 | -2.86 | 1.68 | 11.48 | 14.98 | -3.38 | 17.67 | 33.21 | -24.05 | 8.54 | 14.86 | 7.68 | 18.61 | 31.61 | -9.58 | -7.85 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | -1.30 | 0.79 | 1.88 | 3.04 | -1.20 | 2.13 | 1.01 | -0.36 | 0.25 | 1.54 | 1.92 | -0.22 | 1.53 | 2.09 | -1.16 | 0.57 | 1.48 | 0.87 | 2.28 | 4.21 | -1.09 | -0.80 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 13.88 | 11.50 | 16.76 | 7.19 | 11.25 | 4.67 | 8.75 | 8.10 | 6.68 | 7.42 | 7.76 | 15.24 | 11.47 | 15.87 | 21.53 | 9.67 | 7.81 | 6.34 | 7.74 | 7.35 | 9.80 | 12.66 |
| Draw Down(%) | NA | 3,655.01 | 3,349.46 | 3,349.46 | 3,349.46 | NA | NA | … | … | 3,727.26 | 24.18 | 9.37 | 21.18 | 3.36 | 18.49 | 1.99 | 7.07 | 11.21 | 6.09 | 7.51 | 6.38 | 15.94 | 8.57 | 15.59 | 36.22 | 6.85 | 9.36 | 4.50 | 6.95 | 6.05 | 18.27 | 22.93 |
| Yield(%) | NA | 30.26 | 17.02 | 12.33 | 8.54 | NA | NA | … | … | 26.55 | 6.00 | 11.04 | 8.57 | 7.15 | 4.02 | 0.36 | 5.00 | 5.84 | 5.86 | 7.70 | 4.48 | 4.48 | 3.14 | 3.59 | 6.45 | 7.90 | 7.13 | 6.17 | 4.38 | 3.09 | 1.45 | 0.94 |
Data as of 01/31/2023, 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 |
|---|---|---|---|---|
| C T Taylor Company 401K Strategic Asset Allocation – Optimal Moderate |
-6.14%
Feb 2006 – Feb 2009 |
0.92%
Dec 2013 – Dec 2018 |
4.55%
Mar 2010 – Mar 2020 |
5.04%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| C T Taylor Company 401K Strategic Asset Allocation – Optimal Moderate |
21.94%
Mar 2003 – Mar 2006 |
17.13%
Oct 2002 – Oct 2007 |
11.49%
Mar 2003 – Mar 2013 |
9.44%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart