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 Strategic Asset Allocation – Optimal Moderate | NA | 33.47% | 9.97% | 10.66% | 7.20% | 7.98% | 6.88% | … | … |
Data as of 10/31/2024, 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 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 (%) | -0.68 | 33.47 | 9.97 | 10.66 | 7.20 | 7.98 | 6.88 | … | … | 0.60 | 19.42 | 22.23 | -5.54 | 2.16 | 16.49 | 14.07 | -5.87 | 7.75 | 4.21 | -0.06 | 5.90 | 15.02 | 9.41 | -0.24 | 13.62 | 18.06 | -24.02 | 6.01 | 13.84 | 10.37 | 11.68 | 19.23 | -6.07 | 5.86 |
| Sharpe Ratio | NA | 1.77 | 0.79 | 0.68 | 0.55 | NA | NA | … | … | 0.10 | 1.63 | 2.30 | -0.56 | 0.18 | 0.97 | 1.83 | -0.79 | 1.38 | 0.48 | -0.01 | 0.91 | 2.12 | 1.20 | -0.02 | 1.04 | 0.91 | -1.05 | 0.30 | 1.45 | 1.38 | 1.45 | 2.25 | -0.59 | 0.41 |
| Standard Deviation(%) | NA | 7.82 | 9.56 | 11.79 | 9.97 | NA | NA | … | … | 5.48 | 7.88 | 7.80 | 12.27 | 11.89 | 16.70 | 6.93 | 9.05 | 5.15 | 8.26 | 8.72 | 6.45 | 7.08 | 7.82 | 15.04 | 13.02 | 19.81 | 23.76 | 10.07 | 7.30 | 5.94 | 7.39 | 8.23 | 12.10 | 8.70 |
| Draw Down(%) | NA | 4.70 | 12.46 | 21.02 | 21.02 | NA | NA | … | … | 0.29 | 4.67 | 5.47 | 12.91 | 7.63 | 21.02 | 3.39 | 12.37 | 2.64 | 7.20 | 7.34 | 4.65 | 5.21 | 6.31 | 15.45 | 9.81 | 19.39 | 35.45 | 6.18 | 7.09 | 3.66 | 3.79 | 7.46 | 17.26 | 10.20 |
| Yield(%) | NA | 15.24 | 9.42 | 6.82 | 5.32 | NA | NA | … | … | NA | 4.49 | 14.49 | 7.02 | 1.58 | 4.16 | 1.64 | 9.00 | 0.68 | 3.34 | 3.97 | 2.54 | 4.34 | 1.50 | 1.68 | 1.83 | 2.28 | 2.25 | 9.48 | 5.37 | 5.14 | 4.34 | 1.90 | 2.93 | 2.48 |
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 |
|---|---|---|---|---|
| THE PAYNE AND FEARS LLP 401K RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-8.40%
Feb 2006 – Feb 2009 |
-0.80%
Feb 2004 – Feb 2009 |
3.93%
Oct 2007 – Oct 2017 |
3.48%
Sep 2007 – Sep 2022 |
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 Strategic Asset Allocation – Optimal Moderate |
17.31%
Feb 2009 – Feb 2012 |
14.49%
Feb 2009 – Feb 2014 |
8.77%
Feb 2009 – Feb 2019 |
8.84%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart