Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| FARMERS GROUP INC. 401 K SAVINGS PLAN Tactical Asset Allocation Moderate | 10.13% | NA | 25.74% | 7.47% | 11.59% | 8.59% | 9.71% | 9.51% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FARMERS GROUP INC. 401 K SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -1.25 | 25.74 | 7.47 | 11.59 | 8.59 | 9.71 | 9.51 | 10.13 | NA | 13.71 | 15.28 | -5.47 | 14.12 | 17.13 | 17.68 | -5.07 | 9.28 | 10.24 | -0.19 | 6.56 | 19.60 | 12.15 | 0.51 | 20.25 | 20.23 | 2.38 | 7.77 | 10.72 | 2.60 | 10.28 | 23.17 | 7.54 | 8.38 |
| Sharpe Ratio | NA | 0.85 | 0.37 | 0.61 | 0.61 | NA | NA | 0.85 | 0.05 | 0.68 | 1.37 | -0.54 | 1.14 | 0.85 | 2.24 | -0.63 | 1.75 | 1.13 | -0.02 | 0.85 | 2.44 | 1.56 | 0.03 | 1.53 | 2.00 | 0.24 | 0.51 | 0.96 | 0.06 | 1.02 | 2.65 | 1.34 | 1.12 |
| Standard Deviation(%) | NA | 10.29 | 10.58 | 13.33 | 11.09 | NA | NA | 9.97 | 10.86 | 10.39 | 8.02 | 12.76 | 12.35 | 19.98 | 7.27 | 10.19 | 4.93 | 8.90 | 9.19 | 7.73 | 8.02 | 7.75 | 15.88 | 13.15 | 10.07 | 5.96 | 9.33 | 7.73 | 7.29 | 9.15 | 8.50 | 4.79 | 5.40 |
| Draw Down(%) | NA | 6.24 | 11.85 | 21.68 | 21.68 | NA | NA | 21.68 | 0.96 | 6.24 | 6.39 | 12.55 | 4.78 | 21.68 | 3.31 | 13.77 | 2.75 | 7.13 | 9.70 | 4.70 | 4.84 | 5.60 | 15.15 | 9.40 | 4.94 | 5.03 | 5.52 | 7.60 | 4.63 | 7.21 | 4.02 | 3.22 | 4.13 |
| Yield(%) | NA | 3.50 | 4.38 | 4.28 | 4.23 | NA | NA | 0.00 | NA | 1.22 | 3.49 | 2.99 | 6.74 | 3.22 | 6.03 | 2.06 | 3.72 | 3.05 | 5.39 | 6.46 | 3.69 | 5.14 | 1.95 | 3.75 | 5.26 | 8.89 | 5.17 | 3.56 | 3.52 | 2.81 | 3.25 | 7.52 | 8.54 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FARMERS GROUP INC. 401 K SAVINGS PLAN Tactical Asset Allocation Moderate |
2.74%
Mar 2017 - Mar 2020 |
3.17%
Mar 2015 - Mar 2020 |
6.88%
Oct 2013 - Oct 2023 |
8.10%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FARMERS GROUP INC. 401 K SAVINGS PLAN Tactical Asset Allocation Moderate |
16.30%
Dec 2018 - Dec 2021 |
14.85%
Nov 2008 - Nov 2013 |
11.93%
Apr 2001 - Apr 2011 |
10.34%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart