Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Conservative Asset Plan Tactical Asset Allocation Moderate | NA | 30.19% | 8.44% | 6.26% | 3.79% | 4.39% | 5.03% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Conservative Asset 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 | 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 (%) | 0.10 | 30.19 | 8.44 | 6.26 | 3.79 | 4.39 | 5.03 | … | … | 0.98 | 18.24 | 10.10 | -6.85 | -1.82 | 10.03 | 6.11 | -2.55 | 0.83 | 0.77 | 0.47 | 5.66 | 4.57 | 4.00 | 1.84 | 11.61 | 12.31 | 4.83 | 10.64 | 5.48 | 0.66 | 7.45 | 1.03 | 8.12 | 6.81 |
| Sharpe Ratio | NA | 1.29 | 0.31 | 0.33 | 0.25 | NA | NA | … | … | 0.10 | 1.03 | 0.54 | -0.72 | -0.27 | 1.74 | 1.36 | -1.72 | 0.08 | 0.15 | 0.15 | 2.45 | 1.82 | 1.09 | 0.33 | 1.99 | 1.97 | 0.46 | 1.76 | 0.90 | -0.52 | 1.37 | 0.05 | 1.81 | 1.61 |
| Standard Deviation(%) | NA | 11.29 | 11.14 | 9.50 | 7.06 | NA | NA | … | … | 9.43 | 11.26 | 10.73 | 11.42 | 6.83 | 5.63 | 3.46 | 2.24 | 2.51 | 3.78 | 3.00 | 2.30 | 2.49 | 3.62 | 5.52 | 5.80 | 6.19 | 8.49 | 4.35 | 2.45 | 2.90 | 4.73 | 6.61 | 3.87 | 2.80 |
| Draw Down(%) | NA | 6.06 | 19.52 | 19.52 | 19.52 | NA | NA | … | … | 0.72 | 6.06 | 10.45 | 19.52 | 7.10 | 6.90 | 2.00 | 4.52 | 2.19 | 4.81 | 2.26 | 1.07 | 2.82 | 2.76 | 8.80 | 3.53 | 2.70 | 5.26 | 3.11 | 1.29 | 2.74 | 5.56 | 11.18 | 2.66 | 1.39 |
| Yield(%) | NA | 2.28 | 1.55 | 1.95 | 1.97 | NA | NA | … | … | NA | 0.84 | 2.17 | 1.06 | 0.90 | 2.11 | 4.13 | 1.48 | 0.24 | 2.22 | 2.58 | 2.99 | 3.58 | 6.13 | 4.15 | 7.28 | 7.25 | 4.45 | 5.17 | 4.51 | 4.34 | 4.53 | 5.42 | 4.99 | 5.39 |
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 |
|---|---|---|---|---|
| Conservative Asset Plan Tactical Asset Allocation Moderate |
-2.57%
Oct 2019 – Oct 2022 |
-0.95%
Oct 2017 – Oct 2022 |
0.86%
Oct 2012 – Oct 2022 |
2.88%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Conservative Asset Plan Tactical Asset Allocation Moderate |
12.62%
Aug 2007 – Aug 2010 |
9.86%
Aug 2006 – Aug 2011 |
7.10%
Aug 2001 – Aug 2011 |
5.77%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison Chart