Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GEORGETOWN RAIL EQUIPMENT CO. 401K PLAN Tactical Asset Allocation Moderate | NA | 8.91% | 3.23% | 4.80% | 4.14% | 7.47% | 6.81% | … | … |
Data as of 11/30/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEORGETOWN RAIL EQUIPMENT CO. 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 02/28/2024 |
| 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 (%) | 0.53 | 8.91 | 3.23 | 4.80 | 4.14 | 7.47 | 6.81 | … | … | 1.16 | 15.05 | -17.54 | 14.51 | 16.11 | 6.36 | -3.39 | 9.43 | 6.31 | -2.82 | 3.84 | 14.86 | 10.95 | 0.86 | 15.84 | 31.59 | -18.42 | 14.62 | 14.29 | 4.65 | 12.06 | 27.39 | 11.49 | -1.49 |
| Sharpe Ratio | NA | 1.01 | 0.00 | 0.44 | 0.39 | NA | NA | … | … | 0.06 | 1.29 | -1.81 | 1.30 | 1.56 | 0.75 | -0.57 | 1.23 | 1.03 | -0.39 | 0.61 | 1.94 | 2.09 | 0.08 | 1.10 | 2.76 | -1.62 | 0.85 | 1.18 | 0.40 | 1.37 | 3.51 | 2.17 | -0.94 |
| Standard Deviation(%) | NA | 8.68 | 9.84 | 9.66 | 8.38 | NA | NA | … | … | 9.84 | 8.40 | 10.43 | 11.13 | 10.18 | 6.65 | 8.25 | 7.13 | 5.94 | 7.37 | 6.22 | 7.64 | 5.20 | 9.75 | 14.27 | 11.40 | 11.96 | 13.68 | 9.34 | 6.14 | 8.09 | 7.60 | 4.79 | 4.04 |
| Draw Down(%) | NA | 7.38 | 17.85 | 17.85 | 17.85 | NA | NA | … | … | 2.04 | 7.38 | 17.85 | 6.17 | 12.83 | 4.92 | 11.28 | 5.79 | 6.00 | 9.31 | 5.04 | 7.45 | 4.73 | 10.17 | 10.19 | 4.92 | 23.69 | 10.87 | 12.98 | 4.35 | 7.73 | 4.72 | 4.63 | 5.07 |
| Yield(%) | NA | 5.13 | 5.03 | 5.50 | 4.69 | NA | NA | … | … | 0.15 | 5.32 | 2.55 | 7.48 | 7.66 | 4.51 | 2.18 | 1.89 | 4.32 | 4.80 | 6.33 | 2.77 | 4.52 | 5.30 | 4.31 | 3.47 | 2.72 | 5.51 | 17.01 | 2.95 | 4.16 | 6.30 | 3.81 | 3.47 |
Data as of 11/30/2023, 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 |
|---|---|---|---|---|
| GEORGETOWN RAIL EQUIPMENT CO. 401K PLAN Tactical Asset Allocation Moderate |
-0.25%
Apr 2006 – Apr 2009 |
1.28%
Mar 2015 – Mar 2020 |
3.48%
Oct 2013 – Oct 2023 |
4.75%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEORGETOWN RAIL EQUIPMENT CO. 401K PLAN Tactical Asset Allocation Moderate |
17.34%
Apr 2009 – Apr 2012 |
17.04%
Oct 2002 – Oct 2007 |
11.25%
Mar 2002 – Mar 2012 |
9.67%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart