Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| THE TJX COMPANIES INC GENERAL SAVINGS / PROFIT SHARING PLAN (P.R.) Tactical Asset Allocation Moderate | NA | 24.49% | 1.70% | 5.02% | 4.49% | 5.37% | 5.90% | 6.27% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE TJX COMPANIES INC GENERAL SAVINGS / PROFIT SHARING PLAN (P.R.) 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 (%) | -1.10 | 24.49 | 1.70 | 5.02 | 4.49 | 5.37 | 5.90 | 6.27 | NA | 6.24 | 13.86 | -15.43 | 4.23 | 12.54 | 10.14 | -1.39 | 8.89 | 3.47 | -0.13 | 2.46 | 15.55 | 7.94 | 0.42 | 6.17 | 17.16 | 0.44 | 8.30 | 9.93 | 2.88 | 8.49 | 13.24 | 2.16 | 6.98 |
| Sharpe Ratio | NA | 0.10 | -0.25 | 0.13 | 0.28 | NA | NA | 0.64 | 0.06 | -0.04 | 1.12 | -1.22 | 0.44 | 1.39 | 1.88 | -0.36 | 1.65 | 0.80 | -0.03 | 0.35 | 2.20 | 1.50 | 0.05 | 0.57 | 2.11 | -0.12 | 0.81 | 1.34 | 0.13 | 1.41 | 3.03 | 0.25 | 1.14 |
| Standard Deviation(%) | NA | 8.16 | 10.51 | 10.02 | 8.06 | NA | NA | 7.08 | 6.24 | 8.19 | 8.58 | 13.78 | 9.61 | 8.83 | 4.64 | 7.58 | 5.02 | 4.08 | 5.29 | 7.01 | 7.06 | 5.27 | 7.51 | 10.64 | 8.08 | 3.94 | 6.55 | 4.96 | 5.50 | 5.37 | 4.14 | 4.19 | 4.09 |
| Draw Down(%) | NA | 7.40 | 21.06 | 23.71 | 23.71 | NA | NA | 23.71 | 0.46 | 7.35 | 8.62 | 21.64 | 5.25 | 10.11 | 3.34 | 7.45 | 2.51 | 3.47 | 4.94 | 5.44 | 5.42 | 4.27 | 7.81 | 10.07 | 4.24 | 3.36 | 4.25 | 3.71 | 3.87 | 3.74 | 3.01 | 4.22 | 2.77 |
| Yield(%) | NA | 4.39 | 4.15 | 3.93 | 3.85 | NA | NA | 4.35 | NA | 0.79 | 4.32 | 3.61 | 3.59 | 3.68 | 4.47 | 4.52 | 0.27 | 3.76 | 5.18 | 4.50 | 7.24 | 5.01 | 2.01 | 3.74 | 4.38 | 2.91 | 2.79 | 8.26 | 3.86 | 4.87 | 4.07 | 5.20 | 6.93 |
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 |
|---|---|---|---|---|
| THE TJX COMPANIES INC GENERAL SAVINGS / PROFIT SHARING PLAN (P.R.) Tactical Asset Allocation Moderate |
-1.98%
Sep 2019 - Sep 2022 |
-0.17%
Sep 2017 - Sep 2022 |
2.70%
Oct 2013 - Oct 2023 |
4.11%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE TJX COMPANIES INC GENERAL SAVINGS / PROFIT SHARING PLAN (P.R.) Tactical Asset Allocation Moderate |
9.33%
Mar 2007 - Mar 2010 |
9.53%
Feb 2009 - Feb 2014 |
8.05%
Apr 2001 - Apr 2011 |
7.10%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart