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 - Optimal Moderate | NA | 27.98% | 1.84% | 7.37% | 6.56% | 7.96% | 6.48% | 5.84% |
Data as of 10/31/2024, 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 - Optimal Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -1.04 | 27.98 | 1.84 | 7.37 | 6.56 | 7.96 | 6.48 | 5.84 | NA | 9.97 | 19.76 | -21.29 | 11.14 | 16.22 | 16.57 | -0.77 | 9.31 | 6.58 | 1.58 | 10.08 | 20.44 | 10.69 | 0.64 | 9.04 | 23.35 | -23.54 | 5.93 | 6.75 | 5.28 | 4.89 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.48 | -0.11 | 0.25 | 0.42 | NA | NA | 0.42 | 0.04 | 0.33 | 1.58 | -1.25 | 1.22 | 0.92 | 2.06 | -0.21 | 1.84 | 0.78 | 0.19 | 1.22 | 3.00 | 1.46 | 0.05 | 0.87 | 1.49 | -1.21 | 0.38 | 0.62 | 0.57 | 0.68 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 10.25 | 13.31 | 13.56 | 11.08 | NA | NA | 10.17 | 9.10 | 10.33 | 9.83 | 18.13 | 9.14 | 17.32 | 7.37 | 9.95 | 4.72 | 8.21 | 8.34 | 8.26 | 6.80 | 7.27 | 12.96 | 10.34 | 15.56 | 20.22 | 7.78 | 5.66 | 5.43 | 5.83 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 6.49 | 23.29 | 26.80 | 26.80 | NA | NA | 34.84 | 0.82 | 6.49 | 9.32 | 25.66 | 4.28 | 19.14 | 3.81 | 11.55 | 2.23 | 6.32 | 7.39 | 4.26 | 4.37 | 5.49 | 11.33 | 9.96 | 14.57 | 31.08 | 5.15 | 4.20 | 3.37 | 4.98 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 4.35 | 3.69 | 3.84 | 4.14 | NA | NA | 3.10 | NA | 0.65 | 4.31 | 3.85 | 1.75 | 4.59 | 3.76 | 6.32 | 0.17 | 3.54 | 6.09 | 6.91 | 6.30 | 1.51 | 0.40 | 0.66 | 1.03 | 2.52 | 5.37 | 3.76 | 2.60 | 1.12 | 0.69 | 1.11 | 2.31 |
Data as of 10/31/2024, 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 - Optimal Moderate |
-7.83%
Feb 2006 - Feb 2009 |
-2.78%
Feb 2004 - Feb 2009 |
2.22%
Sep 2001 - Sep 2011 |
4.52%
Feb 2001 - Feb 2016 |
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 - Optimal Moderate |
16.20%
Feb 2009 - Feb 2012 |
15.24%
Feb 2009 - Feb 2014 |
10.46%
Feb 2009 - Feb 2019 |
9.21%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart