Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Principal Financial Group for Employees Tactical Asset Allocation Moderate | NA | 30.77% | 6.73% | 9.40% | 5.13% | 4.72% | 6.80% | 7.29% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Principal Financial Group for Employees 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 (%) | -0.72 | 30.77 | 6.73 | 9.40 | 5.13 | 4.72 | 6.80 | 7.29 | NA | 16.31 | 16.59 | -8.73 | 5.78 | 17.90 | 0.38 | -4.02 | 7.40 | 9.21 | -7.02 | -1.69 | 14.24 | 2.14 | 0.93 | 1.25 | 14.37 | -1.68 | 19.35 | 17.51 | 13.99 | 12.61 | 18.70 | 4.51 | 4.47 |
| Sharpe Ratio | NA | 1.28 | 0.49 | 0.71 | 0.44 | NA | NA | 0.71 | 0.06 | 1.05 | 1.74 | -1.15 | 0.53 | 1.81 | -0.19 | -0.77 | 1.31 | 1.51 | -1.32 | -0.28 | 2.06 | 0.37 | 0.09 | 0.10 | 1.43 | -0.45 | 1.30 | 1.39 | 1.76 | 1.29 | 3.14 | 0.58 | 0.49 |
| Standard Deviation(%) | NA | 9.21 | 8.47 | 9.24 | 7.72 | NA | NA | 8.07 | 11.28 | 9.25 | 7.09 | 8.81 | 10.78 | 9.78 | 5.37 | 6.93 | 5.17 | 5.97 | 5.32 | 6.16 | 6.90 | 5.57 | 10.03 | 11.84 | 9.95 | 5.82 | 12.59 | 10.24 | 6.73 | 9.03 | 5.74 | 5.81 | 4.41 |
| Draw Down(%) | NA | 6.96 | 12.87 | 17.89 | 17.89 | NA | NA | 17.89 | 0.87 | 6.90 | 4.24 | 13.89 | 7.57 | 5.87 | 4.99 | 10.36 | 3.07 | 3.47 | 8.41 | 5.76 | 4.04 | 4.89 | 10.55 | 11.56 | 5.46 | 6.12 | 9.65 | 13.97 | 5.48 | 11.11 | 2.57 | 4.58 | 3.58 |
| Yield(%) | NA | 14.71 | 10.34 | 7.21 | 4.53 | NA | NA | 3.81 | NA | 4.23 | 13.82 | 6.80 | 5.20 | 3.23 | 2.35 | 2.39 | 0.57 | 2.64 | 0.89 | 2.45 | 3.90 | 2.89 | 1.91 | 1.94 | 2.81 | 3.31 | 4.79 | 4.70 | 3.12 | 2.01 | 3.63 | 3.40 | 4.79 |
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 |
|---|---|---|---|---|
| Principal Financial Group for Employees Tactical Asset Allocation Moderate |
-0.80%
Feb 2017 - Feb 2020 |
0.17%
Aug 2014 - Aug 2019 |
1.96%
Apr 2010 - Apr 2020 |
2.83%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Principal Financial Group for Employees Tactical Asset Allocation Moderate |
21.28%
Oct 2004 - Oct 2007 |
17.42%
Oct 2002 - Oct 2007 |
10.90%
Apr 2001 - Apr 2011 |
8.08%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart