Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GAF MATERIALS CORPORATION 401K PLAN Tactical Asset Allocation Moderate | NA | 28.42% | 1.68% | 6.16% | 4.65% | 5.90% | 6.97% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GAF MATERIALS CORPORATION 401K PLAN Tactical Asset Allocation 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 (%) | -1.56 | 28.42 | 1.68 | 6.16 | 4.65 | 5.90 | 6.97 | … | … | -0.32 | 10.89 | 16.64 | -21.56 | 13.13 | 15.06 | 9.61 | -2.83 | 9.76 | 5.61 | -4.97 | 4.39 | 14.40 | 8.95 | 3.54 | 10.08 | 12.11 | 2.58 | 7.93 | 20.12 | 5.74 | 12.45 | 18.48 | 6.96 | 5.85 |
| Sharpe Ratio | NA | 0.55 | -0.21 | 0.27 | 0.30 | NA | NA | … | … | -0.04 | 0.46 | 1.13 | -1.35 | 1.40 | 1.71 | 1.69 | -0.55 | 2.08 | 1.04 | -0.80 | 0.78 | 2.07 | 1.82 | 0.41 | 0.92 | 1.48 | 0.46 | 0.50 | 2.13 | 0.51 | 1.45 | 3.74 | 1.45 | 0.98 |
| Standard Deviation(%) | NA | 9.33 | 12.85 | 11.50 | 9.09 | NA | NA | … | … | 10.79 | 9.40 | 10.96 | 16.95 | 9.38 | 8.67 | 4.86 | 7.48 | 4.39 | 5.19 | 6.27 | 5.58 | 6.94 | 4.89 | 8.48 | 10.90 | 8.15 | 3.57 | 9.83 | 7.92 | 7.03 | 7.91 | 4.75 | 4.03 | 3.63 |
| Draw Down(%) | NA | 5.57 | 23.81 | 25.94 | 25.94 | NA | NA | … | … | 1.06 | 5.57 | 10.31 | 25.94 | 4.53 | 9.24 | 2.40 | 9.58 | 2.25 | 4.13 | 8.50 | 3.92 | 7.00 | 3.26 | 8.58 | 8.05 | 4.89 | 1.84 | 6.60 | 6.65 | 5.10 | 9.65 | 2.32 | 4.78 | 2.94 |
| Yield(%) | NA | 3.81 | 3.00 | 3.19 | 2.85 | NA | NA | … | … | NA | 1.31 | 3.24 | 2.25 | 2.13 | 3.02 | 4.78 | 3.17 | 0.43 | 3.76 | 2.29 | 2.81 | 3.27 | 3.93 | 2.45 | 4.04 | 4.54 | 2.99 | 3.95 | 4.89 | 4.54 | 3.57 | 4.86 | 4.27 | 5.91 |
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 |
|---|---|---|---|---|
| GAF MATERIALS CORPORATION 401K PLAN Tactical Asset Allocation Moderate |
-1.03%
Apr 2021 – Apr 2024 |
1.24%
Sep 2017 – Sep 2022 |
2.64%
Oct 2013 – Oct 2023 |
4.64%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAF MATERIALS CORPORATION 401K PLAN Tactical Asset Allocation Moderate |
14.74%
May 2004 – May 2007 |
13.71%
Oct 2002 – Oct 2007 |
10.63%
Apr 2001 – Apr 2011 |
8.80%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart