Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALBERT S. SMYTH CO. INC 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | 22.49% | 2.28% | 5.48% | 5.59% | 7.49% | 6.97% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALBERT S. SMYTH CO. INC 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 (%) | -1.17 | 22.49 | 2.28 | 5.48 | 5.59 | 7.49 | 6.97 | … | … | 0.05 | 6.93 | 10.27 | -11.88 | 10.85 | 8.29 | 17.87 | -5.73 | 9.60 | 7.92 | 2.43 | 7.42 | 16.84 | 14.10 | -0.73 | 15.06 | 27.57 | -22.32 | 5.77 | 12.45 | 9.06 | 12.73 | 23.84 | -3.44 | 2.53 |
| Sharpe Ratio | NA | 0.14 | -0.21 | 0.17 | 0.37 | NA | NA | … | … | 0.00 | 0.04 | 0.70 | -0.98 | 1.35 | 0.44 | 2.86 | -0.85 | 2.14 | 0.87 | 0.28 | 1.13 | 2.26 | 1.70 | -0.05 | 1.19 | 1.43 | -0.99 | 0.30 | 1.30 | 1.12 | 1.60 | 2.94 | -0.41 | 0.02 |
| Standard Deviation(%) | NA | 7.66 | 10.23 | 11.97 | 9.93 | NA | NA | … | … | 6.06 | 7.71 | 8.59 | 13.47 | 8.04 | 18.33 | 5.76 | 8.32 | 4.18 | 8.84 | 8.58 | 6.52 | 7.45 | 8.28 | 15.64 | 12.57 | 19.21 | 23.41 | 9.33 | 7.09 | 6.14 | 7.35 | 7.88 | 10.97 | 10.25 |
| Draw Down(%) | NA | 4.93 | 18.20 | 24.98 | 24.98 | NA | NA | … | … | 0.50 | 4.87 | 8.32 | 19.17 | 3.55 | 24.98 | 2.69 | 11.67 | 1.77 | 7.99 | 7.86 | 5.38 | 6.20 | 6.77 | 15.49 | 8.84 | 18.41 | 36.37 | 6.80 | 7.03 | 4.17 | 5.84 | 7.43 | 16.41 | 13.62 |
| Yield(%) | NA | 4.12 | 3.39 | 3.86 | 3.72 | NA | NA | … | … | NA | 0.58 | 4.27 | 3.81 | 1.77 | 4.87 | 3.90 | 3.10 | 0.45 | 3.26 | 6.96 | 4.67 | 4.04 | 4.14 | 4.48 | 2.98 | 3.43 | 3.11 | 9.09 | 12.28 | 8.70 | 6.31 | 2.54 | 3.63 | 6.12 |
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 |
|---|---|---|---|---|
| ALBERT S. SMYTH CO. INC 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-7.42%
Feb 2006 – Feb 2009 |
-0.56%
Feb 2004 – Feb 2009 |
4.38%
Oct 2013 – Oct 2023 |
5.02%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALBERT S. SMYTH CO. INC 401K PLAN Strategic Asset Allocation – Optimal Moderate |
21.13%
Feb 2009 – Feb 2012 |
17.82%
Feb 2009 – Feb 2014 |
11.15%
Feb 2009 – Feb 2019 |
9.25%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart