Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Retirement – 2 Tactical Asset Allocation Moderate | NA | 20.75% | 1.47% | 7.81% | 5.33% | 6.59% | 5.81% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Retirement – 2 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 | 20.75 | 1.47 | 7.81 | 5.33 | 6.59 | 5.81 | … | … | 0.96 | 2.40 | 15.89 | -15.65 | 13.31 | 17.35 | 18.51 | -5.55 | 7.67 | -0.15 | -1.03 | 1.05 | 23.77 | 5.36 | 0.89 | 12.98 | 10.65 | -2.21 | 2.74 | 4.90 | 0.52 | 8.45 | 16.84 | -7.99 | 2.31 |
| Sharpe Ratio | NA | -0.21 | -0.18 | 0.25 | 0.27 | NA | NA | … | … | 0.12 | -0.38 | 1.07 | -0.86 | 1.03 | 1.46 | 1.87 | -0.61 | 0.67 | -0.03 | -0.12 | 0.10 | 2.98 | 0.78 | 0.06 | 1.14 | 1.43 | -0.96 | -0.02 | 0.21 | -0.25 | 0.86 | 2.16 | -1.71 | 0.01 |
| Standard Deviation(%) | NA | 10.90 | 14.49 | 13.69 | 12.01 | NA | NA | … | … | 7.48 | 10.98 | 10.87 | 19.85 | 12.91 | 11.71 | 9.13 | 11.27 | 10.49 | 10.58 | 8.88 | 10.45 | 7.96 | 6.77 | 14.69 | 11.32 | 7.37 | 3.27 | 10.26 | 7.84 | 6.49 | 8.78 | 7.48 | 5.33 | 0.05 |
| Draw Down(%) | NA | 9.37 | 19.30 | 22.01 | 22.01 | NA | NA | … | … | 0.32 | 9.37 | 9.18 | 21.13 | 6.43 | 9.61 | 4.78 | 16.85 | 7.80 | 9.76 | 8.06 | 9.09 | 3.01 | 5.74 | 15.47 | 10.68 | 5.24 | 4.66 | 7.59 | 9.51 | 5.68 | 11.39 | 3.72 | 9.16 | 0.00 |
| Yield(%) | NA | 3.48 | 5.61 | 5.78 | 4.76 | NA | NA | … | … | NA | 0.33 | 3.71 | 3.66 | 9.20 | 7.08 | 5.40 | 3.69 | 0.23 | 1.32 | 5.99 | 7.22 | 3.08 | 2.02 | 1.42 | 0.53 | 0.07 | 0.74 | 3.45 | 3.76 | 1.73 | 0.96 | 1.05 | 1.20 | 2.31 |
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 – 2 Tactical Asset Allocation Moderate |
-0.09%
Apr 2006 – Apr 2009 |
0.31%
Dec 2013 – Dec 2018 |
3.77%
Oct 2013 – Oct 2023 |
4.44%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Retirement – 2 Tactical Asset Allocation Moderate |
16.37%
Dec 2018 – Dec 2021 |
10.99%
Jun 2009 – Jun 2014 |
7.70%
Sep 2011 – Sep 2021 |
7.06%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison Chart