Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| H-M COMPANY PROFIT SHARING PLAN Strategic Asset Allocation – Optimal Moderate | NA | 25.55% | 1.29% | 4.31% | 4.47% | 6.54% | 6.49% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| H-M COMPANY PROFIT SHARING 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 (%) | -1.10 | 25.55 | 1.29 | 4.31 | 4.47 | 6.54 | 6.49 | … | … | 0.24 | 6.65 | 9.68 | -15.50 | 6.80 | 9.21 | 15.11 | -5.11 | 5.81 | 7.19 | 2.63 | 6.68 | 16.16 | 13.44 | -1.68 | 15.92 | 24.72 | -21.86 | 9.30 | 16.88 | 5.86 | 17.46 | 22.52 | -3.59 | 8.27 |
| Sharpe Ratio | NA | 0.13 | -0.32 | 0.04 | 0.21 | NA | NA | … | … | 0.02 | 0.01 | 0.60 | -1.17 | 0.70 | 0.49 | 1.71 | -0.62 | 0.78 | 0.81 | 0.30 | 0.97 | 2.22 | 1.75 | -0.11 | 1.20 | 1.17 | -0.95 | 0.57 | 1.66 | 0.56 | 2.08 | 2.73 | -0.50 | 0.63 |
| Standard Deviation(%) | NA | 9.14 | 11.15 | 12.66 | 10.80 | NA | NA | … | … | 9.19 | 9.20 | 8.99 | 14.43 | 9.64 | 18.26 | 8.03 | 10.42 | 6.68 | 8.64 | 8.68 | 6.85 | 7.27 | 7.64 | 15.96 | 13.21 | 20.98 | 23.88 | 10.98 | 8.20 | 6.57 | 7.93 | 8.00 | 9.31 | 9.40 |
| Draw Down(%) | NA | 8.41 | 22.08 | 23.78 | 23.78 | NA | NA | … | … | 0.86 | 8.41 | 10.31 | 23.35 | 6.25 | 23.11 | 4.86 | 12.76 | 4.12 | 8.49 | 7.49 | 4.74 | 6.34 | 5.64 | 16.81 | 10.92 | 22.36 | 35.94 | 8.22 | 9.27 | 4.56 | 7.57 | 7.42 | 16.90 | 9.84 |
| Yield(%) | NA | 4.86 | 5.58 | 5.30 | 4.94 | NA | NA | … | … | NA | 0.71 | 4.88 | 5.55 | 5.58 | 5.72 | 4.00 | 6.62 | 0.35 | 4.44 | 6.26 | 5.28 | 3.66 | 3.82 | 2.91 | 4.20 | 3.06 | 4.93 | 7.18 | 5.64 | 7.15 | 5.73 | 3.66 | 3.69 | 9.83 |
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 |
|---|---|---|---|---|
| H-M COMPANY PROFIT SHARING PLAN Strategic Asset Allocation – Optimal Moderate |
-6.65%
Feb 2006 – Feb 2009 |
-0.72%
Sep 2017 – Sep 2022 |
2.92%
Oct 2013 – Oct 2023 |
3.82%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| H-M COMPANY PROFIT SHARING PLAN Strategic Asset Allocation – Optimal Moderate |
21.16%
Feb 2009 – Feb 2012 |
17.54%
Feb 2009 – Feb 2014 |
10.95%
Feb 2009 – Feb 2019 |
9.22%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart