Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AL-SAL OIL CO. INC. PROFIT SHARING PLAN Strategic Asset Allocation – Optimal Moderate | NA | -2.38% | 4.34% | 4.79% | 8.57% | 6.70% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AL-SAL OIL CO. INC. PROFIT SHARING PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.17 | -2.38 | 4.34 | 4.79 | 8.57 | 6.70 | NA | … | … | 26.22 | 13.10 | 3.61 | 1.48 | 5.64 | 16.19 | 14.69 | -0.12 | 11.26 | 24.25 | -22.67 | 9.08 | 10.62 | 10.36 | 9.94 | 11.39 | 5.25 | 2.75 |
| Sharpe Ratio | NA | 0.90 | 0.79 | 0.66 | 0.87 | NA | NA | … | … | 0.90 | 2.98 | 0.40 | 0.17 | 0.86 | 2.32 | 1.89 | -0.01 | 1.03 | 1.53 | -1.06 | 0.68 | 1.05 | 1.44 | 1.30 | 2.61 | 1.01 | 0.08 |
| Standard Deviation(%) | NA | 27.52 | 16.78 | 13.87 | 12.78 | NA | NA | … | … | 27.52 | 4.19 | 8.44 | 8.64 | 6.53 | 6.97 | 7.73 | 14.02 | 10.85 | 15.76 | 22.25 | 8.92 | 7.00 | 5.70 | 6.93 | 4.11 | 4.11 | 5.34 |
| Draw Down(%) | NA | 7.52 | 7.71 | 10.28 | 17.18 | NA | NA | … | … | 7.52 | 1.99 | 7.71 | 8.00 | 4.99 | 6.36 | 6.16 | 13.52 | 8.98 | 17.18 | 33.44 | 5.76 | 7.39 | 3.70 | 5.51 | 4.23 | 2.87 | 3.38 |
| Yield(%) | NA | 4.39 | 2.50 | 3.36 | 3.62 | NA | NA | … | … | 4.36 | 0.39 | 2.65 | 6.23 | 3.16 | 3.67 | 4.08 | 2.84 | 4.20 | 4.19 | 4.96 | 5.71 | 4.84 | 3.17 | 2.90 | 4.78 | 6.87 | 7.12 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| AL-SAL OIL CO. INC. PROFIT SHARING PLAN Strategic Asset Allocation – Optimal Moderate |
-6.66%
Feb 2006 – Feb 2009 |
-0.38%
Feb 2004 – Feb 2009 |
5.58%
Jan 2006 – Jan 2016 |
6.49%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AL-SAL OIL CO. INC. PROFIT SHARING PLAN Strategic Asset Allocation – Optimal Moderate |
18.43%
Feb 2009 – Feb 2012 |
15.96%
Feb 2009 – Feb 2014 |
11.94%
Nov 2008 – Nov 2018 |
8.60%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison Chart