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 Strategic Asset Allocation - Equal Weight Moderate | NA | 10.55% | 8.41% | 8.33% | 6.00% | 7.81% | 6.86% | 7.47% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | 0.14 | 10.55 | 8.41 | 8.33 | 6.00 | 7.81 | 6.86 | 7.47 | 0.36 | 19.52 | -7.12 | 16.75 | 13.84 | 16.05 | -5.24 | 7.32 | 5.25 | 0.62 | 7.69 | 9.95 | 10.48 | 1.94 | 12.78 | 22.26 | -18.50 | 4.24 | 13.56 | 7.90 | 13.85 | 20.53 | 2.27 | 9.94 |
| Sharpe Ratio | NA | 1.36 | 0.70 | 0.72 | 0.62 | NA | NA | 0.64 | 0.01 | 1.87 | -0.64 | 1.92 | 0.68 | 2.30 | -0.84 | 1.35 | 0.63 | 0.07 | 1.27 | 1.48 | 1.56 | 0.17 | 1.23 | 1.15 | -0.99 | 0.15 | 1.55 | 0.91 | 1.83 | 2.93 | 0.14 | 1.14 |
| Standard Deviation(%) | NA | 7.89 | 10.22 | 12.34 | 10.09 | NA | NA | 10.35 | 6.67 | 8.16 | 13.31 | 8.69 | 20.10 | 6.37 | 7.76 | 4.96 | 8.04 | 8.35 | 6.04 | 6.70 | 6.67 | 11.09 | 10.35 | 19.27 | 19.70 | 8.55 | 6.65 | 6.28 | 7.05 | 6.77 | 8.51 | 6.71 |
| Draw Down(%) | NA | 5.48 | 15.15 | 22.91 | 22.91 | NA | NA | 34.86 | 1.26 | 5.48 | 15.15 | 4.15 | 22.91 | 2.68 | 9.99 | 3.29 | 6.89 | 7.63 | 4.27 | 6.03 | 5.41 | 10.89 | 7.33 | 19.03 | 32.03 | 6.02 | 6.54 | 3.75 | 7.51 | 4.14 | 11.94 | 8.15 |
| Yield(%) | NA | 14.97 | 10.65 | 9.09 | 6.05 | NA | NA | 4.79 | 0.87 | 15.36 | 10.13 | 5.49 | 8.64 | 5.29 | 3.75 | 0.89 | 3.29 | 3.89 | 3.20 | 1.92 | 2.66 | 2.86 | 3.54 | 3.76 | 4.70 | 5.29 | 3.08 | 3.74 | 4.39 | 3.68 | 4.18 | 5.58 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-7.08%
Feb 2006 - Feb 2009 |
-0.14%
Feb 2004 - Feb 2009 |
4.81%
Mar 2010 - Mar 2020 |
5.07%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SELECTIVE INSURANCE RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
19.73%
Feb 2009 - Feb 2012 |
15.13%
Feb 2009 - Feb 2014 |
9.39%
Feb 2009 - Feb 2019 |
8.65%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart