Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| COMERICA INCORPORATED PREFERRED SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 1.49% | 3.65% | 7.55% | 6.57% | 8.17% | 8.19% | 7.28% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COMERICA INCORPORATED PREFERRED SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | 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 (%) | -1.14 | 1.49 | 3.65 | 7.55 | 6.57 | 8.17 | 8.19 | 7.28 | 2.29 | 13.38 | -13.15 | 9.93 | 30.56 | 18.25 | -5.51 | 13.21 | 6.90 | 1.04 | 6.06 | 18.35 | 8.48 | 4.46 | 16.05 | 5.90 | 2.93 | 12.86 | 10.62 | 7.45 | 10.81 | 6.25 | -8.73 | 4.50 |
| Sharpe Ratio | NA | 0.77 | 0.07 | 0.70 | 0.62 | NA | NA | 0.66 | 0.22 | 1.01 | -1.04 | 0.82 | 1.62 | 2.43 | -0.68 | 2.54 | 0.80 | 0.11 | 0.68 | 2.58 | 1.08 | 0.29 | 1.67 | 0.73 | 0.32 | 1.02 | 0.94 | 0.85 | 1.31 | 0.87 | -1.37 | 0.17 |
| Standard Deviation(%) | NA | 9.05 | 11.74 | 12.79 | 10.84 | NA | NA | 9.82 | 9.09 | 9.02 | 13.95 | 12.13 | 18.70 | 6.94 | 10.02 | 4.94 | 8.38 | 8.83 | 8.95 | 7.11 | 7.83 | 15.35 | 9.58 | 7.95 | 6.33 | 9.67 | 7.82 | 6.24 | 7.50 | 6.41 | 7.19 | 12.72 |
| Draw Down(%) | NA | 6.94 | 19.48 | 21.13 | 21.13 | NA | NA | 21.13 | 2.15 | 6.94 | 17.51 | 5.92 | 21.13 | 3.52 | 13.43 | 2.04 | 7.66 | 8.43 | 4.37 | 4.89 | 6.34 | 13.14 | 6.89 | 5.38 | 6.15 | 6.57 | 9.51 | 4.03 | 5.87 | 5.75 | 10.71 | 10.50 |
| Yield(%) | NA | 7.15 | 5.68 | 6.44 | 6.16 | NA | NA | 0.00 | 0.00 | 7.55 | 2.33 | 7.56 | 9.80 | 5.69 | 9.16 | 2.88 | 4.14 | 6.98 | 6.19 | 4.24 | 2.32 | 2.21 | 1.85 | 1.58 | 1.38 | 8.22 | 8.27 | 2.99 | 2.59 | 0.62 | 0.57 | 2.87 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| COMERICA INCORPORATED PREFERRED SAVINGS PLAN Tactical Asset Allocation Moderate |
0.00%
May 2001 - May 2004 |
3.61%
Mar 2015 - Mar 2020 |
6.55%
Sep 2001 - Sep 2011 |
6.57%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COMERICA INCORPORATED PREFERRED SAVINGS PLAN Tactical Asset Allocation Moderate |
19.28%
Dec 2018 - Dec 2021 |
14.35%
Feb 2016 - Feb 2021 |
10.89%
Sep 2011 - Sep 2021 |
10.12%
Aug 2006 - Aug 2021 |
Annualized Rolling Returns Comparison Chart