Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SELECTIVE INSURANCE RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 6.47% | 8.43% | 8.10% | 5.24% | 6.93% | 7.33% | 7.80% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SELECTIVE INSURANCE RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| 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 (%) | -0.16 | 6.47 | 8.43 | 8.10 | 5.24 | 6.93 | 7.33 | 7.80 | 0.13 | 18.48 | -9.88 | 18.35 | 16.99 | 14.73 | -6.35 | 10.11 | 0.71 | -1.71 | 4.86 | 10.20 | 6.42 | 5.28 | 12.51 | 13.64 | -3.05 | 9.67 | 20.65 | 5.48 | 12.39 | 16.53 | 6.86 | 6.36 |
| Sharpe Ratio | NA | 1.33 | 0.65 | 1.02 | 0.73 | NA | NA | 0.90 | -0.02 | 1.85 | -0.99 | 1.96 | 1.99 | 2.56 | -1.04 | 1.76 | 0.11 | -0.28 | 0.84 | 1.52 | 1.19 | 0.65 | 0.91 | 1.47 | -0.62 | 0.70 | 2.16 | 0.44 | 1.51 | 2.87 | 1.15 | 1.02 |
| Standard Deviation(%) | NA | 7.58 | 9.47 | 8.66 | 7.41 | NA | NA | 7.64 | 7.75 | 7.67 | 11.33 | 9.35 | 8.40 | 5.19 | 7.36 | 5.39 | 4.69 | 6.16 | 5.79 | 6.70 | 5.33 | 8.10 | 13.65 | 9.24 | 6.42 | 9.55 | 8.06 | 7.57 | 7.56 | 5.51 | 4.99 | 3.96 |
| Draw Down(%) | NA | 5.10 | 15.98 | 15.98 | 15.98 | NA | NA | 15.98 | 1.65 | 5.10 | 15.85 | 4.35 | 8.80 | 2.08 | 11.40 | 3.87 | 4.63 | 7.36 | 4.55 | 6.69 | 4.53 | 6.05 | 10.12 | 4.61 | 10.98 | 7.37 | 7.23 | 4.62 | 8.17 | 2.80 | 5.59 | 2.78 |
| Yield(%) | NA | 13.67 | 10.75 | 7.98 | 5.06 | NA | NA | 4.28 | 0.95 | 13.91 | 8.10 | 9.29 | 2.69 | 5.24 | 2.88 | 0.26 | 3.29 | 1.58 | 2.72 | 1.18 | 3.38 | 2.66 | 3.14 | 4.50 | 4.05 | 3.63 | 3.49 | 3.64 | 3.92 | 4.69 | 3.52 | 5.78 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| SELECTIVE INSURANCE RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
1.25%
Dec 2013 - Dec 2016 |
1.37%
Dec 2013 - Dec 2018 |
4.60%
Apr 2010 - Apr 2020 |
5.74%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SELECTIVE INSURANCE RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
16.68%
Dec 2018 - Dec 2021 |
13.75%
Oct 2002 - Oct 2007 |
10.60%
Apr 2001 - Apr 2011 |
8.43%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart