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 Strategic Asset Allocation - Optimal Moderate | NA | 20.44% | 3.79% | 5.88% | 5.31% | 6.46% | 6.51% | 6.80% |
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 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 (%) | -1.01 | 20.44 | 3.79 | 5.88 | 5.31 | 6.46 | 6.51 | 6.80 | NA | 7.06 | 12.50 | -11.37 | 4.35 | 12.80 | 18.02 | -3.71 | 9.35 | 5.03 | -0.44 | 2.88 | 15.03 | 13.68 | -3.48 | 11.14 | 25.46 | -23.86 | 11.87 | 11.85 | 13.81 | 13.48 | 23.48 | -3.84 | 1.73 |
| Sharpe Ratio | NA | 0.19 | -0.18 | 0.20 | 0.36 | NA | NA | 0.50 | 0.02 | 0.06 | 1.21 | -1.14 | 0.49 | 0.74 | 2.56 | -0.53 | 1.75 | 0.58 | -0.05 | 0.41 | 2.28 | 1.93 | -0.25 | 0.98 | 1.59 | -1.21 | 0.96 | 1.03 | 1.89 | 1.69 | 2.95 | -0.54 | -0.06 |
| Standard Deviation(%) | NA | 7.53 | 8.77 | 10.97 | 9.49 | NA | NA | 10.28 | 3.56 | 7.64 | 6.83 | 11.20 | 8.91 | 17.05 | 6.50 | 9.43 | 4.99 | 8.39 | 8.68 | 6.96 | 6.57 | 7.08 | 14.30 | 11.28 | 15.91 | 20.55 | 9.26 | 8.31 | 6.14 | 7.43 | 7.72 | 9.14 | 9.57 |
| Draw Down(%) | NA | 5.53 | 17.89 | 26.80 | 26.80 | NA | NA | 36.41 | 0.28 | 5.46 | 5.85 | 18.14 | 6.06 | 26.80 | 3.40 | 10.43 | 3.43 | 7.13 | 8.46 | 6.23 | 6.21 | 5.73 | 14.90 | 8.77 | 17.08 | 34.28 | 6.59 | 11.13 | 4.92 | 7.07 | 7.39 | 16.11 | 14.72 |
| Yield(%) | NA | 4.85 | 5.92 | 5.32 | 4.58 | NA | NA | 4.07 | NA | 0.92 | 4.62 | 6.00 | 5.93 | 5.60 | 2.94 | 4.76 | 0.53 | 2.11 | 4.37 | 7.82 | 4.52 | 5.08 | 2.02 | 1.74 | 2.91 | 4.88 | 8.42 | 5.06 | 3.15 | 1.24 | 2.17 | 2.34 | 4.56 |
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 Strategic Asset Allocation - Optimal Moderate |
-6.96%
Feb 2006 - Feb 2009 |
0.94%
Feb 2004 - Feb 2009 |
3.90%
Oct 2013 - Oct 2023 |
3.87%
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 Strategic Asset Allocation - Optimal Moderate |
20.74%
Mar 2003 - Mar 2006 |
15.74%
Oct 2002 - Oct 2007 |
9.74%
Mar 2003 - Mar 2013 |
8.41%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart