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 |
|---|---|---|---|---|---|---|---|---|
| OLD REPUBLIC INTERNATIONAL CORPORATION EMPLOYEES SAVINGS AND STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate | NA | 20.08% | 0.93% | 2.99% | 3.26% | 4.76% | 6.19% | 6.67% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OLD REPUBLIC INTERNATIONAL CORPORATION EMPLOYEES SAVINGS AND STOCK OWNERSHIP 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 (%) | -1.11 | 20.08 | 0.93 | 2.99 | 3.26 | 4.76 | 6.19 | 6.67 | NA | 7.92 | 10.41 | -14.60 | 7.75 | 3.64 | 8.75 | -3.05 | 8.06 | 7.99 | -4.13 | 0.91 | 15.34 | 5.78 | 5.13 | 7.95 | 26.64 | -0.57 | 9.57 | 13.08 | 4.99 | 9.28 | 17.74 | 1.98 | 7.57 |
| Sharpe Ratio | NA | 0.27 | -0.28 | 0.02 | 0.18 | NA | NA | 0.69 | 0.06 | 0.13 | 0.84 | -1.64 | 0.86 | 0.30 | 1.68 | -0.58 | 1.56 | 1.77 | -0.66 | 0.16 | 2.27 | 1.05 | 0.66 | 0.73 | 3.22 | -0.32 | 0.68 | 1.31 | 0.47 | 1.10 | 3.12 | 0.19 | 1.21 |
| Standard Deviation(%) | NA | 9.96 | 9.12 | 9.61 | 7.87 | NA | NA | 7.37 | 10.70 | 9.95 | 7.35 | 9.76 | 8.99 | 11.41 | 4.36 | 7.52 | 4.77 | 4.41 | 6.34 | 5.59 | 6.75 | 5.45 | 7.67 | 10.77 | 8.23 | 4.73 | 9.63 | 7.48 | 6.01 | 7.56 | 5.47 | 4.61 | 4.36 |
| Draw Down(%) | NA | 8.49 | 14.02 | 16.82 | 16.82 | NA | NA | 16.82 | 0.77 | 8.49 | 6.03 | 15.03 | 4.38 | 16.25 | 3.17 | 8.29 | 3.76 | 3.79 | 7.83 | 5.75 | 5.60 | 5.41 | 5.04 | 10.23 | 4.67 | 5.74 | 7.59 | 8.76 | 4.86 | 7.04 | 3.12 | 5.26 | 3.29 |
| Yield(%) | NA | 3.48 | 2.76 | 2.58 | 2.42 | NA | NA | 3.39 | NA | 0.49 | 3.65 | 1.77 | 2.55 | 2.15 | 2.92 | 2.84 | 0.42 | 3.05 | 2.01 | 2.87 | 1.61 | 2.75 | 3.03 | 4.59 | 4.51 | 6.68 | 4.21 | 4.07 | 3.82 | 3.21 | 4.22 | 3.89 | 6.59 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OLD REPUBLIC INTERNATIONAL CORPORATION EMPLOYEES SAVINGS AND STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate |
-1.57%
Dec 2019 - Dec 2022 |
-0.07%
Nov 2017 - Nov 2022 |
1.67%
Oct 2013 - Oct 2023 |
4.27%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OLD REPUBLIC INTERNATIONAL CORPORATION EMPLOYEES SAVINGS AND STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate |
13.46%
Feb 2009 - Feb 2012 |
12.09%
Apr 2005 - Apr 2010 |
10.21%
Apr 2003 - Apr 2013 |
8.64%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart