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 |
|---|---|---|---|---|---|---|---|---|
| Alcoa Inc Savings Plan MTIA Strategic Asset Allocation - Optimal Moderate | NA | 23.45% | 1.30% | 5.72% | 5.11% | 6.47% | 6.38% | 6.47% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Alcoa Inc Savings Plan MTIA 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 (%) | -1.04 | 23.45 | 1.30 | 5.72 | 5.11 | 6.47 | 6.38 | 6.47 | NA | 8.05 | 13.34 | -17.18 | 8.18 | 13.45 | 20.13 | -6.78 | 12.39 | 5.39 | -1.86 | 5.47 | 13.23 | 12.10 | -2.50 | 13.73 | 26.85 | -25.17 | 11.68 | 12.97 | 10.29 | 12.36 | 24.94 | -5.29 | -1.91 |
| Sharpe Ratio | NA | 0.33 | -0.31 | 0.17 | 0.21 | NA | NA | 0.36 | 0.02 | 0.18 | 1.11 | -1.49 | 0.89 | 0.74 | 2.73 | -0.20 | 2.91 | 0.64 | -0.23 | 0.88 | 1.98 | 1.62 | -0.19 | 1.24 | 1.62 | -1.19 | 0.94 | 1.24 | 1.31 | 1.58 | 3.21 | -0.65 | -0.37 |
| Standard Deviation(%) | NA | 8.03 | 9.79 | 11.77 | 16.06 | NA | NA | 13.38 | 6.58 | 8.10 | 8.19 | 12.42 | 9.20 | 17.86 | 6.87 | 41.18 | 4.04 | 8.13 | 8.16 | 6.22 | 6.68 | 7.44 | 13.47 | 10.98 | 16.50 | 22.00 | 9.23 | 7.83 | 6.18 | 7.25 | 7.56 | 9.79 | 11.32 |
| Draw Down(%) | NA | 5.11 | 21.75 | 22.83 | 32.71 | NA | NA | 37.65 | 0.62 | 5.11 | 8.01 | 22.31 | 5.72 | 22.44 | 3.08 | 31.71 | 1.87 | 6.38 | 9.48 | 4.90 | 6.36 | 6.13 | 13.88 | 8.08 | 16.60 | 35.62 | 6.06 | 9.29 | 4.99 | 7.53 | 7.54 | 16.71 | 19.03 |
| Yield(%) | NA | 4.08 | 3.91 | 3.79 | 3.84 | NA | NA | 3.93 | NA | 0.68 | 3.86 | 2.92 | 4.30 | 2.60 | 5.03 | 5.15 | 0.38 | 2.99 | 5.33 | 5.89 | 3.85 | 2.51 | 2.13 | 2.81 | 2.65 | 4.35 | 8.60 | 7.73 | 3.64 | 3.28 | 2.91 | 2.70 | 4.12 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Alcoa Inc Savings Plan MTIA Strategic Asset Allocation - Optimal Moderate |
-6.55%
Feb 2006 - Feb 2009 |
0.15%
Feb 2004 - Feb 2009 |
3.71%
Oct 2013 - Oct 2023 |
3.80%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Alcoa Inc Savings Plan MTIA Strategic Asset Allocation - Optimal Moderate |
18.93%
Feb 2009 - Feb 2012 |
15.40%
Oct 2002 - Oct 2007 |
9.53%
Mar 2003 - Mar 2013 |
8.44%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart