Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE PAYNE AND FEARS LLP 401K RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 4.05% | 6.40% | 5.24% | 3.96% | 5.85% | 7.16% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE PAYNE AND FEARS LLP 401K RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.31 | 4.05 | 6.40 | 5.24 | 3.96 | 5.85 | 7.16 | … | … | -1.23 | 16.77 | -8.78 | 10.48 | 15.53 | 9.12 | -2.72 | 10.09 | 3.22 | -5.06 | 2.18 | 14.04 | 11.27 | 0.51 | 9.25 | 17.17 | 0.00 | 10.16 | 20.56 | 7.28 | 13.20 | 18.17 | 2.48 | 2.81 |
| Sharpe Ratio | NA | 1.35 | 0.35 | 0.75 | 0.51 | NA | NA | … | … | -0.16 | 1.79 | -1.08 | 1.00 | 1.68 | 1.54 | -0.52 | 1.76 | 0.60 | -0.76 | 0.36 | 1.95 | 2.04 | 0.05 | 0.80 | 1.99 | -0.24 | 0.64 | 1.51 | 0.76 | 1.57 | 3.55 | 0.62 | 15.28 |
| Standard Deviation(%) | NA | 7.45 | 8.99 | 8.50 | 7.43 | NA | NA | … | … | 9.39 | 6.98 | 9.44 | 10.44 | 9.08 | 5.00 | 7.79 | 5.36 | 5.03 | 6.71 | 5.92 | 7.18 | 5.49 | 9.18 | 11.42 | 8.59 | 3.84 | 11.11 | 11.47 | 6.74 | 7.82 | 4.92 | 2.20 | 0.03 |
| Draw Down(%) | NA | 4.62 | 13.40 | 13.40 | 13.40 | NA | NA | … | … | 2.48 | 4.62 | 13.18 | 4.71 | 10.69 | 2.45 | 8.72 | 2.12 | 3.70 | 7.80 | 4.72 | 6.55 | 4.43 | 9.40 | 8.98 | 4.86 | 3.32 | 7.99 | 7.53 | 4.38 | 10.26 | 3.11 | 1.71 | 0.00 |
| Yield(%) | NA | 14.32 | 8.72 | 7.19 | 5.20 | NA | NA | … | … | 0.86 | 14.32 | 7.30 | 3.43 | 6.32 | 3.54 | 4.82 | 0.32 | 3.62 | 3.75 | 3.64 | 3.55 | 4.73 | 1.42 | 5.05 | 5.48 | 2.93 | 6.52 | 8.75 | 3.43 | 4.89 | 3.86 | 2.92 | 2.81 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| THE PAYNE AND FEARS LLP 401K RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
0.00%
Nov 2013 – Nov 2016 |
1.41%
Dec 2013 – Dec 2018 |
3.88%
Apr 2013 – Apr 2023 |
5.28%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE PAYNE AND FEARS LLP 401K RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
16.09%
Oct 2004 – Oct 2007 |
14.44%
Oct 2002 – Oct 2007 |
11.00%
Mar 2003 – Mar 2013 |
8.79%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart