Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Virginia Bankers Association Defined Contribution Plan Tactical Asset Allocation Moderate | NA | 14.24% | 0.39% | 29.75% | 15.85% | 13.81% | 14.11% | 14.50% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Virginia Bankers Association Defined Contribution 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 (%) | -1.58 | 14.24 | 0.39 | 29.75 | 15.85 | 13.81 | 14.11 | 14.50 | NA | -0.73 | 16.58 | -18.02 | 223.16 | 12.92 | 9.28 | -4.66 | 14.25 | 4.55 | -4.64 | 4.60 | 13.11 | 11.20 | 0.10 | 15.09 | 34.20 | -5.76 | 19.03 | 15.89 | 14.10 | 13.70 | 28.41 | 10.62 | 7.66 |
| Sharpe Ratio | NA | -0.65 | -0.53 | 0.53 | 0.38 | NA | NA | 0.53 | 0.07 | -0.84 | 1.61 | -1.84 | 2.07 | 1.41 | 1.52 | -0.78 | 2.62 | 0.76 | -0.63 | 0.77 | 2.01 | 2.32 | 0.01 | 1.08 | 3.70 | -1.06 | 1.38 | 1.43 | 1.75 | 1.50 | 5.33 | 1.85 | 1.08 |
| Standard Deviation(%) | NA | 8.58 | 9.03 | 49.03 | 34.94 | NA | NA | 23.42 | 7.69 | 8.69 | 7.64 | 10.53 | 108.02 | 9.01 | 5.19 | 7.68 | 5.19 | 5.68 | 7.45 | 5.93 | 6.51 | 4.80 | 11.25 | 13.86 | 9.22 | 6.30 | 11.64 | 8.79 | 6.80 | 8.51 | 5.20 | 5.15 | 4.94 |
| Draw Down(%) | NA | 7.33 | 16.92 | 18.74 | 18.74 | NA | NA | 18.74 | 0.60 | 7.33 | 6.26 | 18.66 | 4.58 | 10.47 | 3.55 | 11.52 | 2.91 | 5.94 | 10.36 | 5.21 | 5.62 | 3.80 | 11.38 | 9.81 | 4.00 | 12.00 | 9.37 | 11.75 | 5.08 | 10.90 | 2.66 | 6.19 | 3.25 |
| Yield(%) | NA | 4.30 | 3.87 | 53.33 | 28.66 | NA | NA | 14.34 | NA | 0.65 | 4.41 | 2.28 | 226.73 | 2.65 | 5.52 | 5.46 | 0.43 | 4.05 | 6.23 | 3.98 | 3.40 | 4.09 | 2.12 | 3.42 | 3.90 | 5.08 | 9.64 | 6.36 | 4.75 | 4.02 | 5.20 | 6.86 | 8.53 |
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 |
|---|---|---|---|---|
| Virginia Bankers Association Defined Contribution Plan Tactical Asset Allocation Moderate |
-1.74%
Dec 2021 - Dec 2024 |
2.16%
May 2014 - May 2019 |
4.68%
Oct 2010 - Oct 2020 |
8.25%
Sep 2005 - Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Virginia Bankers Association Defined Contribution Plan Tactical Asset Allocation Moderate |
58.57%
Dec 2018 - Dec 2021 |
34.14%
Dec 2016 - Dec 2021 |
19.00%
Dec 2011 - Dec 2021 |
17.12%
May 2006 - May 2021 |
Annualized Rolling Returns Comparison Chart