Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VALIC 403-b Strategic Asset Allocation - Optimal Moderate | NA | 21.43% | 0.16% | 4.01% | 4.13% | 6.14% | 6.25% | 7.20% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VALIC 403-b 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 (%) | -1.23 | 21.43 | 0.16 | 4.01 | 4.13 | 6.14 | 6.25 | 7.20 | NA | 3.82 | 10.56 | -15.27 | 3.85 | 13.32 | 15.91 | -4.07 | 8.64 | 6.01 | -1.21 | 4.55 | 11.41 | 15.24 | -1.32 | 16.11 | 30.71 | -23.63 | 10.05 | 13.96 | 6.61 | 20.78 | 25.03 | 0.64 | 5.27 |
| Sharpe Ratio | NA | -0.22 | -0.41 | 0.02 | 0.22 | NA | NA | 0.49 | 0.00 | -0.34 | 0.71 | -1.23 | 0.43 | 0.80 | 2.05 | -0.60 | 1.45 | 0.71 | -0.16 | 0.67 | 1.58 | 2.06 | -0.09 | 1.25 | 1.62 | -1.15 | 0.64 | 1.43 | 0.66 | 2.28 | 2.77 | -0.04 | 0.26 |
| Standard Deviation(%) | NA | 8.04 | 10.45 | 11.62 | 9.82 | NA | NA | 11.10 | 5.64 | 8.12 | 8.83 | 13.57 | 8.88 | 16.33 | 7.08 | 8.98 | 5.52 | 8.18 | 7.94 | 6.81 | 7.22 | 7.37 | 14.63 | 12.80 | 18.87 | 21.35 | 10.99 | 7.50 | 6.78 | 8.70 | 8.78 | 12.05 | 11.35 |
| Draw Down(%) | NA | 6.49 | 21.20 | 23.66 | 23.66 | NA | NA | 39.25 | 0.51 | 6.48 | 9.46 | 21.98 | 5.37 | 20.74 | 3.94 | 10.66 | 3.55 | 7.86 | 9.14 | 5.38 | 7.44 | 5.42 | 15.14 | 9.17 | 18.22 | 34.32 | 8.53 | 8.51 | 4.98 | 8.17 | 6.35 | 15.02 | 11.07 |
| Yield(%) | NA | 3.85 | 4.88 | 4.49 | 4.22 | NA | NA | 4.58 | NA | 0.66 | 3.91 | 5.41 | 4.51 | 4.27 | 3.63 | 5.62 | 0.31 | 4.23 | 5.27 | 4.43 | 4.19 | 4.05 | 4.76 | 4.95 | 3.36 | 5.13 | 8.24 | 6.36 | 6.34 | 6.36 | 2.17 | 3.53 | 3.59 |
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 |
|---|---|---|---|---|
| VALIC 403-b Strategic Asset Allocation - Optimal Moderate |
-6.68%
Feb 2006 - Feb 2009 |
0.29%
Sep 2017 - Sep 2022 |
2.85%
Oct 2013 - Oct 2023 |
3.81%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VALIC 403-b Strategic Asset Allocation - Optimal Moderate |
22.37%
Feb 2009 - Feb 2012 |
17.35%
Feb 2009 - Feb 2014 |
10.91%
Mar 2003 - Mar 2013 |
9.19%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart