Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Lumbermens Employees` Savings And Profit Sharing Plan Strategic Asset Allocation – Optimal Moderate | NA | 26.53% | 4.65% | 9.32% | 7.62% | 7.75% | 6.49% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Lumbermens Employees` Savings And Profit Sharing 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 (%) | -1.07 | 26.53 | 4.65 | 9.32 | 7.62 | 7.75 | 6.49 | … | … | 0.47 | 19.68 | 13.81 | -12.97 | 7.61 | 21.21 | 19.12 | -2.48 | 8.46 | 8.02 | 1.37 | 3.11 | 18.35 | 10.50 | -3.83 | 10.52 | 18.84 | -26.09 | 7.75 | 9.75 | 7.51 | 10.47 | 21.85 | -10.49 | 3.97 |
| Sharpe Ratio | NA | 1.54 | 0.23 | 0.47 | 0.56 | NA | NA | … | … | 0.04 | 1.44 | 1.05 | -0.91 | 0.69 | 1.03 | 2.05 | -0.34 | 1.46 | 0.98 | 0.21 | 0.51 | 2.46 | 1.25 | -0.24 | 0.83 | 1.07 | -1.20 | 0.50 | 0.83 | 0.80 | 1.18 | 2.23 | -0.90 | 0.11 |
| Standard Deviation(%) | NA | 9.11 | 11.75 | 13.84 | 11.35 | NA | NA | … | … | 10.92 | 9.12 | 9.09 | 15.76 | 11.04 | 20.46 | 8.63 | 11.14 | 5.35 | 7.96 | 6.48 | 6.11 | 7.45 | 8.32 | 16.03 | 12.61 | 17.48 | 22.44 | 9.60 | 7.85 | 6.68 | 8.06 | 9.51 | 12.87 | 14.60 |
| Draw Down(%) | NA | 6.44 | 15.81 | 20.61 | 20.61 | NA | NA | … | … | 0.92 | 6.44 | 6.79 | 17.33 | 6.67 | 20.61 | 4.34 | 14.40 | 2.60 | 6.07 | 4.97 | 3.71 | 4.43 | 7.10 | 16.35 | 10.34 | 16.47 | 34.09 | 6.34 | 8.56 | 4.64 | 7.45 | 8.33 | 19.53 | 16.31 |
| Yield(%) | NA | 2.50 | 1.99 | 1.55 | 1.34 | NA | NA | … | … | NA | 0.79 | 2.44 | 2.10 | 0.26 | 0.76 | 1.36 | 1.06 | 0.48 | 1.31 | 2.10 | 0.49 | 3.36 | 1.58 | 0.84 | 0.98 | 0.96 | 1.41 | 3.70 | 2.32 | 1.69 | 1.20 | 0.64 | 0.87 | 1.13 |
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 |
|---|---|---|---|---|
| Lumbermens Employees` Savings And Profit Sharing Plan Strategic Asset Allocation – Optimal Moderate |
-8.76%
Feb 2006 – Feb 2009 |
-2.05%
Feb 2004 – Feb 2009 |
3.61%
Feb 2006 – Feb 2016 |
4.27%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lumbermens Employees` Savings And Profit Sharing Plan Strategic Asset Allocation – Optimal Moderate |
16.16%
Mar 2003 – Mar 2006 |
13.27%
Feb 2009 – Feb 2014 |
9.35%
Sep 2011 – Sep 2021 |
8.85%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart