Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| AECOM TECHNOLOGY CORPORATION RETIREMENT & SAVINGS PLAN Tactical Asset Allocation Moderate | 8.35% | NA | 11.80% | 8.98% | 6.35% | 4.98% | 7.06% | 7.88% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AECOM TECHNOLOGY CORPORATION RETIREMENT & SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
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 | 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 (%) | -0.39 | 11.80 | 8.98 | 6.35 | 4.98 | 7.06 | 7.88 | 8.35 | -0.94 | 23.74 | -9.69 | 13.29 | 8.42 | 13.72 | -2.61 | 12.63 | 2.41 | -1.70 | 2.37 | 12.04 | 8.73 | -1.30 | 17.33 | 23.58 | -3.69 | 9.14 | 20.53 | 7.42 | 14.38 | 20.25 | 5.88 | 5.96 |
| Sharpe Ratio | NA | 1.72 | 0.64 | 0.81 | 0.69 | NA | NA | 0.91 | -0.15 | 2.59 | -1.05 | 1.39 | 0.94 | 2.38 | -0.49 | 2.50 | 0.44 | -0.27 | 0.35 | 1.85 | 1.31 | -0.10 | 1.19 | 2.14 | -1.12 | 0.59 | 2.15 | 0.76 | 1.75 | 3.78 | 1.12 | 1.01 |
| Standard Deviation(%) | NA | 7.60 | 9.21 | 8.55 | 7.41 | NA | NA | 8.05 | 8.02 | 7.53 | 10.50 | 9.54 | 8.76 | 5.17 | 7.98 | 4.79 | 4.97 | 6.28 | 6.67 | 6.48 | 6.64 | 12.82 | 14.44 | 10.96 | 4.13 | 10.39 | 8.01 | 6.94 | 7.68 | 5.17 | 4.26 | 3.60 |
| Draw Down(%) | NA | 4.32 | 14.68 | 14.68 | 14.68 | NA | NA | 14.68 | 2.26 | 4.32 | 14.67 | 4.39 | 10.91 | 2.72 | 9.73 | 2.12 | 3.69 | 7.67 | 5.12 | 5.94 | 5.55 | 13.08 | 10.05 | 5.29 | 6.27 | 6.99 | 6.69 | 4.71 | 9.54 | 2.21 | 5.93 | 2.67 |
| Yield(%) | NA | 14.36 | 9.01 | 7.91 | 5.28 | NA | NA | 5.04 | 0.89 | 14.65 | 7.39 | 4.08 | 6.82 | 5.92 | 3.19 | 0.35 | 3.08 | 2.36 | 4.36 | 3.39 | 3.15 | 1.26 | 2.36 | 4.48 | 2.60 | 5.43 | 9.76 | 8.25 | 5.26 | 3.86 | 5.61 | 7.49 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AECOM TECHNOLOGY CORPORATION RETIREMENT & SAVINGS PLAN Tactical Asset Allocation Moderate |
1.01%
Dec 2013 - Dec 2016 |
1.96%
Apr 2011 - Apr 2016 |
4.12%
Oct 2010 - Oct 2020 |
5.83%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AECOM TECHNOLOGY CORPORATION RETIREMENT & SAVINGS PLAN Tactical Asset Allocation Moderate |
16.15%
Apr 2003 - Apr 2006 |
15.13%
Oct 2002 - Oct 2007 |
12.57%
Apr 2001 - Apr 2011 |
9.52%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart