Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| National Telephone Cooperative Association (NTCA) Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 16.75% | 7.72% | 8.83% | 6.11% | 8.31% | 7.22% | 7.49% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| National Telephone Cooperative Association (NTCA) Savings Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 0.15 | 16.75 | 7.72 | 8.83 | 6.11 | 8.31 | 7.22 | 7.49 | 0.89 | 22.02 | -6.55 | 12.49 | 14.14 | 18.58 | -5.46 | 11.82 | 2.09 | 0.66 | 5.96 | 9.46 | 12.55 | -0.11 | 14.97 | 28.29 | -23.84 | 10.74 | 13.33 | 10.33 | 11.99 | 22.03 | -0.86 | 4.90 |
| Sharpe Ratio | NA | 1.67 | 0.74 | 0.81 | 0.68 | NA | NA | 0.70 | 0.09 | 2.34 | -0.66 | 1.48 | 0.76 | 2.75 | -0.85 | 2.64 | 0.23 | 0.08 | 1.00 | 1.57 | 2.46 | -0.01 | 1.69 | 1.66 | -1.31 | 0.91 | 1.59 | 1.60 | 1.83 | 4.25 | -0.33 | 0.41 |
| Standard Deviation(%) | NA | 7.41 | 9.51 | 11.39 | 9.49 | NA | NA | 9.49 | 6.56 | 7.61 | 12.10 | 8.42 | 18.36 | 6.24 | 7.99 | 4.23 | 8.27 | 7.96 | 5.96 | 5.99 | 5.08 | 10.42 | 8.80 | 17.00 | 18.91 | 8.54 | 6.32 | 5.09 | 6.05 | 5.02 | 5.90 | 6.34 |
| Draw Down(%) | NA | 4.63 | 15.63 | 21.65 | 21.65 | NA | NA | 36.76 | 1.16 | 4.63 | 15.63 | 4.30 | 21.65 | 3.29 | 11.11 | 1.69 | 6.53 | 7.46 | 4.79 | 5.45 | 4.01 | 12.24 | 6.38 | 17.07 | 35.12 | 5.77 | 7.53 | 3.79 | 7.00 | 3.73 | 10.90 | 7.65 |
| Yield(%) | NA | 13.62 | 9.47 | 6.92 | 4.56 | NA | NA | 4.87 | 0.85 | 14.03 | 6.57 | 7.39 | 2.47 | 3.95 | 2.13 | 0.72 | 1.56 | 3.63 | 3.01 | 4.38 | 4.07 | 3.24 | 4.88 | 5.06 | 5.20 | 8.03 | 4.91 | 4.86 | 5.16 | 4.32 | 5.03 | 6.58 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| National Telephone Cooperative Association (NTCA) Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-6.51%
Feb 2006 - Feb 2009 |
0.31%
Feb 2004 - Feb 2009 |
5.07%
Oct 2007 - Oct 2017 |
5.03%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| National Telephone Cooperative Association (NTCA) Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
20.46%
Feb 2009 - Feb 2012 |
15.73%
Feb 2009 - Feb 2014 |
9.67%
Feb 2009 - Feb 2019 |
9.17%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart