Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VOLKSWAGEN GROUP OF AMERICA INC. SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 17.24% | 2.96% | 6.22% | 5.91% | 7.72% | 9.70% | 10.30% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VOLKSWAGEN GROUP OF AMERICA INC. SAVINGS AND INVESTMENT 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 (%) | -1.31 | 17.24 | 2.96 | 6.22 | 5.91 | 7.72 | 9.70 | 10.30 | NA | 3.12 | 13.65 | -12.88 | 14.11 | 9.20 | 17.58 | -3.74 | 11.07 | 8.40 | -3.67 | 4.02 | 15.33 | 13.73 | 2.40 | 21.32 | 15.69 | 12.20 | 18.48 | 17.13 | 12.27 | 12.49 | 31.23 | 9.51 | -0.61 |
| Sharpe Ratio | NA | -0.19 | -0.23 | 0.20 | 0.34 | NA | NA | 0.85 | 0.06 | -0.37 | 1.18 | -1.08 | 1.39 | 0.46 | 2.60 | -0.58 | 2.25 | 0.95 | -0.40 | 0.51 | 1.97 | 1.86 | 0.15 | 1.64 | 1.33 | 1.50 | 1.25 | 1.43 | 1.36 | 1.29 | 5.07 | 1.57 | -0.44 |
| Standard Deviation(%) | NA | 9.13 | 10.36 | 12.73 | 10.53 | NA | NA | 9.97 | 9.17 | 9.29 | 7.98 | 13.15 | 10.16 | 19.56 | 6.22 | 8.72 | 4.64 | 8.64 | 9.37 | 7.83 | 7.77 | 7.36 | 15.74 | 12.91 | 11.76 | 7.53 | 12.36 | 9.69 | 7.42 | 8.95 | 6.02 | 5.35 | 6.67 |
| Draw Down(%) | NA | 7.50 | 16.53 | 25.62 | 25.62 | NA | NA | 25.62 | 0.68 | 7.50 | 6.92 | 18.23 | 6.54 | 25.62 | 3.22 | 11.10 | 1.96 | 5.27 | 11.11 | 6.56 | 7.38 | 5.26 | 14.34 | 8.70 | 6.99 | 4.95 | 8.88 | 12.47 | 5.40 | 13.54 | 2.60 | 2.99 | 7.52 |
| Yield(%) | NA | 3.82 | 3.42 | 3.88 | 3.67 | NA | NA | 0.00 | NA | 1.49 | 3.67 | 2.55 | 3.51 | 4.31 | 5.60 | 2.92 | 2.75 | 4.70 | 3.14 | 4.07 | 5.63 | 4.37 | 4.71 | 4.35 | 5.29 | 6.10 | 5.25 | 4.16 | 4.70 | 4.35 | 7.10 | 6.80 | 4.96 |
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 |
|---|---|---|---|---|
| VOLKSWAGEN GROUP OF AMERICA INC. SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate |
0.70%
Dec 2021 - Dec 2024 |
1.70%
Mar 2015 - Mar 2020 |
4.67%
Oct 2013 - Oct 2023 |
7.18%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VOLKSWAGEN GROUP OF AMERICA INC. SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate |
20.70%
Apr 2003 - Apr 2006 |
18.71%
Mar 2003 - Mar 2008 |
16.31%
May 2001 - May 2011 |
12.82%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart