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 | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SAVINGS PLAN FOR EMPLOYEES OF FLORIDA PROGRESS CORPORATION Strategic Asset Allocation - Optimal Moderate | NA | 24.93% | 3.57% | 7.57% | 6.33% | 7.08% | 6.10% | 5.95% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAVINGS PLAN FOR EMPLOYEES OF FLORIDA PROGRESS CORPORATION 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 (%) | -0.79 | 24.93 | 3.57 | 7.57 | 6.33 | 7.08 | 6.10 | 5.95 | NA | 10.24 | 12.46 | -12.64 | 5.85 | 22.62 | 11.63 | -4.25 | 15.15 | 1.41 | 1.18 | 3.80 | 18.90 | 10.75 | -4.86 | 11.32 | 21.28 | -26.08 | 7.16 | 11.10 | 7.89 | 11.65 | 19.73 | -9.45 | 1.85 |
| Sharpe Ratio | NA | 0.41 | -0.05 | 0.35 | 0.39 | NA | NA | 0.37 | 0.09 | 0.32 | 0.94 | -0.96 | 0.55 | 1.19 | 1.10 | -0.53 | 3.01 | 0.14 | 0.13 | 0.55 | 2.70 | 1.29 | -0.30 | 0.93 | 1.18 | -1.14 | 0.44 | 1.17 | 0.94 | 1.56 | 2.26 | -0.88 | -0.04 |
| Standard Deviation(%) | NA | 11.56 | 11.86 | 13.34 | 11.22 | NA | NA | 11.66 | 8.18 | 11.59 | 8.72 | 14.53 | 10.58 | 18.83 | 9.29 | 10.47 | 4.83 | 8.67 | 8.83 | 6.90 | 7.00 | 8.30 | 16.13 | 12.05 | 17.89 | 23.66 | 9.48 | 6.72 | 6.07 | 6.88 | 8.44 | 12.01 | 10.74 |
| Draw Down(%) | NA | 7.65 | 17.66 | 19.60 | 20.05 | NA | NA | 39.03 | 0.59 | 7.65 | 8.18 | 18.49 | 6.62 | 19.60 | 5.06 | 13.05 | 1.68 | 8.71 | 8.44 | 5.60 | 4.25 | 7.08 | 17.25 | 9.35 | 17.00 | 36.93 | 6.54 | 7.60 | 3.87 | 6.37 | 8.85 | 18.61 | 15.54 |
| Yield(%) | NA | 4.20 | 3.63 | 2.98 | 2.74 | NA | NA | 2.44 | NA | 0.54 | 4.71 | 2.71 | 2.64 | 2.97 | 1.47 | 3.69 | 0.67 | 2.51 | 4.46 | 1.24 | 2.30 | 1.28 | 0.59 | 0.85 | 0.87 | 2.59 | 6.65 | 4.62 | 2.48 | 1.70 | 1.14 | 1.22 | 2.32 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAVINGS PLAN FOR EMPLOYEES OF FLORIDA PROGRESS CORPORATION Strategic Asset Allocation - Optimal Moderate |
-8.50%
Feb 2006 - Feb 2009 |
-1.74%
Feb 2004 - Feb 2009 |
3.62%
Dec 2006 - Dec 2016 |
3.74%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAVINGS PLAN FOR EMPLOYEES OF FLORIDA PROGRESS CORPORATION Strategic Asset Allocation - Optimal Moderate |
15.76%
Mar 2003 - Mar 2006 |
13.73%
Feb 2009 - Feb 2014 |
9.10%
Feb 2009 - Feb 2019 |
8.35%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart