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 |
|---|---|---|---|---|---|---|---|---|
| THE HARTFORD INVESTMENT AND SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 4.85% | -3.56% | 0.69% | 2.21% | 4.37% | 2.65% | 2.84% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE HARTFORD INVESTMENT AND SAVINGS PLAN 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 (%) | -16.16 | 4.85 | -3.56 | 0.69 | 2.21 | 4.37 | 2.65 | 2.84 | NA | 8.70 | 11.77 | -11.36 | 0.22 | 9.77 | 6.66 | -5.10 | 6.16 | 10.93 | 1.93 | 2.39 | 19.78 | 9.29 | -3.77 | 13.10 | 20.09 | -32.27 | 0.09 | 1.90 | 6.98 | 7.54 | 22.91 | -12.19 | 2.31 |
| Sharpe Ratio | NA | 0.07 | -0.05 | 0.04 | 0.10 | NA | NA | 0.13 | 0.00 | 0.05 | 0.24 | -0.91 | 0.02 | 0.43 | 0.37 | -0.58 | 0.85 | 1.08 | 0.20 | 0.27 | 2.84 | 1.22 | -0.24 | 1.10 | 1.15 | -1.46 | -0.20 | -0.12 | 0.62 | 0.74 | 2.27 | -0.94 | 0.01 |
| Standard Deviation(%) | NA | 42.03 | 31.37 | 26.79 | 20.33 | NA | NA | 16.20 | 8.75 | 42.03 | 31.55 | 13.93 | 11.91 | 22.38 | 14.17 | 11.13 | 6.50 | 9.95 | 9.35 | 8.74 | 6.94 | 7.54 | 15.97 | 11.83 | 17.38 | 22.73 | 14.27 | 11.00 | 7.77 | 8.90 | 9.78 | 14.17 | 0.05 |
| Draw Down(%) | NA | 20.86 | 23.70 | 27.68 | 31.10 | NA | NA | 47.72 | 0.60 | 20.86 | 20.33 | 18.85 | 8.08 | 24.98 | 13.72 | 15.70 | 4.64 | 9.57 | 8.49 | 7.11 | 2.99 | 5.94 | 16.72 | 10.48 | 15.73 | 38.30 | 12.07 | 9.26 | 4.79 | 8.57 | 8.31 | 21.73 | 0.00 |
| Yield(%) | NA | 2.74 | 4.42 | 3.34 | 5.59 | NA | NA | 3.04 | NA | 0.00 | 2.80 | 6.94 | 2.78 | 2.95 | 0.35 | 8.64 | 0.00 | 11.64 | 12.12 | 7.79 | 4.84 | 0.78 | 0.58 | 0.10 | 0.04 | 0.35 | 1.24 | 1.34 | 0.89 | 0.39 | 0.52 | 0.48 | 2.31 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE HARTFORD INVESTMENT AND SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-15.55%
Feb 2006 - Feb 2009 |
-6.76%
Feb 2004 - Feb 2009 |
0.58%
Sep 2001 - Sep 2011 |
1.18%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE HARTFORD INVESTMENT AND SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
15.32%
Mar 2003 - Mar 2006 |
13.18%
Feb 2009 - Feb 2014 |
9.24%
Feb 2009 - Feb 2019 |
6.57%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart