Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Alcoa Inc Savings Plan MTIA Tactical Asset Allocation Moderate | NA | 22.56% | 0.60% | 5.55% | 4.48% | 4.89% | 7.23% | 7.60% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Alcoa Inc Savings Plan MTIA Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.92 | 22.56 | 0.60 | 5.55 | 4.48 | 4.89 | 7.23 | 7.60 | NA | 5.25 | 14.89 | -18.13 | 7.33 | 16.76 | 7.21 | -2.43 | 13.77 | 5.24 | -3.46 | 0.89 | 13.38 | 4.80 | 0.78 | 4.84 | 23.52 | -3.62 | 19.47 | 20.89 | 11.84 | 8.74 | 21.34 | 2.45 | 5.75 |
| Sharpe Ratio | NA | -0.03 | -0.33 | 0.18 | 0.30 | NA | NA | 0.73 | 0.02 | -0.15 | 1.21 | -1.33 | 0.76 | 1.92 | 1.19 | -0.51 | 2.73 | 0.96 | -0.72 | 0.16 | 1.87 | 1.00 | 0.11 | 0.43 | 2.33 | -0.82 | 1.27 | 1.62 | 1.56 | 0.87 | 3.91 | 0.27 | 1.03 |
| Standard Deviation(%) | NA | 8.84 | 11.13 | 10.39 | 8.32 | NA | NA | 8.08 | 6.84 | 8.91 | 8.80 | 14.63 | 9.65 | 8.63 | 4.88 | 7.40 | 4.81 | 5.22 | 4.85 | 5.48 | 7.13 | 4.74 | 6.90 | 11.10 | 10.03 | 5.56 | 13.02 | 10.87 | 6.18 | 8.97 | 5.29 | 4.87 | 3.34 |
| Draw Down(%) | NA | 7.14 | 22.46 | 24.72 | 24.72 | NA | NA | 24.72 | 0.60 | 7.06 | 9.25 | 23.57 | 6.81 | 8.97 | 3.86 | 8.81 | 2.03 | 4.90 | 7.09 | 5.52 | 4.96 | 4.05 | 5.82 | 8.87 | 4.05 | 7.40 | 9.26 | 15.45 | 5.96 | 11.46 | 2.29 | 7.24 | 2.31 |
| Yield(%) | NA | 3.98 | 3.86 | 3.45 | 2.81 | NA | NA | 3.67 | NA | 0.71 | 3.79 | 3.14 | 3.85 | 2.29 | 4.00 | 3.21 | 0.05 | 2.78 | 1.45 | 3.20 | 0.51 | 1.94 | 1.93 | 2.56 | 3.32 | 2.62 | 12.47 | 12.42 | 3.41 | 2.67 | 3.61 | 3.46 | 5.10 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Alcoa Inc Savings Plan MTIA Tactical Asset Allocation Moderate |
-0.89%
Apr 2021 - Apr 2024 |
0.56%
Sep 2017 - Sep 2022 |
2.52%
Oct 2013 - Oct 2023 |
3.81%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Alcoa Inc Savings Plan MTIA Tactical Asset Allocation Moderate |
21.55%
Oct 2004 - Oct 2007 |
17.59%
Oct 2002 - Oct 2007 |
11.41%
Apr 2001 - Apr 2011 |
9.42%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart