Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2017.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| THE PROGRESSIVE 401K PLAN Tactical Asset Allocation Moderate | NA | 12.25% | 3.98% | 5.80% | 5.39% | 7.76% | NA | 7.67% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE PROGRESSIVE 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/18/2018 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2017.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.55 | 12.25 | 3.98 | 5.80 | 5.39 | 7.76 | NA | 7.67 | 2.74 | 12.19 | 6.19 | -6.07 | 1.54 | 15.17 | 5.61 | -0.40 | 9.30 | 15.99 | -0.62 | 9.87 | 15.71 | 4.85 | 9.99 | 19.01 | 1.02 | 6.98 |
| Sharpe Ratio | NA | 3.24 | 0.85 | 1.00 | 0.79 | NA | NA | 0.92 | 0.68 | 2.74 | 1.26 | -1.15 | 0.27 | 2.23 | 0.95 | -0.05 | 0.80 | 1.83 | -0.30 | 0.70 | 1.55 | 0.43 | 1.16 | 3.06 | -0.02 | 1.14 |
| Standard Deviation(%) | NA | 4.24 | 4.82 | 5.42 | 7.11 | NA | NA | 7.02 | 4.00 | 4.21 | 4.75 | 5.30 | 5.69 | 6.80 | 5.85 | 9.25 | 11.58 | 8.70 | 5.25 | 9.85 | 7.99 | 6.23 | 7.82 | 5.98 | 4.70 | 4.09 |
| Draw Down(%) | NA | 1.67 | 8.85 | 10.33 | 10.33 | NA | NA | 10.33 | 0.14 | 1.67 | 3.86 | 8.85 | 5.35 | 5.04 | 5.18 | 9.40 | 10.23 | 4.48 | 7.24 | 7.14 | 9.16 | 4.74 | 7.42 | 3.76 | 5.83 | 2.77 |
| Yield(%) | NA | 0.38 | 2.71 | 2.28 | 3.03 | NA | NA | 3.41 | 0.00 | 0.39 | 5.78 | 2.03 | 1.74 | 1.55 | 4.05 | 2.88 | 3.83 | 4.93 | 3.35 | 3.36 | 3.07 | 2.30 | 3.11 | 3.58 | 5.16 | 6.93 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE PROGRESSIVE 401K PLAN Tactical Asset Allocation Moderate |
0.42%
Dec 2013 - Dec 2016 |
2.36%
Apr 2011 - Apr 2016 |
5.39%
Oct 2007 - Oct 2017 |
6.80%
Oct 2001 - Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE PROGRESSIVE 401K PLAN Tactical Asset Allocation Moderate |
13.39%
Apr 2003 - Apr 2006 |
12.68%
Oct 2002 - Oct 2007 |
9.56%
Apr 2001 - Apr 2011 |
7.80%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart