Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| REVISED PROFIT SHARING PLAN FOR EMP. OF GEICO Tactical Asset Allocation Moderate | NA | 24.56% | 6.00% | 9.69% | 7.76% | 9.18% | 10.46% | 10.63% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REVISED PROFIT SHARING PLAN FOR EMP. OF GEICO 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 (%) | -1.03 | 24.56 | 6.00 | 9.69 | 7.76 | 9.18 | 10.46 | 10.63 | NA | 11.10 | 13.25 | -7.76 | 13.91 | 14.15 | 18.50 | -3.33 | 10.80 | 7.84 | -0.77 | 6.68 | 15.67 | 10.28 | 5.98 | 17.19 | 17.53 | 2.91 | 18.57 | 15.55 | 15.44 | 17.47 | 32.02 | 4.21 | -5.76 |
| Sharpe Ratio | NA | 0.63 | 0.17 | 0.50 | 0.58 | NA | NA | 0.95 | 0.05 | 0.47 | 1.05 | -0.80 | 1.38 | 0.76 | 2.57 | -0.50 | 2.17 | 0.97 | -0.09 | 0.93 | 2.12 | 1.42 | 0.46 | 1.45 | 1.68 | 0.28 | 1.38 | 1.39 | 1.80 | 2.04 | 4.48 | 0.57 | -1.19 |
| Standard Deviation(%) | NA | 9.47 | 9.93 | 12.12 | 10.15 | NA | NA | 9.37 | 10.65 | 9.54 | 8.54 | 11.45 | 10.03 | 18.36 | 6.66 | 9.36 | 4.69 | 7.90 | 9.01 | 7.13 | 7.38 | 7.22 | 12.99 | 11.79 | 10.40 | 7.21 | 11.27 | 8.86 | 7.36 | 8.12 | 6.99 | 5.48 | 6.79 |
| Draw Down(%) | NA | 5.65 | 14.08 | 21.07 | 21.07 | NA | NA | 21.07 | 0.91 | 5.65 | 7.39 | 15.15 | 5.24 | 21.07 | 2.61 | 11.57 | 2.09 | 4.80 | 9.34 | 5.10 | 5.29 | 4.97 | 10.98 | 8.97 | 5.93 | 5.45 | 8.06 | 11.63 | 5.61 | 9.90 | 4.49 | 5.32 | 12.12 |
| Yield(%) | NA | 2.15 | 2.92 | 2.50 | 2.49 | NA | NA | 0.00 | NA | 1.43 | 1.92 | 3.17 | 2.78 | 2.19 | 2.05 | 2.86 | 2.07 | 3.30 | 2.26 | 1.78 | 1.50 | 2.83 | 2.20 | 2.28 | 4.25 | 5.28 | 3.63 | 3.56 | 4.47 | 4.44 | 4.19 | 2.36 | 4.99 |
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 |
|---|---|---|---|---|
| REVISED PROFIT SHARING PLAN FOR EMP. OF GEICO Tactical Asset Allocation Moderate |
3.73%
Mar 2017 - Mar 2020 |
3.47%
Mar 2015 - Mar 2020 |
6.25%
Oct 2013 - Oct 2023 |
7.96%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REVISED PROFIT SHARING PLAN FOR EMP. OF GEICO Tactical Asset Allocation Moderate |
23.44%
Apr 2003 - Apr 2006 |
19.81%
Oct 2002 - Oct 2007 |
15.41%
Apr 2003 - Apr 2013 |
12.73%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart