Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| American Association of Motor Vehicle Administrators AAMVA Retirement Plan Tactical Asset Allocation Moderate | NA | 24.76% | 0.18% | 3.94% | 4.39% | 6.15% | 7.82% | 9.06% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| American Association of Motor Vehicle Administrators AAMVA 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 (%) | -1.32 | 24.76 | 0.18 | 3.94 | 4.39 | 6.15 | 7.82 | 9.06 | NA | 6.51 | 11.77 | -19.83 | 13.63 | 8.44 | 7.97 | -3.19 | 18.37 | 5.35 | -3.77 | 3.75 | 12.86 | 6.82 | 3.68 | 15.33 | 23.21 | -5.72 | 18.06 | 15.31 | 15.00 | 15.29 | 29.36 | 11.60 | 6.55 |
| Sharpe Ratio | NA | 0.05 | -0.38 | 0.07 | 0.24 | NA | NA | 0.83 | -0.02 | -0.01 | 0.70 | -1.34 | 1.35 | 0.71 | 1.28 | -0.59 | 3.54 | 0.86 | -0.60 | 0.62 | 1.96 | 1.16 | 0.40 | 1.06 | 2.37 | -0.92 | 1.26 | 1.31 | 1.85 | 1.74 | 5.71 | 2.19 | 1.00 |
| Standard Deviation(%) | NA | 9.08 | 12.23 | 11.71 | 9.33 | NA | NA | 8.73 | 8.34 | 9.16 | 10.74 | 15.86 | 10.05 | 11.50 | 5.14 | 7.65 | 5.01 | 5.97 | 6.35 | 5.97 | 6.55 | 5.85 | 9.09 | 14.41 | 9.77 | 7.22 | 11.91 | 9.17 | 6.94 | 8.23 | 5.02 | 4.79 | 4.24 |
| Draw Down(%) | NA | 7.18 | 21.61 | 23.89 | 23.89 | NA | NA | 23.89 | 0.83 | 7.03 | 10.47 | 23.87 | 5.51 | 16.10 | 2.95 | 10.33 | 2.03 | 4.68 | 10.08 | 5.63 | 6.51 | 5.59 | 7.44 | 10.45 | 4.74 | 11.74 | 9.42 | 12.32 | 5.28 | 11.04 | 2.50 | 5.72 | 2.07 |
| Yield(%) | NA | 4.72 | 4.90 | 5.11 | 4.38 | NA | NA | 4.90 | NA | 0.02 | 5.03 | 5.21 | 4.93 | 6.50 | 3.51 | 2.89 | 3.26 | 4.03 | 4.33 | 3.66 | 4.44 | 4.23 | 3.28 | 2.71 | 4.36 | 4.04 | 8.18 | 8.73 | 5.59 | 3.72 | 5.14 | 6.67 | 8.18 |
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 |
|---|---|---|---|---|
| American Association of Motor Vehicle Administrators AAMVA Retirement Plan Tactical Asset Allocation Moderate |
-1.91%
Apr 2021 - Apr 2024 |
0.45%
Sep 2017 - Sep 2022 |
2.64%
Oct 2013 - Oct 2023 |
5.01%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| American Association of Motor Vehicle Administrators AAMVA Retirement Plan Tactical Asset Allocation Moderate |
21.36%
Jan 2003 - Jan 2006 |
19.80%
Oct 2002 - Oct 2007 |
14.69%
Apr 2001 - Apr 2011 |
11.43%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart