Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ARCH CAPITAL GROUP (U.S.) INC. EMPLOYEE RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate | NA | 30.08% | 4.13% | 9.48% | 8.21% | 9.34% | 7.81% | 7.14% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARCH CAPITAL GROUP (U.S.) INC. EMPLOYEE RETIREMENT PLAN 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 (%) | -1.15 | 30.08 | 4.13 | 9.48 | 8.21 | 9.34 | 7.81 | 7.14 | NA | 17.14 | 21.68 | -19.71 | 12.19 | 18.62 | 20.60 | -3.41 | 12.01 | 7.06 | 2.12 | 8.52 | 17.27 | 13.89 | 2.47 | 13.54 | 22.19 | -22.02 | 7.03 | 10.97 | 4.13 | 8.49 | 18.99 | -10.05 | -2.03 |
| Sharpe Ratio | NA | 1.28 | 0.12 | 0.47 | 0.59 | NA | NA | 0.49 | 0.05 | 1.17 | 1.95 | -1.30 | 1.35 | 0.95 | 2.56 | -0.48 | 2.58 | 0.87 | 0.23 | 1.23 | 2.47 | 1.89 | 0.18 | 1.33 | 1.37 | -0.99 | 0.44 | 1.21 | 0.31 | 1.11 | 1.83 | -0.76 | -0.35 |
| Standard Deviation(%) | NA | 8.99 | 11.95 | 13.28 | 10.95 | NA | NA | 11.39 | 10.13 | 8.99 | 8.95 | 16.29 | 9.01 | 19.26 | 7.50 | 9.85 | 4.42 | 7.91 | 9.14 | 6.94 | 6.98 | 7.33 | 13.43 | 10.11 | 16.13 | 23.24 | 9.25 | 6.39 | 6.26 | 6.81 | 9.98 | 14.62 | 12.46 |
| Draw Down(%) | NA | 4.77 | 22.38 | 25.34 | 25.34 | NA | NA | 35.38 | 0.88 | 4.77 | 6.87 | 23.42 | 4.92 | 21.03 | 3.57 | 12.28 | 1.57 | 6.79 | 7.35 | 4.27 | 5.37 | 4.84 | 11.34 | 7.81 | 17.72 | 31.54 | 5.15 | 4.36 | 3.90 | 4.83 | 7.61 | 19.17 | 16.03 |
| Yield(%) | NA | 3.57 | 3.47 | 3.85 | 3.45 | NA | NA | 3.48 | NA | 0.92 | 3.83 | 4.24 | 1.91 | 5.21 | 3.23 | 3.42 | 0.38 | 2.96 | 4.94 | 3.33 | 2.61 | 3.99 | 2.30 | 3.97 | 4.28 | 4.63 | 3.63 | 3.23 | 2.89 | 3.37 | 3.15 | 3.54 | 4.00 |
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 |
|---|---|---|---|---|
| ARCH CAPITAL GROUP (U.S.) INC. EMPLOYEE RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
-6.89%
Feb 2006 - Feb 2009 |
-1.96%
Feb 2004 - Feb 2009 |
4.71%
Sep 2001 - Sep 2011 |
5.57%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARCH CAPITAL GROUP (U.S.) INC. EMPLOYEE RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
19.64%
Feb 2009 - Feb 2012 |
16.71%
Feb 2009 - Feb 2014 |
11.42%
Feb 2009 - Feb 2019 |
10.66%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart