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 | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| Aon Hewitt Associates Retirement and Savings Plan Tactical Asset Allocation Moderate | 8.29% | NA | 26.34% | 1.81% | 6.18% | 5.32% | 5.78% | 7.99% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Aon Hewitt Associates Retirement and Savings 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 (%) | -1.44 | 26.34 | 1.81 | 6.18 | 5.32 | 5.78 | 7.99 | 8.29 | NA | 9.55 | 14.13 | -18.74 | 13.26 | 14.81 | 13.95 | -3.36 | 11.33 | 6.21 | -3.54 | 2.39 | 16.14 | 9.54 | -0.13 | 2.68 | 22.39 | -2.34 | 21.63 | 19.89 | 12.28 | 8.87 | 19.39 | 3.43 | 6.38 |
| Sharpe Ratio | NA | 0.42 | -0.24 | 0.30 | 0.42 | NA | NA | 0.82 | -0.04 | 0.35 | 0.98 | -1.31 | 1.53 | 1.72 | 2.78 | -0.62 | 2.46 | 1.24 | -0.69 | 0.40 | 2.33 | 1.54 | -0.02 | 0.23 | 2.18 | -0.61 | 1.49 | 1.77 | 1.57 | 0.86 | 3.48 | 0.49 | 1.03 |
| Standard Deviation(%) | NA | 8.51 | 11.71 | 10.58 | 8.41 | NA | NA | 8.12 | 9.05 | 8.58 | 10.12 | 15.35 | 8.64 | 8.46 | 4.51 | 7.58 | 4.35 | 4.85 | 5.17 | 5.97 | 6.91 | 6.16 | 7.63 | 11.06 | 10.25 | 5.39 | 12.54 | 9.38 | 6.45 | 9.23 | 5.37 | 4.75 | 3.96 |
| Draw Down(%) | NA | 5.16 | 21.87 | 23.58 | 23.58 | NA | NA | 23.58 | 0.93 | 5.16 | 9.70 | 23.58 | 4.19 | 8.97 | 2.41 | 9.21 | 1.55 | 3.76 | 7.26 | 5.53 | 5.02 | 4.80 | 6.56 | 9.54 | 4.50 | 7.04 | 9.97 | 13.14 | 5.72 | 10.85 | 2.38 | 6.90 | 2.94 |
| Yield(%) | NA | 3.25 | 2.42 | 2.41 | 2.13 | NA | NA | 3.33 | NA | 0.77 | 3.02 | 2.11 | 1.69 | 2.20 | 3.04 | 2.27 | 0.32 | 2.37 | 1.40 | 2.85 | 1.45 | 2.66 | 1.99 | 2.19 | 3.38 | 2.91 | 11.61 | 10.21 | 3.89 | 2.25 | 3.48 | 3.26 | 5.29 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Aon Hewitt Associates Retirement and Savings Plan Tactical Asset Allocation Moderate |
-0.55%
Apr 2021 - Apr 2024 |
2.45%
Dec 2013 - Dec 2018 |
3.39%
Oct 2013 - Oct 2023 |
4.82%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Aon Hewitt Associates Retirement and Savings Plan Tactical Asset Allocation Moderate |
21.64%
Oct 2004 - Oct 2007 |
17.38%
Oct 2002 - Oct 2007 |
11.60%
Jul 2003 - Jul 2013 |
9.67%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart