Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Graves Environmental 401K Plan Strategic Asset Allocation – Optimal Moderate | NA | 17.40% | -0.76% | 3.33% | 2.92% | 4.84% | 5.96% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Graves Environmental 401K 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 (%) | -1.36 | 17.40 | -0.76 | 3.33 | 2.92 | 4.84 | 5.96 | … | … | 0.00 | 3.50 | 10.80 | -17.89 | 3.16 | 13.89 | 18.08 | -16.22 | 13.44 | 4.35 | -1.61 | 3.60 | 10.24 | 10.47 | -0.22 | 15.53 | 30.72 | -23.65 | 12.79 | 18.13 | 15.01 | 16.91 | 22.80 | -2.24 | 9.25 |
| Sharpe Ratio | NA | -0.32 | -0.58 | -0.04 | 0.08 | NA | NA | … | … | -0.01 | -0.40 | 0.90 | -1.57 | 0.34 | 0.79 | 2.61 | -1.17 | 2.89 | 0.50 | -0.20 | 0.57 | 1.41 | 1.31 | -0.02 | 1.31 | 1.59 | -1.03 | 0.95 | 1.77 | 1.95 | 2.14 | 3.19 | -0.41 | 0.79 |
| Standard Deviation(%) | NA | 7.62 | 9.36 | 11.36 | 10.32 | NA | NA | … | … | 6.20 | 7.67 | 7.27 | 12.27 | 9.09 | 17.28 | 6.38 | 14.99 | 4.44 | 8.31 | 8.02 | 6.29 | 7.24 | 7.94 | 13.79 | 11.76 | 19.26 | 23.92 | 10.27 | 8.38 | 6.58 | 7.46 | 6.92 | 8.27 | 8.84 |
| Draw Down(%) | NA | 7.08 | 23.29 | 25.25 | 25.25 | NA | NA | … | … | 0.59 | 7.08 | 6.75 | 23.90 | 5.74 | 21.35 | 3.31 | 21.86 | 2.01 | 7.13 | 9.38 | 5.12 | 7.50 | 6.91 | 13.38 | 7.60 | 15.86 | 36.18 | 6.67 | 10.45 | 4.54 | 8.62 | 6.97 | 14.94 | 10.39 |
| Yield(%) | NA | 2.80 | 2.79 | 2.69 | 2.63 | NA | NA | … | … | NA | 0.42 | 2.74 | 1.91 | 3.26 | 2.71 | 2.78 | 2.62 | 0.27 | 2.40 | 5.04 | 2.67 | 2.71 | 2.99 | 3.89 | 2.86 | 2.88 | 7.55 | 5.03 | 6.08 | 3.11 | 2.58 | 3.17 | 2.73 | 4.79 |
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 |
|---|---|---|---|---|
| Graves Environmental 401K Plan Strategic Asset Allocation – Optimal Moderate |
-4.20%
Feb 2006 – Feb 2009 |
-1.84%
Sep 2017 – Sep 2022 |
1.74%
Oct 2013 – Oct 2023 |
2.72%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Graves Environmental 401K Plan Strategic Asset Allocation – Optimal Moderate |
22.47%
Mar 2003 – Mar 2006 |
18.28%
Oct 2002 – Oct 2007 |
11.59%
Mar 2003 – Mar 2013 |
9.53%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart