Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Retirement – 1 Tactical Asset Allocation Moderate | NA | 29.28% | 0.37% | 5.26% | 3.86% | 4.97% | 5.86% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Retirement – 1 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 (%) | -1.15 | 29.28 | 0.37 | 5.26 | 3.86 | 4.97 | 5.86 | … | … | 0.94 | 13.06 | 21.26 | -29.85 | 15.60 | 15.90 | 12.75 | -4.39 | 1.70 | 5.27 | -2.15 | 4.07 | 14.13 | 7.38 | -1.88 | 9.12 | 18.92 | 0.25 | 10.85 | 8.36 | 5.63 | 7.65 | 14.75 | 2.65 | 8.89 |
| Sharpe Ratio | NA | 0.73 | -0.01 | 0.19 | 0.21 | NA | NA | … | … | 0.05 | 0.53 | 1.52 | -1.41 | 1.03 | 1.74 | 2.35 | -0.95 | 0.25 | 1.65 | -0.57 | 0.98 | 2.54 | 1.62 | -0.21 | 1.17 | 3.06 | -0.15 | 1.11 | 0.99 | 0.65 | 1.05 | 2.73 | 0.32 | 1.40 |
| Standard Deviation(%) | NA | 12.23 | 14.98 | 14.74 | 10.89 | NA | NA | … | … | 16.13 | 12.27 | 11.17 | 22.22 | 15.09 | 8.99 | 4.83 | 5.98 | 4.27 | 3.08 | 3.80 | 4.11 | 5.55 | 4.53 | 9.02 | 7.73 | 6.15 | 4.60 | 7.07 | 5.16 | 5.30 | 6.40 | 5.16 | 4.86 | 4.71 |
| Draw Down(%) | NA | 7.66 | 24.29 | 33.83 | 33.83 | NA | NA | … | … | 1.43 | 7.66 | 11.10 | 33.83 | 8.57 | 7.63 | 1.87 | 8.37 | 5.38 | 1.64 | 5.15 | 2.60 | 4.87 | 4.37 | 9.17 | 5.93 | 3.34 | 3.37 | 4.67 | 4.88 | 4.05 | 5.54 | 3.41 | 5.98 | 3.53 |
| Yield(%) | NA | 2.73 | 7.60 | 9.31 | 6.82 | NA | NA | … | … | NA | 0.61 | 2.72 | 3.25 | 16.22 | 16.15 | 8.76 | 6.17 | 0.50 | 3.16 | 5.28 | 6.68 | 5.12 | 5.72 | 2.49 | 4.80 | 5.40 | 3.57 | 3.35 | 5.30 | 6.09 | 4.82 | 4.93 | 5.56 | 8.05 |
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 |
|---|---|---|---|---|
| Retirement – 1 Tactical Asset Allocation Moderate |
-3.08%
Sep 2019 – Sep 2022 |
-1.27%
Sep 2017 – Sep 2022 |
1.87%
Oct 2013 – Oct 2023 |
3.51%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Retirement – 1 Tactical Asset Allocation Moderate |
14.75%
Dec 2018 – Dec 2021 |
10.29%
Oct 2002 – Oct 2007 |
9.03%
Apr 2001 – Apr 2011 |
7.40%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart