Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TI Contribution and 401(k) Savings Plan Tactical Asset Allocation Moderate | NA | 26.39% | 7.90% | 11.97% | 9.37% | 10.14% | 10.03% | 10.21% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TI Contribution and 401(k) 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 (%) | -1.20 | 26.39 | 7.90 | 11.97 | 9.37 | 10.14 | 10.03 | 10.21 | NA | 13.56 | 14.00 | -1.90 | 10.01 | 21.44 | 18.66 | -2.56 | 10.10 | 9.91 | 1.47 | 7.56 | 16.81 | 8.92 | 5.86 | 17.42 | 14.79 | 0.26 | 8.41 | 14.45 | 8.18 | 12.47 | 24.37 | 2.86 | 2.99 |
| Sharpe Ratio | NA | 0.78 | 0.45 | 0.66 | 0.71 | NA | NA | 0.90 | 0.06 | 0.62 | 1.16 | -0.30 | 0.89 | 1.06 | 2.28 | -0.39 | 2.15 | 1.21 | 0.16 | 1.00 | 2.32 | 1.21 | 0.44 | 1.42 | 1.51 | -0.11 | 0.54 | 1.41 | 0.90 | 1.54 | 3.43 | 0.32 | 0.12 |
| Standard Deviation(%) | NA | 11.10 | 10.33 | 12.98 | 10.75 | NA | NA | 9.46 | 11.42 | 11.17 | 8.43 | 11.08 | 11.18 | 19.92 | 7.57 | 9.84 | 4.41 | 8.01 | 8.92 | 7.57 | 7.23 | 7.35 | 13.17 | 12.20 | 9.74 | 5.74 | 10.10 | 7.94 | 6.64 | 7.47 | 6.90 | 5.54 | 5.86 |
| Draw Down(%) | NA | 6.40 | 9.86 | 21.27 | 21.27 | NA | NA | 21.27 | 0.95 | 6.40 | 6.92 | 10.19 | 6.84 | 21.27 | 3.56 | 11.23 | 2.05 | 5.56 | 7.90 | 4.77 | 5.07 | 5.51 | 10.45 | 8.43 | 4.95 | 5.43 | 7.33 | 9.08 | 4.76 | 7.35 | 3.14 | 3.33 | 5.53 |
| Yield(%) | NA | 2.00 | 3.49 | 3.22 | 3.65 | NA | NA | 0.00 | NA | 1.00 | 2.04 | 3.04 | 5.14 | 3.07 | 6.26 | 3.50 | 3.00 | 2.31 | 4.88 | 4.13 | 1.64 | 2.48 | 2.13 | 2.52 | 3.94 | 4.38 | 4.22 | 3.10 | 2.60 | 2.72 | 4.09 | 5.65 | 6.15 |
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 |
|---|---|---|---|---|
| TI Contribution and 401(k) Savings Plan Tactical Asset Allocation Moderate |
4.49%
Mar 2017 - Mar 2020 |
4.63%
Mar 2015 - Mar 2020 |
7.76%
Oct 2013 - Oct 2023 |
8.36%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TI Contribution and 401(k) Savings Plan Tactical Asset Allocation Moderate |
16.60%
Dec 2018 - Dec 2021 |
13.67%
Oct 2002 - Oct 2007 |
11.64%
Apr 2003 - Apr 2013 |
10.70%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart