Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
AARP EMPLOYEES 401K PLAN Tactical Asset Allocation Moderate | NA | 32.77% | 10.55% | 10.12% | 5.93% | 5.75% | 6.49% | 7.54% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
AARP EMPLOYEES 401K 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 | Inception | YTD | 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 (%) | -1.09 | 32.77 | 10.55 | 10.12 | 5.93 | 5.75 | 6.49 | 7.54 | NA | 15.75 | 22.98 | -8.86 | 6.88 | 14.55 | 3.55 | -8.25 | 13.86 | 5.77 | -4.52 | -1.13 | 13.06 | 9.53 | 0.21 | 3.23 | 16.51 | -1.64 | 5.43 | 15.78 | 6.33 | 14.93 | 16.92 | 10.35 | 7.55 |
Sharpe Ratio | NA | 1.03 | 0.63 | 0.78 | 0.53 | NA | NA | 0.81 | 0.06 | 0.89 | 2.61 | -1.10 | 0.72 | 1.53 | 0.41 | -1.27 | 2.77 | 0.92 | -0.82 | -0.18 | 1.93 | 1.72 | 0.02 | 0.33 | 2.01 | -0.41 | 0.28 | 1.96 | 0.73 | 2.25 | 3.27 | 2.11 | 0.99 |
Standard Deviation(%) | NA | 10.25 | 9.04 | 9.19 | 7.73 | NA | NA | 7.27 | 7.43 | 10.32 | 7.18 | 9.27 | 9.51 | 9.33 | 5.29 | 7.53 | 4.77 | 6.05 | 5.57 | 6.19 | 6.74 | 5.51 | 10.13 | 9.47 | 8.16 | 6.29 | 8.66 | 6.39 | 5.67 | 6.22 | 4.96 | 4.37 | 5.28 |
Draw Down(%) | NA | 7.64 | 13.03 | 13.78 | 16.69 | NA | NA | 16.69 | 0.54 | 7.64 | 3.08 | 13.78 | 5.26 | 10.27 | 4.65 | 14.46 | 2.51 | 3.88 | 6.89 | 7.00 | 5.36 | 5.01 | 11.45 | 9.03 | 4.16 | 7.10 | 6.05 | 4.58 | 3.68 | 6.54 | 2.78 | 2.44 | 4.10 |
Yield(%) | NA | 18.55 | 12.68 | 8.93 | 6.10 | NA | NA | 5.42 | NA | 4.18 | 17.99 | 6.85 | 8.61 | 4.71 | 2.39 | 2.66 | 0.31 | 2.20 | 7.04 | 3.88 | 2.39 | 6.96 | 2.42 | 4.99 | 5.40 | 4.20 | 2.92 | 5.50 | 4.93 | 3.41 | 4.27 | 7.60 | 8.82 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
AARP EMPLOYEES 401K PLAN Tactical Asset Allocation Moderate |
-0.93%
Oct 2017 - Oct 2020 |
0.51%
Aug 2014 - Aug 2019 |
2.67%
Apr 2010 - Apr 2020 |
3.60%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
AARP EMPLOYEES 401K PLAN Tactical Asset Allocation Moderate |
14.12%
Mar 2003 - Mar 2006 |
13.15%
Mar 2002 - Mar 2007 |
9.97%
Apr 2001 - Apr 2011 |
7.66%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart