Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| City of Philadelphia 457 Plan Tactical Asset Allocation Moderate | NA | 10.39% | -1.72% | 4.50% | 4.39% | 6.00% | 7.22% | 7.88% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| City of Philadelphia 457 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 (%) | -1.61 | 10.39 | -1.72 | 4.50 | 4.39 | 6.00 | 7.22 | 7.88 | NA | -3.29 | 9.47 | -14.97 | 15.36 | 13.52 | 12.04 | -2.07 | 10.65 | 1.85 | -0.27 | 4.86 | 13.03 | 6.62 | 2.64 | 14.43 | 23.25 | -3.76 | 9.69 | 20.96 | 7.15 | 14.50 | 17.88 | 5.40 | 6.04 |
| Sharpe Ratio | NA | -0.92 | -0.71 | 0.09 | 0.26 | NA | NA | 0.78 | 0.01 | -1.05 | 0.63 | -1.61 | 1.63 | 1.46 | 2.25 | -0.42 | 1.81 | 0.34 | -0.05 | 0.74 | 1.94 | 1.23 | 0.26 | 1.07 | 2.16 | -1.14 | 0.67 | 2.24 | 0.75 | 1.76 | 3.75 | 0.93 | 1.01 |
| Standard Deviation(%) | NA | 9.29 | 9.27 | 9.31 | 7.86 | NA | NA | 7.82 | 7.57 | 9.37 | 8.24 | 10.18 | 9.42 | 9.12 | 4.72 | 8.15 | 5.55 | 4.81 | 6.59 | 6.58 | 6.69 | 5.34 | 9.96 | 13.41 | 10.70 | 4.12 | 10.01 | 7.90 | 6.63 | 7.73 | 4.58 | 4.59 | 3.68 |
| Draw Down(%) | NA | 7.92 | 14.12 | 16.70 | 16.70 | NA | NA | 16.70 | 0.51 | 7.92 | 7.08 | 15.54 | 4.45 | 10.75 | 2.87 | 8.85 | 3.84 | 3.78 | 7.32 | 4.31 | 5.85 | 4.08 | 9.15 | 9.06 | 5.18 | 6.26 | 7.03 | 6.34 | 4.44 | 9.26 | 1.99 | 6.66 | 2.61 |
| Yield(%) | NA | 3.55 | 5.59 | 5.87 | 4.59 | NA | NA | 4.42 | NA | 0.94 | 3.11 | 2.45 | 10.65 | 6.98 | 6.56 | 3.02 | 0.26 | 3.73 | 4.12 | 4.86 | 3.37 | 3.16 | 1.95 | 4.69 | 4.81 | 2.64 | 5.59 | 5.41 | 3.65 | 3.77 | 4.03 | 5.41 | 6.42 |
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 |
|---|---|---|---|---|
| City of Philadelphia 457 Plan Tactical Asset Allocation Moderate |
-3.44%
Dec 2021 - Dec 2024 |
2.74%
Mar 2015 - Mar 2020 |
3.81%
Dec 2014 - Dec 2024 |
5.26%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| City of Philadelphia 457 Plan Tactical Asset Allocation Moderate |
15.62%
Oct 2004 - Oct 2007 |
14.76%
Oct 2002 - Oct 2007 |
12.07%
Apr 2001 - Apr 2011 |
9.61%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart