Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CSAA IIB 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | 27.44% | 7.56% | 9.96% | 7.24% | 7.84% | 6.96% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSAA IIB 401K 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 | Common | Inception | 2025 | 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 (%) | -1.00 | 27.44 | 7.56 | 9.96 | 7.24 | 7.84 | 6.96 | … | … | 0.81 | 12.71 | 13.31 | -9.47 | 9.60 | 19.98 | 15.27 | -6.24 | 9.93 | 3.56 | 4.25 | 3.92 | 18.63 | 11.69 | -3.70 | 11.22 | 21.92 | -23.69 | 8.39 | 11.78 | 8.44 | 13.44 | 23.83 | -7.76 | 8.51 |
| Sharpe Ratio | NA | 0.78 | 0.14 | 0.52 | 0.52 | NA | NA | … | … | 0.08 | 0.62 | 1.12 | -0.83 | 0.97 | 1.09 | 1.83 | -0.76 | 1.94 | 0.39 | 0.46 | 0.55 | 2.75 | 1.38 | -0.24 | 0.93 | 1.35 | -1.16 | 0.59 | 1.29 | 1.06 | 1.78 | 2.65 | -0.72 | 0.66 |
| Standard Deviation(%) | NA | 9.83 | 10.60 | 12.33 | 10.45 | NA | NA | … | … | 9.24 | 9.87 | 8.11 | 13.15 | 9.84 | 18.06 | 7.58 | 9.90 | 4.80 | 8.56 | 9.09 | 7.14 | 6.76 | 8.43 | 15.23 | 11.93 | 16.12 | 21.17 | 9.13 | 6.61 | 5.89 | 7.03 | 8.74 | 12.39 | 9.45 |
| Draw Down(%) | NA | 6.28 | 14.97 | 19.45 | 19.45 | NA | NA | … | … | 0.68 | 6.28 | 6.34 | 15.25 | 5.49 | 19.45 | 4.21 | 13.86 | 2.64 | 8.66 | 7.51 | 5.37 | 4.11 | 7.14 | 15.47 | 9.50 | 14.44 | 32.76 | 6.51 | 7.78 | 3.82 | 5.10 | 7.85 | 18.82 | 12.35 |
| Yield(%) | NA | 4.74 | 5.91 | 4.68 | 3.72 | NA | NA | … | … | NA | 0.53 | 5.19 | 2.51 | 9.56 | 3.58 | 2.37 | 5.16 | 0.64 | 2.05 | 5.13 | 1.05 | 2.21 | 0.90 | 1.13 | 1.35 | 0.92 | 1.74 | 7.02 | 5.57 | 3.58 | 2.53 | 0.62 | 0.96 | 2.51 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSAA IIB 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-6.26%
Feb 2006 – Feb 2009 |
0.16%
Feb 2004 – Feb 2009 |
4.72%
Jun 2007 – Jun 2017 |
4.59%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSAA IIB 401K PLAN Strategic Asset Allocation – Optimal Moderate |
17.75%
Mar 2003 – Mar 2006 |
14.16%
Sep 2002 – Sep 2007 |
8.87%
Feb 2009 – Feb 2019 |
8.87%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart