Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| National Life`s 401K plan Tactical Asset Allocation Moderate | NA | -1.98% | 0.65% | 0.66% | 1.35% | 4.47% | 5.32% | 5.72% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| National Life`s 401K plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.55 | -1.98 | 0.65 | 0.66 | 1.35 | 4.47 | 5.32 | 5.72 | 0.41 | 8.33 | -15.88 | 7.99 | 5.31 | 10.87 | -2.96 | 5.90 | 3.34 | -3.49 | 2.35 | 16.15 | 8.60 | 2.47 | 8.20 | 21.48 | 1.06 | 9.86 | 12.62 | 4.01 | 9.38 | 15.33 | 1.78 | 7.94 |
| Sharpe Ratio | NA | 0.07 | -0.28 | 0.11 | 0.15 | NA | NA | 0.68 | 0.02 | 0.57 | -1.77 | 0.91 | 0.41 | 2.49 | -0.61 | 0.88 | 0.81 | -0.65 | 0.39 | 2.33 | 2.24 | 0.29 | 0.97 | 3.10 | 0.03 | 0.70 | 1.29 | 0.33 | 1.24 | 2.99 | 0.12 | 1.10 |
| Standard Deviation(%) | NA | 7.08 | 8.56 | 8.93 | 7.47 | NA | NA | 7.06 | 6.64 | 7.21 | 9.74 | 8.81 | 12.50 | 3.81 | 7.02 | 6.00 | 3.89 | 5.39 | 6.01 | 6.93 | 3.82 | 8.48 | 8.37 | 6.90 | 5.30 | 9.75 | 7.22 | 5.59 | 6.83 | 4.89 | 5.42 | 5.14 |
| Draw Down(%) | NA | 6.46 | 18.06 | 18.06 | 18.06 | NA | NA | 18.06 | 1.66 | 6.46 | 17.30 | 5.44 | 18.04 | 1.43 | 8.89 | 5.14 | 2.47 | 6.68 | 4.66 | 4.55 | 3.55 | 9.14 | 7.91 | 3.43 | 4.16 | 6.21 | 7.95 | 4.38 | 5.62 | 3.60 | 6.50 | 4.01 |
| Yield(%) | NA | 2.84 | 3.04 | 3.24 | 2.88 | NA | NA | 3.87 | 0.01 | 3.04 | 2.90 | 3.17 | 3.48 | 3.69 | 2.34 | 0.41 | 3.12 | 4.14 | 2.61 | 2.15 | 5.46 | 2.61 | 5.03 | 5.91 | 3.39 | 4.78 | 5.47 | 4.60 | 3.45 | 3.83 | 5.47 | 7.98 |
Data as of 10/31/2023, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| National Life`s 401K plan Tactical Asset Allocation Moderate |
-1.47%
Dec 2019 - Dec 2022 |
-0.03%
Sep 2018 - Sep 2023 |
1.35%
Oct 2013 - Oct 2023 |
4.36%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| National Life`s 401K plan Tactical Asset Allocation Moderate |
12.13%
Apr 2008 - Apr 2011 |
11.49%
Feb 2009 - Feb 2014 |
9.75%
Jul 2003 - Jul 2013 |
8.12%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart