Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IES1 Tactical Asset Allocation Moderate | NA | 9.09% | 2.43% | 6.75% | 3.33% | 4.92% | 7.35% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IES1 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 | Common | Inception | 2025 | 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 (%) | -1.06 | 9.09 | 2.43 | 6.75 | 3.33 | 4.92 | 7.35 | … | … | 0.53 | 4.56 | 6.45 | -7.64 | 21.72 | 8.99 | 8.85 | -6.48 | -1.11 | 5.04 | -5.00 | 4.32 | 8.41 | 8.26 | 1.74 | 12.17 | 23.08 | 1.90 | 23.51 | 20.26 | 11.81 | 5.99 | 13.34 | 3.68 | 2.06 |
| Sharpe Ratio | NA | -0.11 | -0.28 | 0.43 | 0.18 | NA | NA | … | … | 0.05 | -0.23 | 0.31 | -0.99 | 2.49 | 0.76 | 1.50 | -0.96 | -0.18 | 0.68 | -0.78 | 0.69 | 1.16 | 1.58 | 0.18 | 0.97 | 1.73 | 0.10 | 1.42 | 1.64 | 1.23 | 1.22 | 1.47 | 0.43 | -0.07 |
| Standard Deviation(%) | NA | 8.81 | 8.37 | 9.20 | 8.36 | NA | NA | … | … | 10.39 | 8.84 | 7.01 | 9.14 | 8.73 | 11.59 | 4.97 | 8.12 | 9.68 | 7.11 | 6.47 | 6.28 | 7.23 | 5.20 | 9.25 | 12.49 | 13.29 | 10.00 | 14.43 | 10.38 | 7.86 | 4.14 | 8.62 | 5.99 | 3.35 |
| Draw Down(%) | NA | 6.94 | 13.62 | 13.62 | 15.25 | NA | NA | … | … | 0.86 | 6.94 | 5.12 | 13.35 | 4.27 | 13.09 | 2.43 | 12.30 | 8.70 | 7.04 | 10.45 | 5.35 | 7.13 | 3.55 | 7.77 | 8.39 | 5.93 | 13.97 | 9.65 | 8.95 | 5.86 | 4.46 | 8.03 | 5.92 | 2.68 |
| Yield(%) | NA | 4.08 | 3.33 | 2.82 | 2.52 | NA | NA | … | … | NA | 1.25 | 3.68 | 2.82 | 2.75 | 1.59 | 3.07 | 1.39 | 0.49 | 3.92 | 2.52 | 2.82 | 1.60 | 3.08 | 2.51 | 3.19 | 4.02 | 3.10 | 2.52 | 3.24 | 3.73 | 1.63 | 2.26 | 1.82 | 2.07 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IES1 Tactical Asset Allocation Moderate |
-2.61%
Jul 2016 – Jul 2019 |
-1.42%
Mar 2015 – Mar 2020 |
2.23%
Oct 2010 – Oct 2020 |
4.42%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IES1 Tactical Asset Allocation Moderate |
21.45%
Apr 2005 – Apr 2008 |
17.88%
Apr 2005 – Apr 2010 |
12.12%
Aug 2002 – Aug 2012 |
9.40%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart