Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EXPERIAN PERSONAL INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 21.90% | 1.31% | 8.15% | 4.14% | 4.51% | 5.26% | 5.97% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EXPERIAN PERSONAL INVESTMENT 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 (%) | -1.02 | 21.90 | 1.31 | 8.15 | 4.14 | 4.51 | 5.26 | 5.97 | NA | 4.84 | 13.24 | -16.01 | 16.23 | 20.21 | 4.98 | -3.90 | 0.69 | 5.19 | -3.05 | -6.30 | 18.77 | 6.92 | -0.56 | 3.43 | 13.04 | 0.29 | 8.84 | 12.58 | 2.28 | 8.17 | 15.31 | 8.41 | 6.08 |
| Sharpe Ratio | NA | -0.06 | -0.31 | 0.42 | 0.25 | NA | NA | 0.54 | 0.13 | -0.20 | 1.09 | -1.16 | 1.77 | 2.02 | 0.69 | -0.71 | 0.01 | 0.99 | -0.59 | -0.96 | 2.69 | 1.27 | -0.06 | 0.31 | 1.59 | -0.11 | 0.66 | 1.24 | 0.02 | 1.07 | 2.37 | 1.72 | 0.83 |
| Standard Deviation(%) | NA | 8.63 | 11.11 | 10.52 | 8.61 | NA | NA | 7.84 | 5.21 | 8.67 | 8.28 | 15.05 | 9.18 | 9.87 | 5.16 | 7.35 | 7.40 | 5.05 | 5.24 | 6.60 | 6.95 | 5.41 | 9.89 | 10.95 | 8.15 | 5.76 | 8.92 | 7.53 | 6.01 | 6.73 | 6.16 | 4.25 | 4.53 |
| Draw Down(%) | NA | 7.94 | 21.28 | 24.23 | 24.23 | NA | NA | 24.23 | 0.34 | 7.94 | 7.95 | 22.15 | 5.73 | 10.72 | 3.11 | 9.44 | 9.73 | 3.27 | 5.23 | 7.55 | 4.28 | 4.28 | 10.47 | 10.91 | 4.59 | 4.63 | 6.51 | 8.78 | 4.62 | 5.31 | 3.71 | 2.84 | 4.82 |
| Yield(%) | NA | 5.57 | 5.67 | 5.08 | 4.11 | NA | NA | 4.24 | NA | 0.46 | 5.67 | 5.01 | 6.10 | 4.65 | 4.41 | 3.28 | 0.45 | 1.56 | 4.94 | 4.82 | 3.62 | 4.85 | 1.88 | 4.14 | 4.64 | 4.21 | 3.72 | 4.68 | 3.76 | 4.36 | 3.92 | 5.41 | 6.89 |
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 |
|---|---|---|---|---|
| EXPERIAN PERSONAL INVESTMENT PLAN Tactical Asset Allocation Moderate |
-1.87%
May 2017 - May 2020 |
-1.56%
Dec 2013 - Dec 2018 |
1.63%
Mar 2010 - Mar 2020 |
3.08%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXPERIAN PERSONAL INVESTMENT PLAN Tactical Asset Allocation Moderate |
13.62%
Dec 2018 - Dec 2021 |
10.39%
Oct 2002 - Oct 2007 |
8.42%
Apr 2001 - Apr 2011 |
6.29%
May 2002 - May 2017 |
Annualized Rolling Returns Comparison Chart