Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Rydex Investments 401(k) and Profit Sharing Plan Tactical Asset Allocation Moderate | NA | 22.13% | 1.52% | 6.25% | 4.56% | 5.44% | 5.70% | 5.35% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Rydex Investments 401(k) and Profit Sharing 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 (%) | -1.37 | 22.13 | 1.52 | 6.25 | 4.56 | 5.44 | 5.70 | 5.35 | NA | 3.91 | 9.66 | -15.64 | 14.67 | 17.02 | 13.31 | -5.38 | 6.47 | 1.33 | -0.37 | 1.68 | 11.47 | 8.69 | -0.91 | 11.14 | 18.43 | -8.90 | 10.94 | 13.14 | 1.70 | 8.98 | 11.85 | -8.75 | 2.31 |
| Sharpe Ratio | NA | -0.34 | -0.41 | 0.25 | 0.27 | NA | NA | 0.45 | -0.03 | -0.31 | 0.55 | -1.14 | 1.61 | 2.04 | 2.37 | -0.84 | 0.90 | 0.22 | -0.06 | 0.29 | 1.78 | 1.69 | -0.09 | 0.89 | 2.26 | -1.37 | 0.83 | 1.20 | -0.07 | 1.19 | 1.77 | -1.58 | 0.01 |
| Standard Deviation(%) | NA | 8.59 | 11.46 | 10.45 | 8.63 | NA | NA | 8.06 | 7.40 | 8.63 | 9.87 | 14.94 | 9.08 | 8.22 | 5.02 | 7.97 | 6.51 | 5.14 | 6.44 | 5.83 | 6.41 | 5.09 | 10.96 | 12.37 | 8.12 | 7.16 | 9.53 | 8.20 | 6.30 | 6.77 | 6.30 | 6.23 | 0.05 |
| Draw Down(%) | NA | 8.19 | 19.22 | 20.76 | 20.76 | NA | NA | 20.76 | 0.73 | 8.04 | 9.77 | 20.76 | 4.56 | 10.04 | 2.09 | 10.89 | 5.01 | 3.91 | 6.28 | 5.11 | 6.32 | 4.14 | 11.76 | 9.13 | 3.64 | 13.29 | 6.95 | 5.85 | 4.53 | 5.17 | 4.85 | 9.48 | 0.00 |
| Yield(%) | NA | 5.44 | 6.83 | 5.84 | 4.95 | NA | NA | 3.59 | NA | 0.52 | 5.49 | 7.83 | 6.51 | 5.63 | 3.63 | 4.73 | 0.27 | 1.86 | 9.54 | 3.55 | 3.27 | 3.82 | 2.41 | 3.73 | 3.58 | 3.09 | 3.02 | 1.58 | 1.41 | 2.47 | 1.37 | 0.96 | 2.31 |
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 |
|---|---|---|---|---|
| Rydex Investments 401(k) and Profit Sharing Plan Tactical Asset Allocation Moderate |
-1.31%
Dec 2021 - Dec 2024 |
0.68%
Dec 2013 - Dec 2018 |
2.92%
Oct 2013 - Oct 2023 |
3.95%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Rydex Investments 401(k) and Profit Sharing Plan Tactical Asset Allocation Moderate |
14.99%
Dec 2018 - Dec 2021 |
10.27%
Oct 2002 - Oct 2007 |
7.86%
Apr 2003 - Apr 2013 |
6.43%
May 2006 - May 2021 |
Annualized Rolling Returns Comparison Chart