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 Strategic Asset Allocation - Optimal Moderate | NA | 25.43% | 3.48% | 8.45% | 7.21% | 8.24% | 7.07% | 6.85% |
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 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 (%) | -0.95 | 25.43 | 3.48 | 8.45 | 7.21 | 8.24 | 7.07 | 6.85 | NA | 10.14 | 10.20 | -9.92 | 8.43 | 20.89 | 21.95 | -4.27 | 10.61 | 7.28 | -0.57 | 5.61 | 13.95 | 10.68 | 2.63 | 15.13 | 21.57 | -24.26 | 7.00 | 11.55 | 7.76 | 10.88 | 21.93 | -7.02 | -1.69 |
| Sharpe Ratio | NA | 0.62 | -0.07 | 0.42 | 0.55 | NA | NA | 0.49 | 0.03 | 0.45 | 0.72 | -0.92 | 0.98 | 1.11 | 2.97 | -0.60 | 2.36 | 0.89 | -0.07 | 0.87 | 2.03 | 1.44 | 0.20 | 1.23 | 1.28 | -1.13 | 0.42 | 1.13 | 0.86 | 1.32 | 2.45 | -0.67 | -0.41 |
| Standard Deviation(%) | NA | 7.73 | 9.68 | 11.82 | 9.91 | NA | NA | 10.79 | 8.88 | 7.83 | 8.26 | 12.28 | 8.56 | 18.55 | 6.92 | 9.23 | 4.23 | 7.96 | 8.44 | 6.44 | 6.87 | 7.38 | 13.25 | 12.21 | 16.81 | 22.28 | 9.56 | 7.33 | 6.49 | 7.52 | 8.68 | 12.06 | 9.72 |
| Draw Down(%) | NA | 4.39 | 17.41 | 21.22 | 21.22 | NA | NA | 38.29 | 0.80 | 4.39 | 8.47 | 17.65 | 5.57 | 21.22 | 3.19 | 11.26 | 1.80 | 6.10 | 7.92 | 4.84 | 5.48 | 6.32 | 11.27 | 8.92 | 17.72 | 33.90 | 6.09 | 7.92 | 4.23 | 7.08 | 7.95 | 18.04 | 13.90 |
| Yield(%) | NA | 2.64 | 3.16 | 3.12 | 3.00 | NA | NA | 3.25 | NA | 0.78 | 2.39 | 3.35 | 2.98 | 2.64 | 5.89 | 1.89 | 0.50 | 3.31 | 3.78 | 3.16 | 2.97 | 2.87 | 2.59 | 2.38 | 3.43 | 2.68 | 4.68 | 4.28 | 2.77 | 3.93 | 3.27 | 3.29 | 4.92 |
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 Strategic Asset Allocation - Optimal Moderate |
-8.31%
Feb 2006 - Feb 2009 |
-1.85%
Feb 2004 - Feb 2009 |
4.95%
Jan 2006 - Jan 2016 |
5.22%
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 Strategic Asset Allocation - Optimal Moderate |
20.29%
Feb 2009 - Feb 2012 |
16.17%
Feb 2009 - Feb 2014 |
10.25%
Feb 2009 - Feb 2019 |
9.77%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart