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 |
|---|---|---|---|---|---|---|---|---|
| INSPERITY 401K PLAN Tactical Asset Allocation Moderate | NA | 21.24% | 3.97% | 9.98% | 7.64% | 8.64% | 9.87% | 10.38% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INSPERITY 401K PLAN Tactical Asset Allocation 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 (%) | -1.08 | 21.24 | 3.97 | 9.98 | 7.64 | 8.64 | 9.87 | 10.38 | NA | 2.73 | 15.56 | -13.21 | 18.53 | 20.82 | 19.48 | -7.53 | 11.10 | 8.18 | -1.02 | 3.87 | 17.68 | 8.41 | 4.27 | 14.59 | 26.26 | 4.37 | 11.75 | 19.50 | 7.11 | 14.75 | 24.63 | 5.00 | 5.13 |
| Sharpe Ratio | NA | -0.22 | -0.20 | 0.39 | 0.43 | NA | NA | 0.83 | 0.04 | -0.34 | 1.36 | -1.09 | 1.57 | 0.92 | 2.69 | -0.78 | 1.94 | 0.87 | -0.12 | 0.47 | 2.40 | 1.07 | 0.31 | 1.24 | 2.26 | 0.44 | 0.87 | 1.93 | 0.66 | 1.58 | 3.84 | 0.76 | 0.50 |
| Standard Deviation(%) | NA | 11.09 | 11.16 | 14.23 | 11.73 | NA | NA | 10.16 | 8.22 | 11.20 | 8.30 | 13.39 | 11.76 | 22.32 | 6.72 | 11.31 | 5.40 | 9.15 | 8.91 | 8.15 | 7.34 | 7.83 | 13.62 | 11.74 | 11.57 | 7.77 | 10.07 | 8.41 | 7.53 | 8.74 | 6.23 | 5.12 | 5.66 |
| Draw Down(%) | NA | 9.24 | 16.75 | 26.26 | 26.26 | NA | NA | 26.26 | 0.73 | 9.19 | 6.48 | 18.26 | 6.27 | 26.26 | 2.75 | 15.48 | 2.56 | 8.99 | 9.12 | 5.37 | 6.51 | 6.42 | 11.41 | 7.67 | 4.64 | 5.59 | 7.89 | 7.10 | 5.25 | 10.81 | 4.69 | 2.82 | 4.13 |
| Yield(%) | NA | 7.06 | 5.66 | 5.56 | 6.26 | NA | NA | 0.00 | NA | 1.56 | 7.03 | 2.28 | 7.74 | 6.76 | 5.06 | 9.71 | 3.80 | 9.89 | 6.77 | 5.32 | 4.99 | 2.61 | 2.99 | 3.78 | 4.53 | 10.79 | 4.99 | 5.80 | 5.22 | 5.77 | 5.78 | 5.70 | 7.74 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INSPERITY 401K PLAN Tactical Asset Allocation Moderate |
0.35%
Mar 2017 - Mar 2020 |
1.78%
Mar 2015 - Mar 2020 |
5.46%
Mar 2010 - Mar 2020 |
7.77%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INSPERITY 401K PLAN Tactical Asset Allocation Moderate |
19.61%
Dec 2018 - Dec 2021 |
16.68%
Feb 2003 - Feb 2008 |
14.21%
May 2001 - May 2011 |
11.80%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart