Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AVX CORPORATION RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 20.85% | 1.40% | 4.66% | 4.31% | 4.38% | 5.45% | 5.79% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AVX CORPORATION 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 (%) | -1.06 | 20.85 | 1.40 | 4.66 | 4.31 | 4.38 | 5.45 | 5.79 | NA | 3.46 | 9.10 | -12.82 | 8.88 | 10.76 | 10.81 | -4.13 | 10.55 | 4.84 | -1.00 | 1.31 | 14.35 | 7.09 | -5.93 | 3.50 | 16.51 | -2.93 | 11.12 | 12.29 | 6.02 | 8.48 | 15.83 | -0.42 | 6.54 |
| Sharpe Ratio | NA | -0.28 | -0.40 | 0.11 | 0.28 | NA | NA | 0.57 | 0.08 | -0.39 | 0.56 | -1.04 | 1.05 | 1.29 | 2.04 | -0.81 | 2.30 | 1.18 | -0.20 | 0.23 | 2.17 | 1.52 | -0.78 | 0.31 | 2.12 | -0.95 | 0.78 | 1.31 | 0.68 | 1.02 | 2.99 | -0.34 | 1.16 |
| Standard Deviation(%) | NA | 7.90 | 10.37 | 9.60 | 7.66 | NA | NA | 7.19 | 4.16 | 7.94 | 8.58 | 13.65 | 8.42 | 8.16 | 4.61 | 6.76 | 4.32 | 3.91 | 5.09 | 5.63 | 6.60 | 4.62 | 7.67 | 11.04 | 7.74 | 4.05 | 10.39 | 6.88 | 5.66 | 7.39 | 5.06 | 4.52 | 3.66 |
| Draw Down(%) | NA | 7.29 | 20.25 | 20.48 | 20.48 | NA | NA | 20.48 | 0.26 | 7.29 | 9.50 | 20.48 | 4.13 | 9.84 | 2.88 | 9.36 | 3.22 | 3.00 | 5.41 | 5.24 | 5.26 | 4.58 | 11.45 | 10.06 | 3.75 | 6.29 | 7.60 | 8.21 | 4.12 | 5.77 | 2.99 | 6.49 | 2.77 |
| Yield(%) | NA | 4.36 | 4.72 | 4.69 | 3.99 | NA | NA | 4.02 | NA | 0.67 | 4.27 | 3.16 | 6.24 | 4.16 | 6.03 | 2.50 | 0.24 | 3.34 | 5.81 | 4.11 | 1.18 | 3.30 | 1.01 | 4.00 | 4.60 | 2.66 | 5.66 | 6.03 | 5.60 | 2.91 | 3.11 | 5.30 | 6.65 |
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 |
|---|---|---|---|---|
| AVX CORPORATION RETIREMENT PLAN Tactical Asset Allocation Moderate |
-0.71%
Sep 2019 - Sep 2022 |
0.40%
Sep 2017 - Sep 2022 |
2.57%
Oct 2013 - Oct 2023 |
3.28%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AVX CORPORATION RETIREMENT PLAN Tactical Asset Allocation Moderate |
12.56%
Oct 2004 - Oct 2007 |
11.56%
Oct 2002 - Oct 2007 |
7.98%
Apr 2001 - Apr 2011 |
6.88%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart