Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| 401K TAX ADVANTAGE PLAN OF THE CAPITAL GROUP COMPANIES INC. Strategic Asset Allocation - Equal Weight Moderate | NA | 9.23% | 2.39% | 5.32% | 6.21% | 7.37% | 5.73% | 5.81% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 401K TAX ADVANTAGE PLAN OF THE CAPITAL GROUP COMPANIES INC. Strategic Asset Allocation - Equal Weight 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 (%) | -1.05 | 9.23 | 2.39 | 5.32 | 6.21 | 7.37 | 5.73 | 5.81 | 2.07 | 21.70 | -20.05 | 13.22 | 16.41 | 16.84 | 0.53 | 10.51 | 6.68 | 1.37 | 9.57 | 16.70 | 9.11 | 4.30 | 7.37 | 18.78 | -22.57 | 6.21 | 8.30 | 4.30 | 6.54 | 16.55 | -1.66 | 2.31 |
| Sharpe Ratio | NA | 1.52 | 0.16 | 0.47 | 0.55 | NA | NA | 0.50 | 0.19 | 1.83 | -1.14 | 1.24 | 0.90 | 1.99 | -0.07 | 1.83 | 0.74 | 0.15 | 1.07 | 2.67 | 1.54 | 0.42 | 0.80 | 1.48 | -1.26 | 0.43 | 0.92 | 0.41 | 1.00 | 2.03 | -0.29 | 0.01 |
| Standard Deviation(%) | NA | 9.34 | 13.56 | 13.69 | 11.51 | NA | NA | 10.19 | 9.21 | 9.51 | 18.75 | 10.65 | 17.96 | 7.74 | 10.89 | 5.39 | 8.74 | 9.07 | 8.90 | 6.25 | 5.88 | 10.06 | 9.10 | 12.59 | 18.72 | 7.54 | 5.44 | 5.15 | 5.58 | 7.81 | 9.42 | 0.05 |
| Draw Down(%) | NA | 7.54 | 25.15 | 25.15 | 25.15 | NA | NA | 32.62 | 2.00 | 7.54 | 23.71 | 5.28 | 19.81 | 4.07 | 11.80 | 2.50 | 6.79 | 8.19 | 4.64 | 4.79 | 4.61 | 7.82 | 8.74 | 12.57 | 29.77 | 4.56 | 4.03 | 3.44 | 4.32 | 6.54 | 10.43 | 0.00 |
| Yield(%) | NA | 4.21 | 3.55 | 3.80 | 4.25 | NA | NA | 3.46 | 0.00 | 4.50 | 3.91 | 2.09 | 4.56 | 3.99 | 6.35 | 0.16 | 3.56 | 6.35 | 7.15 | 5.23 | 2.99 | 3.45 | 1.85 | 2.08 | 2.70 | 4.35 | 4.25 | 3.21 | 2.23 | 1.22 | 1.15 | 2.31 |
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 |
|---|---|---|---|---|
| 401K TAX ADVANTAGE PLAN OF THE CAPITAL GROUP COMPANIES INC. Strategic Asset Allocation - Equal Weight Moderate |
-6.66%
Feb 2006 - Feb 2009 |
-2.20%
Feb 2004 - Feb 2009 |
3.66%
Sep 2001 - Sep 2011 |
4.80%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 401K TAX ADVANTAGE PLAN OF THE CAPITAL GROUP COMPANIES INC. Strategic Asset Allocation - Equal Weight Moderate |
15.48%
Dec 2018 - Dec 2021 |
13.49%
Feb 2009 - Feb 2014 |
10.00%
Oct 2011 - Oct 2021 |
8.37%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart