Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ICMA-RC 401K or 457 Tactical Asset Allocation Moderate | NA | 35.44% | 10.95% | 11.25% | 7.75% | 7.95% | 8.63% | 8.72% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICMA-RC 401K or 457 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 (%) | -0.54 | 35.44 | 10.95 | 11.25 | 7.75 | 7.95 | 8.63 | 8.72 | NA | 13.93 | 24.46 | -10.70 | 9.71 | 13.78 | 16.18 | -2.23 | 10.57 | 0.80 | -2.64 | 3.60 | 15.66 | 8.04 | -0.46 | 11.13 | 20.16 | -0.19 | 10.67 | 19.79 | 5.08 | 13.10 | 17.56 | 3.29 | 0.32 |
| Sharpe Ratio | NA | 0.70 | 0.48 | 0.65 | 0.58 | NA | NA | 0.80 | 0.15 | 0.37 | 2.43 | -0.89 | 1.04 | 1.62 | 2.93 | -0.45 | 1.94 | 0.12 | -0.39 | 0.59 | 2.22 | 1.40 | -0.04 | 0.86 | 2.30 | -0.21 | 0.78 | 2.15 | 0.45 | 1.57 | 3.41 | 0.51 | -0.39 |
| Standard Deviation(%) | NA | 20.85 | 15.17 | 13.03 | 10.17 | NA | NA | 8.87 | 41.53 | 20.04 | 8.33 | 13.65 | 9.31 | 8.35 | 5.03 | 7.95 | 5.13 | 4.97 | 6.76 | 6.06 | 7.05 | 5.72 | 11.77 | 12.80 | 8.74 | 5.40 | 9.90 | 7.67 | 6.51 | 7.76 | 4.94 | 4.25 | 5.05 |
| Draw Down(%) | NA | 10.52 | 14.11 | 16.20 | 16.20 | NA | NA | 16.20 | 0.41 | 10.52 | 5.64 | 16.17 | 5.43 | 10.13 | 2.11 | 8.77 | 4.00 | 4.60 | 8.30 | 4.62 | 5.77 | 4.95 | 12.55 | 9.65 | 4.16 | 3.72 | 6.21 | 6.28 | 4.65 | 9.00 | 2.01 | 6.98 | 6.96 |
| Yield(%) | NA | 17.79 | 11.41 | 8.58 | 5.46 | NA | NA | 5.02 | NA | 5.66 | 16.61 | 8.01 | 2.75 | 3.62 | 5.88 | 2.10 | 0.24 | 3.65 | 3.02 | 2.57 | 1.95 | 4.95 | 3.55 | 3.90 | 5.55 | 3.69 | 5.41 | 7.90 | 6.28 | 4.34 | 4.13 | 5.09 | 4.63 |
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 |
|---|---|---|---|---|
| ICMA-RC 401K or 457 Tactical Asset Allocation Moderate |
0.55%
Dec 2013 - Dec 2016 |
1.91%
Dec 2013 - Dec 2018 |
4.63%
Sep 2012 - Sep 2022 |
5.60%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICMA-RC 401K or 457 Tactical Asset Allocation Moderate |
14.67%
Oct 2004 - Oct 2007 |
14.07%
Oct 2002 - Oct 2007 |
11.14%
Apr 2001 - Apr 2011 |
8.96%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart