Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Root Company Thrift Plus Plan Tactical Asset Allocation Moderate | NA | 15.43% | 0.32% | 6.77% | 5.05% | 6.48% | 8.39% | 9.47% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Root Company Thrift Plus 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 (%) | -1.85 | 15.43 | 0.32 | 6.77 | 5.05 | 6.48 | 8.39 | 9.47 | NA | -2.05 | 13.90 | -17.06 | 15.49 | 20.13 | 9.85 | -4.03 | 14.76 | 5.90 | -6.15 | 0.96 | 11.46 | 6.83 | 4.13 | 16.18 | 27.44 | -4.27 | 17.89 | 17.12 | 14.53 | 18.12 | 30.88 | 8.94 | 3.52 |
| Sharpe Ratio | NA | -0.76 | -0.61 | 0.28 | 0.35 | NA | NA | 0.91 | 0.06 | -0.95 | 1.16 | -1.72 | 1.52 | 2.11 | 1.63 | -0.71 | 2.63 | 0.83 | -0.98 | 0.14 | 1.59 | 1.10 | 0.46 | 1.14 | 2.48 | -0.80 | 1.26 | 1.53 | 1.84 | 2.04 | 6.03 | 1.70 | 0.39 |
| Standard Deviation(%) | NA | 8.97 | 9.43 | 9.61 | 8.13 | NA | NA | 8.26 | 6.79 | 9.10 | 8.33 | 10.73 | 10.15 | 9.42 | 5.19 | 7.52 | 5.37 | 6.88 | 6.32 | 6.97 | 7.18 | 6.14 | 8.93 | 14.15 | 11.01 | 6.46 | 11.81 | 9.06 | 6.71 | 8.42 | 5.01 | 4.62 | 3.15 |
| Draw Down(%) | NA | 9.14 | 15.60 | 17.34 | 17.34 | NA | NA | 17.34 | 0.47 | 9.12 | 8.90 | 17.33 | 5.74 | 9.87 | 3.70 | 10.59 | 2.73 | 4.40 | 9.78 | 7.32 | 7.09 | 6.08 | 7.83 | 10.50 | 4.96 | 10.65 | 9.51 | 12.18 | 5.14 | 10.69 | 2.09 | 6.96 | 3.15 |
| Yield(%) | NA | 6.18 | 6.87 | 5.89 | 4.51 | NA | NA | 4.44 | NA | 1.06 | 5.97 | 2.43 | 11.83 | 3.55 | 5.55 | 4.14 | 0.28 | 4.65 | 1.53 | 5.56 | 2.31 | 3.74 | 3.21 | 2.53 | 3.08 | 3.90 | 9.08 | 6.34 | 4.56 | 3.73 | 5.62 | 2.78 | 4.67 |
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 |
|---|---|---|---|---|
| Root Company Thrift Plus Plan Tactical Asset Allocation Moderate |
-2.55%
Dec 2021 - Dec 2024 |
1.77%
May 2011 - May 2016 |
3.92%
Oct 2013 - Oct 2023 |
5.54%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Root Company Thrift Plus Plan Tactical Asset Allocation Moderate |
22.40%
Mar 2003 - Mar 2006 |
20.99%
Oct 2002 - Oct 2007 |
15.29%
Apr 2001 - Apr 2011 |
11.50%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart