Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CTS Corporation Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 22.89% | 2.08% | 5.38% | 4.30% | 4.96% | 5.99% | 6.64% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CTS Corporation Retirement Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
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 | 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 (%) | -1.28 | 22.89 | 2.08 | 5.38 | 4.30 | 4.96 | 5.99 | 6.64 | NA | 11.82 | 10.08 | -13.51 | 9.22 | 9.97 | 10.66 | -2.92 | 9.45 | 1.45 | -1.26 | 1.37 | 13.35 | 5.62 | 0.57 | 7.82 | 16.44 | -3.26 | 12.52 | 12.58 | 6.96 | 9.68 | 19.52 | 3.32 | 6.54 |
| Sharpe Ratio | NA | 0.68 | -0.13 | 0.29 | 0.34 | NA | NA | 0.70 | 0.06 | 0.52 | 0.73 | -1.46 | 1.06 | 1.07 | 2.09 | -0.62 | 1.54 | 0.29 | -0.24 | 0.23 | 1.91 | 1.05 | 0.07 | 0.71 | 1.93 | -1.01 | 0.97 | 1.20 | 0.83 | 1.23 | 3.35 | 0.56 | 1.16 |
| Standard Deviation(%) | NA | 9.92 | 9.44 | 9.23 | 7.56 | NA | NA | 7.21 | 6.99 | 9.98 | 7.96 | 10.18 | 8.69 | 9.08 | 4.42 | 6.85 | 5.72 | 4.30 | 5.31 | 5.85 | 6.96 | 5.29 | 7.65 | 10.90 | 8.46 | 4.15 | 9.86 | 7.74 | 5.75 | 7.11 | 5.62 | 3.99 | 3.66 |
| Draw Down(%) | NA | 6.54 | 13.97 | 15.71 | 15.71 | NA | NA | 15.71 | 0.41 | 6.54 | 7.08 | 14.35 | 4.37 | 11.00 | 3.21 | 8.08 | 4.00 | 3.66 | 6.22 | 6.24 | 5.23 | 4.86 | 6.64 | 9.53 | 4.75 | 6.61 | 6.75 | 9.44 | 4.46 | 6.41 | 3.42 | 4.52 | 2.77 |
| Yield(%) | NA | 3.85 | 4.05 | 3.67 | 3.34 | NA | NA | 3.65 | NA | 0.88 | 3.57 | 3.02 | 4.82 | 3.60 | 3.35 | 2.81 | 0.32 | 2.25 | 5.32 | 3.84 | 0.46 | 3.66 | 2.08 | 3.95 | 4.37 | 2.66 | 4.30 | 4.68 | 3.75 | 4.03 | 4.23 | 5.24 | 6.65 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTS Corporation Retirement Savings Plan Tactical Asset Allocation Moderate |
-0.30%
Apr 2021 - Apr 2024 |
1.53%
Dec 2013 - Dec 2018 |
2.37%
Oct 2013 - Oct 2023 |
3.93%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTS Corporation Retirement Savings Plan Tactical Asset Allocation Moderate |
14.05%
Apr 2003 - Apr 2006 |
13.10%
Oct 2002 - Oct 2007 |
9.58%
Apr 2001 - Apr 2011 |
7.69%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart