Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Principal Financial Group Deferred Compensation Plan Tactical Asset Allocation Moderate | NA | 16.24% | 0.01% | 4.04% | 4.11% | 6.23% | 7.16% | 7.51% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Principal Financial Group Deferred Compensation 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 (%) | -1.46 | 16.24 | 0.01 | 4.04 | 4.11 | 6.23 | 7.16 | 7.51 | NA | 5.67 | 4.84 | -13.13 | 10.88 | 10.55 | 9.51 | -2.12 | 13.70 | 3.83 | -3.15 | 5.42 | 14.16 | 10.33 | 4.19 | 13.20 | 20.70 | -6.31 | 10.79 | 22.90 | 5.04 | 11.41 | 15.98 | 3.21 | 5.68 |
| Sharpe Ratio | NA | 0.06 | -0.53 | 0.11 | 0.29 | NA | NA | 0.78 | 0.05 | -0.12 | 0.08 | -1.52 | 1.25 | 1.16 | 1.78 | -0.44 | 2.79 | 0.78 | -0.52 | 0.96 | 2.00 | 1.88 | 0.41 | 1.00 | 2.35 | -1.90 | 0.74 | 2.36 | 0.41 | 1.41 | 3.02 | 0.42 | 0.98 |
| Standard Deviation(%) | NA | 7.95 | 8.31 | 8.53 | 7.25 | NA | NA | 7.49 | 9.54 | 8.01 | 7.26 | 9.52 | 8.66 | 8.90 | 4.56 | 7.81 | 4.69 | 4.66 | 6.13 | 5.63 | 7.07 | 5.46 | 10.02 | 13.12 | 8.75 | 3.81 | 10.54 | 8.32 | 6.93 | 7.43 | 5.07 | 4.96 | 3.42 |
| Draw Down(%) | NA | 5.51 | 16.16 | 18.10 | 18.10 | NA | NA | 18.10 | 0.73 | 5.49 | 6.31 | 13.90 | 4.46 | 10.98 | 2.43 | 8.41 | 1.55 | 3.25 | 7.21 | 4.42 | 6.34 | 3.62 | 9.75 | 9.76 | 5.25 | 7.61 | 8.10 | 7.70 | 5.66 | 11.27 | 2.36 | 7.65 | 2.68 |
| Yield(%) | NA | 4.21 | 3.45 | 3.36 | 3.44 | NA | NA | 3.70 | NA | 0.62 | 4.38 | 1.99 | 3.68 | 4.00 | 2.47 | 2.54 | 5.30 | 3.26 | 3.33 | 3.22 | 4.93 | 2.96 | 2.62 | 2.21 | 2.27 | 3.60 | 4.83 | 5.75 | 3.47 | 6.51 | 3.59 | 2.97 | 4.58 |
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 |
|---|---|---|---|---|
| Principal Financial Group Deferred Compensation Plan Tactical Asset Allocation Moderate |
-1.27%
Dec 2021 - Dec 2024 |
1.53%
Sep 2018 - Sep 2023 |
3.30%
Oct 2013 - Oct 2023 |
5.60%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Principal Financial Group Deferred Compensation Plan Tactical Asset Allocation Moderate |
16.60%
Oct 2004 - Oct 2007 |
14.26%
Oct 2002 - Oct 2007 |
11.09%
Apr 2003 - Apr 2013 |
9.43%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart