Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| OMNICOM GROUP RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 37.27% | 11.07% | 14.94% | 8.31% | 7.48% | 7.42% | 7.80% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMNICOM GROUP RETIREMENT SAVINGS 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 (%) | -0.70 | 37.27 | 11.07 | 14.94 | 8.31 | 7.48 | 7.42 | 7.80 | NA | 22.32 | 20.55 | -7.87 | 21.38 | 18.97 | 5.55 | -2.02 | 9.33 | 2.09 | -3.79 | -3.88 | 21.17 | 7.54 | -2.07 | 3.35 | 14.07 | 0.85 | 8.25 | 10.60 | 1.99 | 8.10 | 15.46 | 6.62 | 6.98 |
| Sharpe Ratio | NA | 1.61 | 0.79 | 1.25 | 0.82 | NA | NA | 0.79 | 0.09 | 1.48 | 2.37 | -1.03 | 2.10 | 1.72 | 0.84 | -0.39 | 1.61 | 0.43 | -0.70 | -0.60 | 2.95 | 1.55 | -0.21 | 0.31 | 1.75 | -0.02 | 0.54 | 0.94 | -0.02 | 0.78 | 1.90 | 1.37 | 1.21 |
| Standard Deviation(%) | NA | 10.62 | 9.00 | 9.64 | 8.00 | NA | NA | 7.74 | 8.69 | 10.63 | 6.87 | 8.98 | 10.16 | 10.88 | 4.94 | 8.51 | 5.39 | 4.33 | 5.42 | 6.50 | 7.16 | 4.84 | 9.84 | 10.65 | 7.98 | 3.93 | 9.70 | 7.83 | 7.88 | 9.13 | 7.76 | 4.03 | 3.87 |
| Draw Down(%) | NA | 7.59 | 12.23 | 14.36 | 14.36 | NA | NA | 14.36 | 0.50 | 7.59 | 3.78 | 12.72 | 4.71 | 10.50 | 3.32 | 10.08 | 3.44 | 3.68 | 5.20 | 6.84 | 3.92 | 3.59 | 11.24 | 11.66 | 4.73 | 3.31 | 6.16 | 8.78 | 6.28 | 8.72 | 4.96 | 2.50 | 2.69 |
| Yield(%) | NA | 16.62 | 11.25 | 8.71 | 5.83 | NA | NA | 5.08 | NA | 4.53 | 15.54 | 6.99 | 6.76 | 6.78 | 3.68 | 2.39 | 0.27 | 2.95 | 5.17 | 3.22 | 5.95 | 4.30 | 1.52 | 3.66 | 4.65 | 3.32 | 2.94 | 5.61 | 7.33 | 3.13 | 3.00 | 6.22 | 6.90 |
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 |
|---|---|---|---|---|
| OMNICOM GROUP RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-1.90%
Dec 2013 - Dec 2016 |
0.22%
Dec 2013 - Dec 2018 |
2.82%
Mar 2010 - Mar 2020 |
4.39%
Feb 2005 - Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMNICOM GROUP RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
15.08%
Dec 2018 - Dec 2021 |
15.95%
Nov 2019 - Nov 2024 |
8.65%
Nov 2014 - Nov 2024 |
7.58%
Nov 2009 - Nov 2024 |
Annualized Rolling Returns Comparison Chart