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 Strategic Asset Allocation – Optimal Moderate | NA | -7.04% | 5.98% | 6.10% | 5.81% | 4.93% | 6.75% | … | … |
Data as of 04/29/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEORGETOWN RAIL EQUIPMENT CO. 401K PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 07/12/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.84 | -7.04 | 5.98 | 6.10 | 5.81 | 4.93 | 6.75 | … | … | -14.92 | 7.59 | 16.85 | 17.45 | -6.54 | 12.35 | 5.18 | -3.37 | 5.20 | 11.53 | 13.04 | -2.75 | 19.04 | 29.08 | -28.41 | 6.96 | 14.70 | 9.53 | 13.30 | 27.26 | -1.67 | 4.69 |
| Sharpe Ratio | NA | -1.25 | 0.20 | 0.32 | 0.52 | NA | NA | … | … | -1.18 | 0.77 | 0.97 | 2.47 | -0.82 | 2.87 | 0.58 | -0.39 | 0.79 | 1.68 | 1.89 | -0.19 | 1.57 | 1.48 | -1.24 | 0.41 | 1.49 | 1.36 | 1.83 | 3.08 | -0.26 | 0.28 |
| Standard Deviation(%) | NA | 11.00 | 12.95 | 11.15 | 9.43 | NA | NA | … | … | 12.92 | 9.83 | 17.20 | 6.50 | 9.52 | 4.08 | 8.58 | 8.79 | 6.53 | 6.85 | 6.85 | 14.84 | 12.10 | 19.60 | 23.66 | 9.75 | 7.67 | 5.43 | 6.75 | 8.62 | 10.65 | 8.44 |
| Draw Down(%) | NA | 16.77 | 21.77 | 21.77 | 21.77 | NA | NA | … | … | 15.95 | 6.10 | 21.77 | 3.56 | 13.38 | 1.52 | 8.46 | 9.89 | 5.33 | 7.32 | 5.49 | 16.11 | 9.45 | 18.36 | 38.19 | 7.21 | 8.80 | 4.01 | 6.81 | 5.99 | 15.48 | 10.51 |
| Yield(%) | NA | 8.27 | 6.09 | 5.28 | 5.19 | NA | NA | … | … | 1.44 | 7.67 | 7.65 | 2.73 | 4.52 | 3.85 | 5.19 | 3.79 | 6.44 | 5.99 | 5.38 | 4.04 | 3.44 | 2.91 | 3.50 | 7.55 | 5.53 | 5.63 | 4.43 | 4.39 | 2.41 | 5.03 |
Data as of 04/29/2022, 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 Strategic Asset Allocation – Optimal Moderate |
-9.65%
Feb 2006 – Feb 2009 |
-1.72%
Feb 2004 – Feb 2009 |
4.19%
May 2007 – May 2017 |
4.42%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEORGETOWN RAIL EQUIPMENT CO. 401K PLAN Strategic Asset Allocation – Optimal Moderate |
21.98%
Feb 2009 – Feb 2012 |
17.19%
Feb 2009 – Feb 2014 |
10.17%
Feb 2009 – Feb 2019 |
8.23%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart