Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Luxottica Group Retail Retirement Plan Tactical Asset Allocation Moderate | NA | 24.06% | 3.42% | 6.98% | 4.13% | 5.52% | 6.74% | 7.24% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Luxottica Group Retail Retirement 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 (%) | -1.04 | 24.06 | 3.42 | 6.98 | 4.13 | 5.52 | 6.74 | 7.24 | NA | 10.89 | 14.16 | -15.44 | 12.32 | 12.10 | 20.64 | -18.23 | 9.35 | 2.74 | -3.31 | 3.78 | 14.23 | 5.22 | 3.52 | 10.60 | 27.48 | -2.24 | 6.72 | 20.81 | 2.54 | 11.76 | 19.41 | 3.23 | 4.17 |
| Sharpe Ratio | NA | 0.60 | -0.10 | 0.37 | 0.21 | NA | NA | 0.66 | 0.02 | 0.56 | 1.24 | -1.30 | 1.38 | 1.12 | 3.06 | -1.17 | 2.04 | 0.47 | -0.48 | 0.66 | 2.12 | 0.97 | 0.38 | 0.78 | 2.70 | -0.65 | 0.39 | 2.30 | 0.05 | 1.41 | 3.22 | 0.44 | 0.43 |
| Standard Deviation(%) | NA | 7.63 | 9.81 | 9.83 | 9.48 | NA | NA | 8.48 | 7.91 | 7.66 | 8.01 | 12.90 | 8.93 | 10.62 | 6.28 | 16.69 | 4.28 | 5.45 | 6.90 | 5.72 | 6.71 | 5.32 | 9.09 | 13.39 | 10.15 | 4.84 | 9.46 | 7.64 | 7.17 | 7.69 | 5.81 | 4.77 | 4.30 |
| Draw Down(%) | NA | 5.30 | 16.98 | 18.69 | 23.84 | NA | NA | 23.84 | 0.59 | 5.30 | 6.15 | 18.69 | 4.52 | 12.73 | 2.03 | 23.84 | 2.64 | 4.14 | 8.23 | 4.38 | 5.37 | 4.65 | 8.09 | 9.80 | 5.16 | 7.50 | 7.21 | 5.27 | 5.77 | 9.18 | 2.07 | 7.69 | 2.79 |
| Yield(%) | NA | 4.26 | 3.73 | 4.04 | 3.43 | NA | NA | 4.10 | NA | 0.81 | 4.76 | 2.89 | 2.76 | 3.31 | 6.74 | 2.46 | 0.31 | 3.92 | 3.96 | 4.17 | 3.64 | 2.75 | 2.61 | 2.96 | 5.02 | 2.91 | 4.87 | 6.84 | 6.99 | 5.66 | 5.66 | 3.37 | 4.83 |
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 |
|---|---|---|---|---|
| Luxottica Group Retail Retirement Plan Tactical Asset Allocation Moderate |
-2.79%
Dec 2015 - Dec 2018 |
-1.61%
Dec 2013 - Dec 2018 |
2.40%
Oct 2013 - Oct 2023 |
4.66%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Luxottica Group Retail Retirement Plan Tactical Asset Allocation Moderate |
14.95%
Dec 2018 - Dec 2021 |
13.11%
Oct 2002 - Oct 2007 |
10.85%
Apr 2001 - Apr 2011 |
8.86%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart