Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| INDIVIDUAL ACCOUNT RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 22.17% | 1.75% | 5.26% | 4.56% | 5.18% | 6.00% | 6.31% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INDIVIDUAL ACCOUNT RETIREMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 | 22.17 | 1.75 | 5.26 | 4.56 | 5.18 | 6.00 | 6.31 | NA | 10.00 | 12.12 | -16.75 | 8.18 | 12.99 | 9.61 | -1.63 | 10.32 | 2.74 | -1.44 | 1.92 | 10.41 | 4.63 | 5.32 | 6.81 | 15.24 | -1.04 | 10.19 | 9.28 | 7.42 | 8.89 | 14.11 | 2.58 | 6.27 |
| Sharpe Ratio | NA | 0.46 | -0.26 | 0.25 | 0.35 | NA | NA | 0.67 | 0.05 | 0.32 | 1.02 | -1.89 | 0.91 | 1.54 | 1.92 | -0.40 | 2.30 | 0.52 | -0.31 | 0.34 | 1.58 | 0.87 | 0.81 | 0.65 | 2.17 | -0.51 | 0.83 | 0.76 | 0.85 | 0.99 | 2.25 | 0.35 | 1.15 |
| Standard Deviation(%) | NA | 10.55 | 9.40 | 9.10 | 7.43 | NA | NA | 6.99 | 12.00 | 10.54 | 7.70 | 9.59 | 8.93 | 8.29 | 4.28 | 7.43 | 4.21 | 4.89 | 4.73 | 5.65 | 6.56 | 5.27 | 6.53 | 10.34 | 6.99 | 3.85 | 8.72 | 7.92 | 6.15 | 8.01 | 5.95 | 4.22 | 3.45 |
| Draw Down(%) | NA | 7.45 | 16.73 | 17.75 | 17.75 | NA | NA | 17.75 | 1.09 | 7.45 | 6.61 | 17.57 | 4.17 | 8.48 | 3.05 | 7.19 | 1.51 | 3.88 | 4.77 | 5.29 | 4.42 | 4.84 | 4.26 | 8.29 | 3.71 | 5.98 | 6.65 | 9.76 | 5.06 | 6.47 | 3.28 | 3.82 | 2.74 |
| Yield(%) | NA | 4.52 | 4.79 | 4.64 | 3.23 | NA | NA | 3.48 | NA | 0.62 | 4.47 | 3.23 | 6.10 | 4.97 | 4.55 | 2.93 | 0.05 | 1.81 | 1.64 | 2.28 | 0.58 | 1.73 | 2.43 | 2.18 | 3.77 | 3.12 | 7.74 | 3.38 | 4.07 | 5.26 | 3.69 | 4.05 | 5.52 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| INDIVIDUAL ACCOUNT RETIREMENT PLAN Tactical Asset Allocation Moderate |
0.17%
Apr 2021 - Apr 2024 |
1.87%
Dec 2017 - Dec 2022 |
2.41%
Oct 2013 - Oct 2023 |
4.18%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INDIVIDUAL ACCOUNT RETIREMENT PLAN Tactical Asset Allocation Moderate |
12.07%
Oct 2004 - Oct 2007 |
10.76%
Oct 2002 - Oct 2007 |
8.57%
Jul 2003 - Jul 2013 |
7.05%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart