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 Strategic Asset Allocation - Equal Weight Moderate | NA | 20.13% | 0.40% | 4.83% | 4.16% | 6.08% | 6.57% | 7.51% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.44 | 20.13 | 0.40 | 4.83 | 4.16 | 6.08 | 6.57 | 7.51 | NA | 2.60 | 11.84 | -16.75 | 9.57 | 11.13 | 17.82 | -6.85 | 9.28 | 4.92 | -1.38 | 4.04 | 9.31 | 13.25 | -1.16 | 17.98 | 31.21 | -24.04 | 9.76 | 16.06 | 14.36 | 19.51 | 32.20 | 1.37 | -0.48 |
| Sharpe Ratio | NA | -0.38 | -0.49 | 0.04 | 0.20 | NA | NA | 0.51 | -0.01 | -0.50 | 0.89 | -1.34 | 1.07 | 0.57 | 2.55 | -0.99 | 1.81 | 0.53 | -0.17 | 0.63 | 1.19 | 1.84 | -0.08 | 1.41 | 1.51 | -1.06 | 0.61 | 1.63 | 1.97 | 2.50 | 5.03 | 0.03 | -0.38 |
| Standard Deviation(%) | NA | 7.93 | 10.30 | 12.38 | 10.22 | NA | NA | 11.18 | 4.73 | 8.01 | 8.51 | 13.48 | 8.96 | 19.12 | 6.44 | 8.21 | 4.77 | 8.95 | 8.33 | 6.36 | 7.80 | 7.18 | 14.79 | 12.73 | 20.60 | 23.65 | 11.11 | 7.85 | 6.18 | 7.43 | 6.27 | 7.53 | 7.32 |
| Draw Down(%) | NA | 8.09 | 22.25 | 23.47 | 23.47 | NA | NA | 39.91 | 0.38 | 8.09 | 8.75 | 22.90 | 5.13 | 23.47 | 3.58 | 12.22 | 4.29 | 7.38 | 8.97 | 5.00 | 8.79 | 6.03 | 14.77 | 8.75 | 19.10 | 37.56 | 7.57 | 9.46 | 4.34 | 8.76 | 4.19 | 12.59 | 11.10 |
| Yield(%) | NA | 5.46 | 6.42 | 6.74 | 4.81 | NA | NA | 4.43 | NA | 0.57 | 5.85 | 5.41 | 7.47 | 6.88 | 7.15 | 3.67 | 0.30 | 3.87 | 2.70 | 4.35 | 1.89 | 2.14 | 3.06 | 2.73 | 3.07 | 7.04 | 8.14 | 5.11 | 5.77 | 4.21 | 4.53 | 2.74 | 3.34 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-7.25%
Feb 2006 - Feb 2009 |
0.45%
Sep 2017 - Sep 2022 |
2.90%
Oct 2013 - Oct 2023 |
3.74%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Root Company Thrift Plus Plan Strategic Asset Allocation - Equal Weight Moderate |
24.70%
Mar 2003 - Mar 2006 |
20.15%
Oct 2002 - Oct 2007 |
12.21%
Mar 2003 - Mar 2013 |
9.96%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart