Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| H-M COMPANY PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 17.12% | 3.41% | 7.98% | 7.87% | 9.33% | 10.41% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| H-M COMPANY PROFIT SHARING PLAN Tactical Asset Allocation 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 (%) | -1.43 | 17.12 | 3.41 | 7.98 | 7.87 | 9.33 | 10.41 | … | … | 0.74 | 4.26 | 10.77 | -8.89 | 14.01 | 16.79 | 16.51 | -0.99 | 10.70 | 10.07 | 3.99 | 6.33 | 15.22 | 15.29 | 0.69 | 19.67 | 25.32 | 3.12 | 11.57 | 23.31 | 6.87 | 15.62 | 21.86 | 3.44 | 2.24 |
| Sharpe Ratio | NA | -0.02 | -0.12 | 0.34 | 0.53 | NA | NA | … | … | 0.07 | -0.22 | 0.78 | -0.78 | 1.29 | 0.83 | 2.37 | -0.24 | 1.93 | 1.15 | 0.43 | 0.84 | 2.05 | 1.92 | 0.04 | 1.47 | 2.33 | 0.37 | 0.84 | 2.36 | 0.70 | 1.90 | 3.94 | 0.51 | -0.01 |
| Standard Deviation(%) | NA | 10.31 | 10.78 | 13.13 | 10.87 | NA | NA | … | … | 10.40 | 10.39 | 8.32 | 13.12 | 10.88 | 19.83 | 6.37 | 9.58 | 5.21 | 8.56 | 9.31 | 7.51 | 7.42 | 7.94 | 15.95 | 13.34 | 10.84 | 5.96 | 10.21 | 8.47 | 6.70 | 7.72 | 5.38 | 4.60 | 6.62 |
| Draw Down(%) | NA | 7.92 | 14.13 | 21.21 | 21.21 | NA | NA | … | … | 0.89 | 7.92 | 6.82 | 16.06 | 5.44 | 21.21 | 3.43 | 10.39 | 2.67 | 7.26 | 7.48 | 6.04 | 7.92 | 5.52 | 14.45 | 7.96 | 4.78 | 5.01 | 6.26 | 7.48 | 4.56 | 9.62 | 2.15 | 3.63 | 7.65 |
| Yield(%) | NA | 3.09 | 3.99 | 4.46 | 5.01 | NA | NA | … | … | NA | 1.01 | 3.20 | 4.15 | 4.32 | 6.88 | 4.53 | 4.36 | 6.06 | 5.50 | 5.79 | 6.94 | 3.82 | 4.09 | 3.12 | 3.93 | 5.33 | 9.12 | 5.97 | 7.97 | 5.24 | 4.36 | 3.88 | 5.47 | 7.47 |
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 |
|---|---|---|---|---|
| H-M COMPANY PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
1.71%
Dec 2021 – Dec 2024 |
4.95%
Mar 2015 – Mar 2020 |
6.98%
Oct 2013 – Oct 2023 |
8.68%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| H-M COMPANY PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
18.19%
May 2008 – May 2011 |
17.14%
Oct 2005 – Oct 2010 |
14.53%
Apr 2003 – Apr 2013 |
12.72%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart