Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Low Volatility Plan Tactical Asset Allocation Moderate | NA | 9.03% | 1.09% | 1.76% | 1.66% | 3.21% | 4.18% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Low Volatility 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 (%) | -0.04 | 9.03 | 1.09 | 1.76 | 1.66 | 3.21 | 4.18 | … | … | -0.14 | 4.65 | 4.53 | -5.78 | -0.61 | 7.09 | 5.81 | -2.06 | 0.23 | 1.67 | 0.47 | 5.79 | 4.41 | 5.36 | 6.30 | 9.55 | 15.50 | 4.70 | 8.38 | 5.69 | 0.66 | 7.21 | 1.47 | 8.50 | 6.81 |
| Sharpe Ratio | NA | -0.70 | -1.00 | -0.20 | -0.05 | NA | NA | … | … | -0.19 | -0.78 | 0.09 | -2.25 | -0.50 | 1.32 | 1.27 | -2.08 | -0.17 | 0.46 | 0.15 | 2.82 | 1.75 | 1.65 | 1.16 | 1.68 | 3.02 | 0.55 | 1.76 | 0.97 | -0.52 | 1.36 | 0.12 | 1.89 | 1.61 |
| Standard Deviation(%) | NA | 2.46 | 2.95 | 3.30 | 3.07 | NA | NA | … | … | 1.05 | 2.49 | 3.11 | 3.19 | 1.27 | 5.18 | 3.46 | 1.62 | 2.36 | 3.23 | 3.00 | 2.05 | 2.50 | 3.22 | 5.39 | 5.65 | 5.10 | 6.81 | 3.06 | 2.51 | 2.90 | 4.60 | 6.52 | 3.90 | 2.80 |
| Draw Down(%) | NA | 1.13 | 7.18 | 8.59 | 8.59 | NA | NA | … | … | 0.20 | 1.12 | 2.67 | 7.62 | 1.09 | 5.93 | 2.00 | 3.08 | 1.84 | 3.68 | 2.26 | 0.95 | 3.29 | 2.44 | 4.28 | 3.11 | 3.60 | 5.03 | 2.19 | 1.28 | 2.74 | 5.57 | 11.18 | 2.66 | 1.39 |
| Yield(%) | NA | 4.85 | 3.00 | 2.74 | 2.41 | NA | NA | … | … | NA | 1.74 | 4.94 | 1.90 | 0.56 | 1.74 | 4.18 | 1.63 | 0.26 | 2.37 | 2.58 | 3.11 | 3.65 | 7.63 | 4.61 | 7.51 | 7.38 | 4.25 | 5.62 | 4.64 | 4.34 | 4.52 | 5.48 | 5.15 | 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 |
|---|---|---|---|---|
| Low Volatility Plan Tactical Asset Allocation Moderate |
-1.90%
Oct 2020 – Oct 2023 |
0.36%
Oct 2017 – Oct 2022 |
1.30%
Oct 2013 – Oct 2023 |
3.08%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Low Volatility Plan Tactical Asset Allocation Moderate |
12.26%
Sep 2008 – Sep 2011 |
9.24%
Aug 2006 – Aug 2011 |
7.15%
May 2004 – May 2014 |
6.13%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison Chart