Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| M.A. MORTENSON COMPANY PROFIT SHARING AND RETIREMENT SAVINGS PLAN and TRUST Strategic Asset Allocation – Optimal Moderate | NA | 18.79% | 2.94% | 7.48% | 6.17% | 8.05% | 7.49% | … | … |
Data as of 08/30/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| M.A. MORTENSON COMPANY PROFIT SHARING AND RETIREMENT SAVINGS PLAN and TRUST Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 11/01/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.10 | 18.79 | 2.94 | 7.48 | 6.17 | 8.05 | 7.49 | … | … | 12.37 | 12.32 | -14.02 | 6.16 | 23.47 | 17.16 | -5.04 | 8.69 | 5.50 | 0.31 | 5.83 | 17.89 | 15.02 | -1.02 | 15.01 | 27.45 | -25.31 | 12.59 | 11.22 | 8.18 | 15.75 | 23.90 | -1.75 | 1.64 |
| Sharpe Ratio | NA | 2.18 | -0.07 | 0.39 | 0.45 | NA | NA | … | … | 0.73 | 0.85 | -1.08 | 0.62 | 1.31 | 1.87 | -0.59 | 1.46 | 0.63 | 0.03 | 0.86 | 2.61 | 1.95 | -0.07 | 1.28 | 1.55 | -1.15 | 0.99 | 1.05 | 0.97 | 2.12 | 3.20 | -0.30 | -0.07 |
| Standard Deviation(%) | NA | 8.79 | 11.08 | 12.56 | 10.71 | NA | NA | … | … | 8.82 | 9.47 | 14.30 | 9.94 | 17.79 | 8.42 | 10.86 | 5.50 | 8.43 | 8.66 | 6.73 | 6.83 | 7.68 | 15.84 | 11.67 | 17.65 | 22.79 | 9.69 | 7.54 | 6.22 | 6.98 | 7.24 | 9.57 | 9.13 |
| Draw Down(%) | NA | 4.77 | 20.72 | 20.74 | 20.74 | NA | NA | … | … | 4.77 | 9.28 | 20.66 | 7.49 | 19.25 | 3.70 | 14.06 | 3.82 | 8.44 | 8.52 | 5.42 | 5.82 | 5.79 | 15.98 | 8.89 | 18.39 | 35.95 | 5.88 | 8.55 | 4.57 | 5.85 | 6.53 | 14.14 | 11.88 |
| Yield(%) | NA | 4.77 | 4.66 | 4.79 | 4.74 | NA | NA | … | … | 0.99 | 4.27 | 5.02 | 3.28 | 7.74 | 2.42 | 7.27 | 0.48 | 4.79 | 6.77 | 4.67 | 3.57 | 4.34 | 3.00 | 3.58 | 3.52 | 4.34 | 3.68 | 5.33 | 5.83 | 6.15 | 3.69 | 3.36 | 3.49 |
Data as of 08/30/2024, 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 |
|---|---|---|---|---|
| M.A. MORTENSON COMPANY PROFIT SHARING AND RETIREMENT SAVINGS PLAN and TRUST Strategic Asset Allocati |
-7.15%
Feb 2006 – Feb 2009 |
0.10%
Feb 2004 – Feb 2009 |
4.50%
Oct 2013 – Oct 2023 |
5.14%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| M.A. MORTENSON COMPANY PROFIT SHARING AND RETIREMENT SAVINGS PLAN and TRUST Strategic Asset Allocati |
20.27%
Feb 2009 – Feb 2012 |
17.79%
Feb 2009 – Feb 2014 |
10.87%
Feb 2009 – Feb 2019 |
9.56%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart