Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ACS SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | -17.23% | 1.89% | 1.78% | 3.96% | 3.85% | 6.79% | 6.70% |
Data as of 09/30/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACS SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/02/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.33 | -17.23 | 1.89 | 1.78 | 3.96 | 3.85 | 6.79 | 6.70 | -12.42 | 6.59 | 17.67 | 14.79 | -6.56 | 9.41 | 2.53 | 1.85 | 5.45 | 11.07 | 12.38 | 1.17 | 17.45 | 25.83 | -28.12 | 9.44 | 11.99 | 10.58 | 17.31 | 27.99 | -0.83 | 9.59 |
| Sharpe Ratio | NA | -0.90 | 0.28 | 0.18 | 0.47 | NA | NA | 0.56 | -0.99 | 0.83 | 1.10 | 2.14 | -0.97 | 1.61 | 0.34 | 0.22 | 0.87 | 1.56 | 1.77 | 0.09 | 1.58 | 1.40 | -1.27 | 0.73 | 1.10 | 1.49 | 2.24 | 3.90 | -0.22 | 0.92 |
| Standard Deviation(%) | NA | 13.30 | 12.75 | 10.94 | 9.11 | NA | NA | 10.57 | 13.69 | 7.90 | 15.84 | 6.27 | 8.12 | 5.47 | 6.93 | 8.29 | 6.24 | 7.06 | 6.95 | 12.88 | 11.00 | 18.44 | 22.91 | 8.88 | 7.93 | 5.63 | 7.30 | 6.99 | 8.72 | 7.95 |
| Draw Down(%) | NA | 19.38 | 20.69 | 20.69 | 20.69 | NA | NA | 41.84 | 19.38 | 5.11 | 16.82 | 3.52 | 14.26 | 3.58 | 6.50 | 9.29 | 4.86 | 7.75 | 5.76 | 12.66 | 8.20 | 18.76 | 38.69 | 6.15 | 9.75 | 3.97 | 7.87 | 6.10 | 16.05 | 10.11 |
| Yield(%) | NA | 6.06 | 5.52 | 4.54 | 3.88 | NA | NA | 4.06 | 1.95 | 5.30 | 5.18 | 6.50 | 5.01 | 0.24 | 3.07 | 4.39 | 2.20 | 4.41 | 3.52 | 2.76 | 2.75 | 2.67 | 4.36 | 4.68 | 5.62 | 6.88 | 3.62 | 2.89 | 2.16 | 5.10 |
Data as of 09/30/2022, 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 |
|---|---|---|---|---|
| ACS SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-9.69%
Feb 2006 - Feb 2009 |
-1.07%
Feb 2004 - Feb 2009 |
3.96%
Sep 2012 - Sep 2022 |
3.91%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACS SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
22.69%
Feb 2009 - Feb 2012 |
17.03%
Feb 2009 - Feb 2014 |
10.17%
Mar 2003 - Mar 2013 |
8.61%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart