Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Arbitron 401(k) Plan Tactical Asset Allocation Moderate | NA | 17.06% | -0.94% | 3.82% | 4.28% | 5.66% | 6.18% | 6.58% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Arbitron 401(k) 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 (%) | -0.98 | 17.06 | -0.94 | 3.82 | 4.28 | 5.66 | 6.18 | 6.58 | NA | 2.83 | 10.15 | -17.08 | 7.47 | 11.76 | 11.76 | -0.75 | 10.44 | 5.78 | -1.51 | 2.58 | 15.65 | 9.25 | 3.19 | 9.23 | 17.07 | -4.68 | 7.69 | 11.69 | 5.80 | 9.68 | 19.56 | -0.29 | 5.98 |
| Sharpe Ratio | NA | -0.34 | -0.61 | -0.01 | 0.28 | NA | NA | 0.71 | -0.01 | -0.42 | 0.77 | -1.67 | 0.87 | 1.30 | 2.37 | -0.33 | 2.22 | 1.29 | -0.34 | 0.49 | 2.35 | 1.76 | 0.43 | 0.97 | 2.40 | -1.41 | 0.54 | 1.10 | 0.61 | 1.21 | 3.49 | -0.35 | 0.91 |
| Standard Deviation(%) | NA | 8.88 | 9.34 | 9.10 | 7.29 | NA | NA | 6.85 | 7.84 | 8.89 | 7.67 | 11.07 | 8.60 | 8.84 | 4.37 | 6.31 | 4.42 | 4.33 | 4.54 | 5.23 | 6.64 | 5.23 | 7.42 | 9.47 | 7.09 | 3.96 | 8.71 | 7.64 | 5.93 | 7.23 | 5.41 | 3.99 | 4.05 |
| Draw Down(%) | NA | 8.74 | 17.19 | 19.47 | 19.47 | NA | NA | 19.47 | 0.58 | 8.54 | 7.05 | 17.98 | 5.32 | 12.66 | 2.87 | 6.54 | 3.49 | 3.87 | 4.70 | 4.82 | 5.00 | 4.57 | 4.84 | 7.60 | 3.80 | 8.48 | 6.74 | 9.94 | 5.27 | 6.80 | 2.36 | 5.44 | 2.76 |
| Yield(%) | NA | 3.11 | 4.14 | 4.23 | 3.19 | NA | NA | 3.40 | NA | 0.61 | 3.11 | 2.54 | 6.16 | 5.45 | 3.82 | 3.49 | 0.17 | 3.39 | 1.44 | 2.17 | 2.87 | 2.43 | 2.60 | 3.63 | 3.31 | 2.69 | 6.06 | 5.68 | 3.22 | 2.69 | 2.79 | 2.85 | 5.00 |
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 |
|---|---|---|---|---|
| Arbitron 401(k) Plan Tactical Asset Allocation Moderate |
-2.07%
Dec 2021 - Dec 2024 |
1.75%
Sep 2018 - Sep 2023 |
3.10%
Oct 2013 - Oct 2023 |
4.88%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Arbitron 401(k) Plan Tactical Asset Allocation Moderate |
13.43%
Apr 2003 - Apr 2006 |
11.97%
Oct 2002 - Oct 2007 |
9.03%
Apr 2003 - Apr 2013 |
8.22%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart