Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| U.S. BANK 401(k) SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -8.05% | 10.01% | 8.73% | 8.52% | 8.92% | 8.51% | 8.42% |
Data as of 08/31/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| U.S. BANK 401(k) SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 11/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.47 | -8.05 | 10.01 | 8.73 | 8.52 | 8.92 | 8.51 | 8.42 | -9.91 | 9.78 | 28.07 | 18.59 | -3.16 | 9.33 | 3.99 | 2.44 | 4.46 | 24.05 | 10.41 | -0.62 | 18.38 | 14.63 | 3.87 | 10.12 | 5.38 | 1.74 | 13.38 | 17.01 | -6.55 | 8.65 |
| Sharpe Ratio | NA | -0.91 | 0.57 | 0.55 | 0.69 | NA | NA | 0.68 | -0.81 | 0.76 | 1.38 | 2.18 | -0.40 | 1.34 | 0.36 | 0.25 | 0.51 | 2.94 | 1.29 | -0.04 | 1.67 | 1.46 | 0.54 | 0.74 | 0.24 | -0.05 | 1.35 | 1.64 | -1.03 | 1.17 |
| Standard Deviation(%) | NA | 13.25 | 15.62 | 13.60 | 11.45 | NA | NA | 10.46 | 13.44 | 12.78 | 20.22 | 7.87 | 11.31 | 6.48 | 10.47 | 9.64 | 8.78 | 8.16 | 8.06 | 16.41 | 10.96 | 9.92 | 5.50 | 9.57 | 8.69 | 8.05 | 9.20 | 9.95 | 7.42 | 5.43 |
| Draw Down(%) | NA | 15.74 | 21.64 | 21.64 | 21.64 | NA | NA | 21.64 | 13.96 | 5.89 | 21.64 | 4.09 | 15.31 | 3.39 | 10.61 | 8.49 | 7.10 | 4.31 | 6.51 | 14.33 | 9.29 | 5.26 | 4.53 | 5.74 | 9.28 | 5.42 | 7.74 | 7.51 | 10.01 | 4.10 |
| Yield(%) | NA | 4.83 | 5.17 | 6.75 | 6.29 | NA | NA | 0.00 | 0.44 | 5.64 | 10.03 | 3.07 | 5.27 | 13.02 | 2.76 | 10.22 | 2.87 | 12.96 | 3.11 | 1.67 | 3.46 | 2.59 | 3.03 | 8.40 | 7.20 | 5.07 | 10.22 | 2.82 | 3.55 | 8.82 |
Data as of 08/31/2022, 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 |
|---|---|---|---|---|
| U.S. BANK 401(k) SAVINGS PLAN Tactical Asset Allocation Moderate |
2.70%
Mar 2017 - Mar 2020 |
2.39%
Mar 2015 - Mar 2020 |
6.38%
Mar 2010 - Mar 2020 |
7.20%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| U.S. BANK 401(k) SAVINGS PLAN Tactical Asset Allocation Moderate |
18.58%
Dec 2018 - Dec 2021 |
14.02%
Feb 2009 - Feb 2014 |
10.62%
May 2003 - May 2013 |
10.32%
Jul 2006 - Jul 2021 |
Annualized Rolling Returns Comparison Chart