Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
PCS U.S. Employees Savings Plan Tactical Asset Allocation Moderate | NA | 20.79% | 3.03% | 7.51% | 6.03% | 6.18% | 7.15% | 7.75% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
PCS U.S. Employees Savings 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 (%) | -1.11 | 20.79 | 3.03 | 7.51 | 6.03 | 6.18 | 7.15 | 7.75 | NA | 7.41 | 14.70 | -13.49 | 10.53 | 20.36 | 7.68 | -1.58 | 11.63 | 4.48 | -0.80 | 1.79 | 17.09 | 1.12 | 3.73 | 5.69 | 9.50 | 9.40 | 12.79 | 10.51 | 7.03 | 8.92 | 17.32 | 10.14 | 5.56 |
Sharpe Ratio | NA | 0.26 | -0.13 | 0.50 | 0.53 | NA | NA | 0.81 | 0.11 | 0.10 | 1.35 | -1.03 | 1.22 | 2.56 | 1.35 | -0.40 | 2.71 | 0.93 | -0.17 | 0.30 | 2.65 | 0.20 | 0.45 | 0.49 | 1.12 | 1.39 | 1.03 | 0.94 | 0.82 | 0.99 | 2.43 | 1.94 | 0.62 |
Standard Deviation(%) | NA | 8.20 | 10.59 | 9.73 | 7.79 | NA | NA | 7.54 | 5.68 | 8.25 | 7.75 | 14.44 | 8.60 | 7.86 | 4.66 | 7.19 | 4.06 | 4.58 | 4.81 | 5.92 | 6.43 | 5.27 | 8.27 | 11.54 | 8.42 | 6.10 | 9.51 | 7.70 | 5.90 | 8.10 | 6.84 | 4.65 | 5.26 |
Draw Down(%) | NA | 5.24 | 19.38 | 20.17 | 20.17 | NA | NA | 20.17 | 0.33 | 5.24 | 7.24 | 20.17 | 4.46 | 4.95 | 2.77 | 7.77 | 1.81 | 3.83 | 3.96 | 5.43 | 3.87 | 5.63 | 6.10 | 10.94 | 4.93 | 3.36 | 6.48 | 9.12 | 4.27 | 7.86 | 4.02 | 2.91 | 5.19 |
Yield(%) | NA | 3.20 | 3.04 | 2.65 | 2.44 | NA | NA | 3.49 | NA | 0.45 | 3.16 | 1.59 | 4.17 | 3.13 | 1.55 | 2.48 | 0.18 | 3.94 | 2.94 | 1.71 | 2.26 | 3.48 | 3.47 | 3.02 | 2.85 | 4.62 | 8.14 | 7.52 | 2.23 | 2.53 | 3.24 | 6.11 | 5.56 |
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 |
---|---|---|---|---|
PCS U.S. Employees Savings Plan Tactical Asset Allocation Moderate |
1.69%
Feb 2014 - Feb 2017 |
2.81%
Sep 2017 - Sep 2022 |
4.44%
Oct 2013 - Oct 2023 |
5.05%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PCS U.S. Employees Savings Plan Tactical Asset Allocation Moderate |
13.36%
Oct 2004 - Oct 2007 |
12.21%
Oct 2002 - Oct 2007 |
10.30%
Apr 2001 - Apr 2011 |
8.19%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart