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 |
|---|---|---|---|---|---|---|---|---|
| Aviva Savings and Retirement Plan Tactical Asset Allocation Moderate | NA | 29.11% | 10.23% | 11.18% | 7.99% | 8.33% | 8.73% | 9.10% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Aviva Savings and Retirement Plan 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 (%) | -0.83 | 29.11 | 10.23 | 11.18 | 7.99 | 8.33 | 8.73 | 9.10 | NA | 14.83 | 22.89 | -7.19 | 9.25 | 17.79 | 15.50 | -1.84 | 12.98 | 0.17 | -2.04 | 1.77 | 14.85 | 7.03 | 4.19 | 12.84 | 19.46 | -0.30 | 8.44 | 20.11 | 4.48 | 12.34 | 18.23 | 4.14 | 5.82 |
| Sharpe Ratio | NA | 1.25 | 0.77 | 0.98 | 0.82 | NA | NA | 0.99 | 0.12 | 0.97 | 2.41 | -0.89 | 0.97 | 2.06 | 2.79 | -0.41 | 2.57 | -0.01 | -0.32 | 0.26 | 2.16 | 1.35 | 0.46 | 0.89 | 2.26 | -0.26 | 0.56 | 2.27 | 0.33 | 1.51 | 3.64 | 0.66 | 0.94 |
| Standard Deviation(%) | NA | 8.42 | 8.63 | 8.83 | 7.48 | NA | NA | 7.56 | 8.84 | 8.49 | 7.74 | 9.59 | 9.55 | 8.53 | 5.06 | 7.61 | 4.81 | 4.75 | 6.38 | 6.72 | 6.86 | 5.17 | 8.99 | 14.25 | 8.58 | 4.75 | 9.69 | 7.41 | 7.06 | 7.53 | 4.81 | 4.59 | 3.75 |
| Draw Down(%) | NA | 4.87 | 11.53 | 13.14 | 13.14 | NA | NA | 13.14 | 0.46 | 4.87 | 4.50 | 13.10 | 5.91 | 8.70 | 2.15 | 8.74 | 3.41 | 5.34 | 7.29 | 4.51 | 6.81 | 4.89 | 7.62 | 10.28 | 4.60 | 7.43 | 7.00 | 6.49 | 5.61 | 9.58 | 2.12 | 6.40 | 2.98 |
| Yield(%) | NA | 15.48 | 10.86 | 8.43 | 5.50 | NA | NA | 5.21 | NA | 4.45 | 14.98 | 7.07 | 5.63 | 4.87 | 5.57 | 3.91 | 0.37 | 2.66 | 1.83 | 3.60 | 3.92 | 3.74 | 5.03 | 4.73 | 6.86 | 3.19 | 4.58 | 8.91 | 6.71 | 4.59 | 3.82 | 3.86 | 4.91 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Aviva Savings and Retirement Plan Tactical Asset Allocation Moderate |
-0.05%
Dec 2013 - Dec 2016 |
2.06%
Dec 2013 - Dec 2018 |
5.37%
Apr 2010 - Apr 2020 |
6.47%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Aviva Savings and Retirement Plan Tactical Asset Allocation Moderate |
14.17%
Oct 2004 - Oct 2007 |
13.67%
Oct 2002 - Oct 2007 |
11.04%
Apr 2003 - Apr 2013 |
9.05%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart