Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Simon Property Group and Adopting Entities Matching Savings Plan Tactical Asset Allocation Moderate | NA | 5.18% | 5.56% | 4.76% | 4.52% | 7.32% | 7.97% | 8.71% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Simon Property Group and Adopting Entities Matching 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 (%) | -0.55 | 5.18 | 5.56 | 4.76 | 4.52 | 7.32 | 7.97 | 8.71 | -1.12 | 15.88 | -13.60 | 14.16 | 11.46 | 9.46 | -4.22 | 15.63 | 7.93 | -5.94 | 4.69 | 11.47 | 4.66 | 4.46 | 14.56 | 34.31 | -6.61 | 17.04 | 18.32 | 8.24 | 8.80 | 24.45 | 8.74 | 6.97 |
| Sharpe Ratio | NA | 0.53 | 0.20 | 0.55 | 0.54 | NA | NA | 0.98 | -0.16 | 1.54 | -1.48 | 1.44 | 1.08 | 1.54 | -0.73 | 3.28 | 1.45 | -0.96 | 0.81 | 1.85 | 0.84 | 0.52 | 1.14 | 2.98 | -1.26 | 1.29 | 1.81 | 1.06 | 1.07 | 4.71 | 1.87 | 1.14 |
| Standard Deviation(%) | NA | 7.53 | 9.14 | 8.92 | 7.58 | NA | NA | 7.74 | 9.07 | 7.55 | 10.13 | 9.83 | 10.40 | 5.22 | 7.60 | 4.57 | 5.33 | 6.22 | 5.79 | 6.20 | 5.46 | 8.52 | 12.65 | 11.47 | 6.00 | 10.88 | 8.33 | 5.75 | 7.33 | 5.05 | 4.08 | 4.08 |
| Draw Down(%) | NA | 4.83 | 17.37 | 17.37 | 17.37 | NA | NA | 17.37 | 2.42 | 4.85 | 17.31 | 7.23 | 14.64 | 2.67 | 10.25 | 2.53 | 4.62 | 10.30 | 5.47 | 5.85 | 5.63 | 6.97 | 8.76 | 4.94 | 8.47 | 9.94 | 9.85 | 4.68 | 9.04 | 2.09 | 4.37 | 2.76 |
| Yield(%) | NA | 6.91 | 4.66 | 5.65 | 4.43 | NA | NA | 4.76 | 0.01 | 7.38 | 2.74 | 4.17 | 6.93 | 7.44 | 2.41 | 1.48 | 3.55 | 3.17 | 5.49 | 3.22 | 3.93 | 3.44 | 4.51 | 4.20 | 2.97 | 10.25 | 7.46 | 3.29 | 3.80 | 5.28 | 5.42 | 6.92 |
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 |
|---|---|---|---|---|
| Simon Property Group and Adopting Entities Matching Savings Plan Tactical Asset Allocation Moderate |
1.84%
Oct 2017 - Oct 2020 |
2.29%
Mar 2015 - Mar 2020 |
4.52%
Oct 2013 - Oct 2023 |
6.20%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Simon Property Group and Adopting Entities Matching Savings Plan Tactical Asset Allocation Moderate |
18.60%
Feb 2009 - Feb 2012 |
16.38%
Oct 2002 - Oct 2007 |
13.53%
Apr 2001 - Apr 2011 |
10.60%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart