Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CITIGROUP 401(k) PLAN Tactical Asset Allocation Moderate | -3.26% | -2.29% | 0.85% | 7.08% | 3.67% | 5.26% | 7.16% | 7.28% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CITIGROUP 401(k) PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 06/04/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.44 | -2.29 | 0.85 | 7.08 | 3.67 | 5.26 | 7.16 | 7.28 | -3.26 | 5.83 | 11.20 | -12.25 | 10.58 | 6.94 | 20.17 | -7.72 | 8.39 | 7.85 | -5.53 | 2.66 | 9.10 | 13.61 | 5.24 | 16.25 | 10.12 | 3.81 | 18.95 | 16.76 | 10.38 | 10.91 | 28.68 | -4.57 | 0.45 |
| Sharpe Ratio | NA | -0.10 | 0.11 | 0.39 | 0.27 | NA | NA | 0.61 | -0.07 | 0.24 | 0.93 | -1.05 | 1.01 | 0.33 | 2.03 | -1.05 | 1.47 | 0.90 | -0.62 | 0.34 | 1.07 | 1.75 | 0.38 | 1.28 | 0.85 | 0.32 | 1.36 | 1.41 | 1.18 | 1.10 | 4.48 | -0.78 | -0.57 |
| Standard Deviation(%) | NA | 10.42 | 10.21 | 10.84 | 10.97 | NA | NA | 10.01 | 11.30 | 9.27 | 8.14 | 13.02 | 10.44 | 20.28 | 9.22 | 8.65 | 5.25 | 8.45 | 8.97 | 7.68 | 8.48 | 7.77 | 13.65 | 12.64 | 11.74 | 8.83 | 11.61 | 9.45 | 6.90 | 9.00 | 6.24 | 7.34 | 3.48 |
| Draw Down(%) | NA | 14.38 | 14.38 | 16.58 | 26.74 | NA | NA | 26.74 | 11.77 | 6.10 | 7.84 | 16.58 | 5.13 | 26.74 | 3.42 | 14.36 | 2.56 | 6.00 | 12.52 | 7.24 | 10.85 | 4.52 | 11.27 | 8.64 | 8.83 | 7.74 | 10.09 | 12.39 | 5.56 | 12.83 | 2.08 | 13.74 | 5.25 |
| Yield(%) | NA | 5.49 | 4.58 | 5.62 | 4.53 | NA | NA | 0.00 | NA | 1.42 | 5.62 | 3.12 | 4.32 | 3.55 | 12.43 | 4.43 | 1.91 | 2.66 | 4.29 | 2.98 | 1.93 | 6.50 | 1.97 | 2.36 | 6.00 | 5.76 | 6.34 | 6.52 | 5.77 | 3.38 | 3.51 | 2.50 | 3.59 |
Data as of 03/31/2025, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CITIGROUP 401(k) PLAN Tactical Asset Allocation Moderate |
-0.46%
Mar 2017 - Mar 2020 |
0.36%
Mar 2015 - Mar 2020 |
3.10%
Oct 2013 - Oct 2023 |
5.14%
Apr 2010 - Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CITIGROUP 401(k) PLAN Tactical Asset Allocation Moderate |
18.70%
Oct 2004 - Oct 2007 |
17.97%
Feb 2003 - Feb 2008 |
13.55%
Apr 2003 - Apr 2013 |
10.44%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart