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 - Optimal Moderate | NA | 25.73% | 3.85% | 8.66% | 7.18% | 8.32% | 7.85% | 7.55% |
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 - Optimal 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 | 25.73 | 3.85 | 8.66 | 7.18 | 8.32 | 7.85 | 7.55 | NA | 11.52 | 9.34 | -9.71 | 10.05 | 19.60 | 20.72 | -4.67 | 10.97 | 9.03 | -2.11 | 7.53 | 11.75 | 11.03 | 2.48 | 15.37 | 26.50 | -22.61 | 11.38 | 11.14 | 11.55 | 13.56 | 21.20 | -6.25 | -2.56 |
| Sharpe Ratio | NA | 0.71 | -0.03 | 0.43 | 0.54 | NA | NA | 0.55 | 0.00 | 0.60 | 0.63 | -0.94 | 1.09 | 1.05 | 2.97 | -0.62 | 2.36 | 1.16 | -0.25 | 1.21 | 1.74 | 1.57 | 0.18 | 1.30 | 1.53 | -1.10 | 0.91 | 1.04 | 1.32 | 1.60 | 2.38 | -0.60 | -0.46 |
| Standard Deviation(%) | NA | 8.22 | 9.54 | 11.83 | 9.93 | NA | NA | 10.77 | 9.33 | 8.28 | 8.10 | 11.76 | 9.22 | 18.47 | 6.51 | 9.70 | 4.37 | 7.58 | 8.70 | 6.21 | 6.75 | 6.98 | 13.27 | 11.78 | 17.29 | 21.33 | 9.20 | 7.56 | 7.13 | 7.89 | 8.63 | 12.26 | 10.66 |
| Draw Down(%) | NA | 5.07 | 16.06 | 20.32 | 20.32 | NA | NA | 33.83 | 0.90 | 5.07 | 8.06 | 16.71 | 5.00 | 20.32 | 2.65 | 11.79 | 1.84 | 4.99 | 9.02 | 4.51 | 6.03 | 5.09 | 11.82 | 8.97 | 15.38 | 33.11 | 6.02 | 8.27 | 5.11 | 8.14 | 6.84 | 18.85 | 17.44 |
| Yield(%) | NA | 2.55 | 2.96 | 2.66 | 2.47 | NA | NA | 2.70 | NA | 0.79 | 2.14 | 3.82 | 2.07 | 1.53 | 3.23 | 3.03 | 0.43 | 2.92 | 2.79 | 2.25 | 2.79 | 2.56 | 2.09 | 2.22 | 2.79 | 2.96 | 3.37 | 2.60 | 2.91 | 2.81 | 2.86 | 2.03 | 5.15 |
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 - Optimal Moderate |
-5.65%
Feb 2006 - Feb 2009 |
1.07%
Feb 2004 - Feb 2009 |
5.62%
Oct 2013 - Oct 2023 |
5.84%
Sep 2007 - Sep 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 - Optimal Moderate |
20.60%
Feb 2009 - Feb 2012 |
15.69%
Feb 2009 - Feb 2014 |
10.27%
Feb 2009 - Feb 2019 |
9.75%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart