Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EQUI-VEST 403(b)TSA Plan Tactical Asset Allocation Moderate | NA | 21.89% | 5.58% | 7.41% | 5.29% | 6.39% | 8.79% | 9.05% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EQUI-VEST 403(b)TSA Plan Tactical Asset Allocation 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 (%) | -1.22 | 21.89 | 5.58 | 7.41 | 5.29 | 6.39 | 8.79 | 9.05 | NA | 7.94 | 14.67 | -8.81 | 6.76 | 7.76 | 17.22 | -10.34 | 10.57 | 5.87 | 0.57 | 2.51 | 16.57 | 9.43 | 1.52 | 10.56 | 12.63 | 10.56 | 17.81 | 18.63 | 17.70 | 15.51 | 21.02 | 3.17 | 1.91 |
| Sharpe Ratio | NA | 0.28 | 0.12 | 0.23 | 0.30 | NA | NA | 0.74 | 0.05 | 0.14 | 1.24 | -0.83 | 0.65 | 0.38 | 1.98 | -1.02 | 1.72 | 0.62 | 0.06 | 0.27 | 2.24 | 1.20 | 0.12 | 1.03 | 1.16 | 1.32 | 1.31 | 1.58 | 2.40 | 1.82 | 3.10 | 0.33 | -0.05 |
| Standard Deviation(%) | NA | 9.75 | 10.33 | 12.87 | 11.04 | NA | NA | 9.84 | 12.46 | 9.82 | 8.42 | 12.34 | 10.42 | 19.95 | 7.98 | 11.40 | 5.79 | 9.16 | 9.08 | 9.24 | 7.39 | 7.78 | 12.89 | 10.19 | 10.84 | 7.29 | 11.30 | 9.72 | 6.49 | 8.03 | 6.56 | 6.27 | 7.27 |
| Draw Down(%) | NA | 6.19 | 14.06 | 27.22 | 27.22 | NA | NA | 27.22 | 1.06 | 6.19 | 6.04 | 16.17 | 4.85 | 27.22 | 4.52 | 17.93 | 2.73 | 8.65 | 7.19 | 8.36 | 6.88 | 6.30 | 11.55 | 8.41 | 8.43 | 4.95 | 8.32 | 13.30 | 5.39 | 9.45 | 5.61 | 5.45 | 7.21 |
| Yield(%) | NA | 5.20 | 4.91 | 5.98 | 5.55 | NA | NA | 0.00 | NA | 1.39 | 4.94 | 3.50 | 5.84 | 4.66 | 11.25 | 3.92 | 2.77 | 5.24 | 5.72 | 8.31 | 7.52 | 3.90 | 5.57 | 2.81 | 4.99 | 5.93 | 9.41 | 8.10 | 5.43 | 1.67 | 4.91 | 4.90 | 5.44 |
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 |
|---|---|---|---|---|
| EQUI-VEST 403(b)TSA Plan Tactical Asset Allocation Moderate |
-0.88%
Mar 2017 - Mar 2020 |
0.71%
Mar 2015 - Mar 2020 |
3.71%
Oct 2013 - Oct 2023 |
5.52%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EQUI-VEST 403(b)TSA Plan Tactical Asset Allocation Moderate |
23.11%
Apr 2003 - Apr 2006 |
19.53%
Mar 2003 - Mar 2008 |
14.56%
Apr 2003 - Apr 2013 |
11.72%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart