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 Strategic Asset Allocation - Equal Weight Moderate | 6.39% | NA | 22.49% | 3.68% | 6.93% | 6.20% | 7.02% | 6.37% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FARMERS GROUP INC. 401 K SAVINGS PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -1.15 | 22.49 | 3.68 | 6.93 | 6.20 | 7.02 | 6.37 | 6.39 | NA | 7.97 | 12.15 | -9.54 | 3.90 | 17.51 | 19.12 | -5.86 | 12.95 | 3.19 | 1.69 | 2.87 | 13.66 | 12.89 | -0.84 | 11.86 | 23.90 | -18.79 | 7.92 | 10.70 | 3.05 | 8.24 | 23.64 | -8.22 | 2.73 |
| Sharpe Ratio | NA | 0.32 | -0.05 | 0.29 | 0.42 | NA | NA | 0.44 | 0.07 | 0.16 | 0.94 | -0.86 | 0.39 | 0.94 | 2.40 | -0.70 | 2.93 | 0.34 | 0.18 | 0.40 | 2.03 | 2.05 | -0.07 | 1.19 | 1.60 | -1.01 | 0.62 | 1.17 | 0.16 | 0.79 | 2.17 | -0.66 | 0.03 |
| Standard Deviation(%) | NA | 8.67 | 10.15 | 12.21 | 10.39 | NA | NA | 10.75 | 7.36 | 8.73 | 8.35 | 12.77 | 9.93 | 18.36 | 7.38 | 10.19 | 4.20 | 8.67 | 9.17 | 7.16 | 6.71 | 6.27 | 12.76 | 9.86 | 14.90 | 19.59 | 8.01 | 6.36 | 5.45 | 9.26 | 10.59 | 14.08 | 12.77 |
| Draw Down(%) | NA | 6.09 | 15.84 | 22.65 | 22.65 | NA | NA | 30.74 | 0.54 | 6.09 | 7.16 | 16.30 | 6.83 | 22.65 | 3.61 | 13.21 | 2.13 | 8.19 | 8.74 | 5.40 | 6.36 | 5.05 | 13.34 | 7.78 | 15.78 | 30.37 | 4.22 | 6.22 | 3.54 | 8.36 | 7.07 | 17.99 | 13.55 |
| Yield(%) | NA | 3.86 | 3.74 | 3.41 | 3.52 | NA | NA | 3.46 | NA | 0.73 | 3.97 | 2.78 | 3.71 | 2.98 | 3.01 | 4.90 | 0.39 | 1.96 | 6.25 | 4.56 | 1.35 | 4.19 | 2.42 | 4.18 | 3.96 | 4.55 | 4.44 | 3.37 | 3.44 | 3.04 | 2.65 | 3.19 | 3.57 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.87%
Feb 2006 - Feb 2009 |
-1.00%
Feb 2004 - Feb 2009 |
4.63%
Oct 2013 - Oct 2023 |
4.80%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FARMERS GROUP INC. 401 K SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.06%
Feb 2009 - Feb 2012 |
14.50%
Feb 2009 - Feb 2014 |
9.17%
Feb 2009 - Feb 2019 |
8.56%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart