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 Strategic Asset Allocation - Equal Weight Moderate | NA | 20.60% | 2.92% | 6.95% | 5.66% | 6.34% | 6.64% | 6.86% |
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 Strategic Asset Allocation - Equal Weight 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 | 20.60 | 2.92 | 6.95 | 5.66 | 6.34 | 6.64 | 6.86 | NA | 11.73 | 8.50 | -10.17 | 6.46 | 16.38 | 18.94 | -7.27 | 14.44 | 8.27 | -5.02 | 4.38 | 6.43 | 10.00 | -0.04 | 13.15 | 26.65 | -20.62 | 13.96 | 12.46 | 10.06 | 10.91 | 29.24 | -5.62 | -0.61 |
| Sharpe Ratio | NA | 0.79 | -0.09 | 0.33 | 0.43 | NA | NA | 0.55 | -0.02 | 0.69 | 0.60 | -1.10 | 0.70 | 0.94 | 2.64 | -0.84 | 2.98 | 0.97 | -0.57 | 0.64 | 1.00 | 1.73 | -0.01 | 1.47 | 1.92 | -1.25 | 1.22 | 1.42 | 1.45 | 1.26 | 3.68 | -0.65 | -0.27 |
| Standard Deviation(%) | NA | 7.44 | 8.46 | 10.91 | 9.55 | NA | NA | 9.58 | 6.62 | 7.47 | 7.04 | 10.48 | 9.14 | 17.18 | 6.65 | 10.23 | 4.64 | 8.32 | 8.85 | 6.77 | 6.38 | 5.74 | 10.11 | 8.88 | 13.80 | 17.22 | 8.99 | 6.48 | 5.43 | 7.94 | 7.76 | 10.39 | 10.79 |
| Draw Down(%) | NA | 5.10 | 16.21 | 20.36 | 20.36 | NA | NA | 30.48 | 0.70 | 5.10 | 6.51 | 16.27 | 5.75 | 20.36 | 3.32 | 14.51 | 1.64 | 5.79 | 11.92 | 5.37 | 6.83 | 4.47 | 9.79 | 6.11 | 12.87 | 30.29 | 6.36 | 8.02 | 4.10 | 10.66 | 6.58 | 19.13 | 18.05 |
| Yield(%) | NA | 2.88 | 3.09 | 2.82 | 2.55 | NA | NA | 2.85 | NA | 0.65 | 2.98 | 3.44 | 2.16 | 1.89 | 3.28 | 2.39 | 0.45 | 3.83 | 2.65 | 1.94 | 1.68 | 2.49 | 2.67 | 2.57 | 2.97 | 3.88 | 3.52 | 2.98 | 3.69 | 2.60 | 3.14 | 2.88 | 4.74 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.31%
Feb 2006 - Feb 2009 |
1.74%
Feb 2004 - Feb 2009 |
4.28%
Sep 2012 - Sep 2022 |
4.32%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REVISED PROFIT SHARING PLAN FOR EMP. OF GEICO Strategic Asset Allocation - Equal Weight Moderate |
18.84%
Mar 2003 - Mar 2006 |
16.03%
Oct 2002 - Oct 2007 |
10.29%
Mar 2003 - Mar 2013 |
8.66%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart