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 - Optimal Moderate | 6.71% | NA | 26.37% | 2.57% | 6.58% | 6.24% | 7.88% | 6.99% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FARMERS GROUP INC. 401 K SAVINGS PLAN Strategic Asset Allocation - Optimal 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 (%) | -1.12 | 26.37 | 2.57 | 6.58 | 6.24 | 7.88 | 6.99 | 6.71 | NA | 11.23 | 11.01 | -13.53 | 4.74 | 19.27 | 19.33 | -4.53 | 10.45 | 5.07 | 1.42 | 6.19 | 16.10 | 13.89 | -1.26 | 17.40 | 24.03 | -20.23 | 7.88 | 9.95 | 5.38 | 10.09 | 23.16 | -8.07 | -1.99 |
| Sharpe Ratio | NA | 0.65 | -0.12 | 0.27 | 0.42 | NA | NA | 0.44 | 0.03 | 0.52 | 0.76 | -1.04 | 0.48 | 1.02 | 2.49 | -0.59 | 2.46 | 0.59 | 0.16 | 0.96 | 2.29 | 1.83 | -0.08 | 1.43 | 1.41 | -0.91 | 0.51 | 0.82 | 0.43 | 1.05 | 2.21 | -0.66 | -0.34 |
| Standard Deviation(%) | NA | 8.78 | 11.02 | 12.75 | 10.59 | NA | NA | 11.58 | 8.64 | 8.84 | 8.88 | 14.35 | 9.78 | 18.76 | 7.21 | 9.97 | 3.98 | 8.27 | 8.69 | 6.46 | 7.01 | 7.56 | 15.44 | 12.11 | 16.96 | 23.14 | 9.56 | 8.15 | 7.38 | 8.70 | 10.16 | 13.91 | 12.49 |
| Draw Down(%) | NA | 5.18 | 19.70 | 22.57 | 22.57 | NA | NA | 35.00 | 0.83 | 5.18 | 8.18 | 20.17 | 6.73 | 22.57 | 3.21 | 12.63 | 2.03 | 7.47 | 7.78 | 4.86 | 6.07 | 6.12 | 15.97 | 9.81 | 18.65 | 31.30 | 5.11 | 6.96 | 4.58 | 7.23 | 6.91 | 17.60 | 15.99 |
| Yield(%) | NA | 3.81 | 4.24 | 3.80 | 3.89 | NA | NA | 3.61 | NA | 0.83 | 3.64 | 3.97 | 4.03 | 3.66 | 2.85 | 4.50 | 0.45 | 2.53 | 6.93 | 5.65 | 2.68 | 4.19 | 1.98 | 4.03 | 3.63 | 4.07 | 5.38 | 2.72 | 2.44 | 2.80 | 2.80 | 3.26 | 3.93 |
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 - Optimal Moderate |
-6.87%
Feb 2006 - Feb 2009 |
-1.25%
Feb 2004 - Feb 2009 |
4.56%
Oct 2013 - Oct 2023 |
5.27%
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 - Optimal Moderate |
20.15%
Feb 2009 - Feb 2012 |
16.91%
Feb 2009 - Feb 2014 |
10.82%
Feb 2009 - Feb 2019 |
9.35%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart