Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PMA Capital Corporation Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 19.85% | 0.89% | 5.59% | 5.02% | 5.74% | 6.21% | 6.50% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMA Capital Corporation Retirement 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 (%) | -0.76 | 19.85 | 0.89 | 5.59 | 5.02 | 5.74 | 6.21 | 6.50 | NA | 7.30 | 10.91 | -14.21 | 5.24 | 17.61 | 9.92 | -2.57 | 13.54 | 5.51 | -2.11 | 3.14 | 15.06 | 4.13 | 4.05 | 7.42 | 11.32 | -1.03 | 9.28 | 12.31 | 4.45 | 9.46 | 16.40 | -0.14 | 6.27 |
| Sharpe Ratio | NA | 0.23 | -0.29 | 0.25 | 0.41 | NA | NA | 0.69 | 0.05 | 0.08 | 0.82 | -1.43 | 0.57 | 1.97 | 1.80 | -0.53 | 2.70 | 1.10 | -0.41 | 0.55 | 2.09 | 0.73 | 0.54 | 0.70 | 1.44 | -0.44 | 0.64 | 1.23 | 0.41 | 1.29 | 2.83 | -0.28 | 1.04 |
| Standard Deviation(%) | NA | 8.90 | 9.39 | 9.25 | 7.60 | NA | NA | 7.15 | 8.91 | 8.93 | 8.10 | 10.88 | 9.20 | 8.82 | 4.73 | 7.30 | 4.78 | 4.83 | 5.26 | 5.68 | 7.18 | 5.56 | 7.39 | 10.45 | 7.81 | 4.46 | 9.77 | 7.37 | 5.62 | 6.61 | 5.55 | 4.49 | 3.82 |
| Draw Down(%) | NA | 7.16 | 14.46 | 16.59 | 16.59 | NA | NA | 16.59 | 0.72 | 7.16 | 7.87 | 15.02 | 5.82 | 8.81 | 3.24 | 8.56 | 1.69 | 3.98 | 6.03 | 5.37 | 4.80 | 5.22 | 4.74 | 8.91 | 4.51 | 7.62 | 7.29 | 8.66 | 4.48 | 6.41 | 3.60 | 6.22 | 2.30 |
| Yield(%) | NA | 4.46 | 4.15 | 3.84 | 3.08 | NA | NA | 3.35 | NA | 0.78 | 4.46 | 3.04 | 4.18 | 3.47 | 3.77 | 2.70 | 0.16 | 3.02 | 1.68 | 3.94 | 2.79 | 2.74 | 3.01 | 2.20 | 3.29 | 2.98 | 4.45 | 5.13 | 3.98 | 2.82 | 3.32 | 3.72 | 5.39 |
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 |
|---|---|---|---|---|
| PMA Capital Corporation Retirement Savings Plan Tactical Asset Allocation Moderate |
-0.99%
Apr 2021 - Apr 2024 |
2.28%
Sep 2018 - Sep 2023 |
3.60%
Oct 2013 - Oct 2023 |
4.83%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMA Capital Corporation Retirement Savings Plan Tactical Asset Allocation Moderate |
11.82%
Apr 2003 - Apr 2006 |
11.18%
Oct 2002 - Oct 2007 |
8.18%
Jul 2003 - Jul 2013 |
7.65%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart