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 Strategic Asset Allocation - Equal Weight Moderate | NA | 26.56% | 5.49% | 8.07% | 5.53% | 6.48% | 6.37% | 7.15% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.14 | 26.56 | 5.49 | 8.07 | 5.53 | 6.48 | 6.37 | 7.15 | NA | 7.85 | 15.51 | -10.22 | 5.25 | 18.74 | 13.99 | -5.45 | 5.37 | 2.19 | 0.48 | 4.37 | 13.88 | 9.28 | 2.50 | 9.20 | 23.45 | -18.37 | 11.40 | 8.27 | 8.86 | 11.69 | 18.21 | -0.04 | 13.57 |
| Sharpe Ratio | NA | 0.32 | 0.04 | 0.37 | 0.35 | NA | NA | 0.57 | 0.10 | 0.13 | 1.28 | -0.86 | 0.54 | 1.07 | 1.98 | -0.80 | 1.01 | 0.24 | 0.05 | 0.45 | 2.34 | 1.66 | 0.23 | 0.97 | 1.77 | -1.21 | 1.21 | 0.81 | 1.23 | 1.57 | 2.61 | -0.13 | 1.49 |
| Standard Deviation(%) | NA | 9.95 | 10.99 | 12.30 | 10.13 | NA | NA | 9.47 | 9.47 | 10.02 | 8.77 | 13.57 | 9.73 | 17.28 | 6.35 | 8.49 | 4.70 | 8.25 | 8.39 | 9.61 | 5.91 | 5.55 | 10.55 | 9.42 | 13.18 | 15.93 | 6.97 | 6.17 | 5.45 | 6.87 | 6.72 | 8.51 | 7.53 |
| Draw Down(%) | NA | 8.33 | 15.29 | 21.56 | 21.56 | NA | NA | 28.72 | 0.67 | 8.33 | 7.21 | 15.96 | 5.89 | 21.56 | 3.01 | 11.53 | 4.00 | 6.67 | 7.71 | 7.93 | 4.99 | 4.54 | 9.03 | 7.54 | 12.47 | 27.37 | 4.19 | 6.66 | 3.74 | 5.34 | 6.14 | 12.26 | 7.27 |
| Yield(%) | NA | 3.77 | 4.36 | 4.09 | 4.10 | NA | NA | 4.16 | NA | 0.58 | 3.94 | 2.74 | 5.98 | 4.34 | 3.03 | 7.82 | 0.39 | 1.78 | 7.48 | 3.46 | 5.70 | 3.28 | 3.06 | 2.33 | 3.38 | 4.50 | 8.49 | 3.64 | 4.02 | 3.61 | 2.97 | 3.44 | 5.66 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.71%
Feb 2006 - Feb 2009 |
-0.29%
Mar 2015 - Mar 2020 |
3.61%
Oct 2013 - Oct 2023 |
4.12%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INDIVIDUAL ACCOUNT RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.18%
Feb 2009 - Feb 2012 |
13.58%
Feb 2009 - Feb 2014 |
8.58%
Mar 2003 - Mar 2013 |
7.87%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart