Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BARCLAYS BANK PLC THRIFT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 21.05% | 1.27% | 7.92% | 6.44% | 7.51% | 8.66% | 8.53% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BARCLAYS BANK PLC THRIFT SAVINGS 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 (%) | -1.02 | 21.05 | 1.27 | 7.92 | 6.44 | 7.51 | 8.66 | 8.53 | NA | 3.96 | 12.19 | -14.15 | 17.06 | 15.44 | 17.85 | -7.07 | 9.07 | 10.34 | -0.59 | 5.03 | 13.62 | 13.80 | 2.15 | 11.46 | 19.79 | 3.72 | 12.42 | 14.04 | 8.58 | 15.28 | 16.41 | 2.89 | -3.65 |
| Sharpe Ratio | NA | -0.07 | -0.24 | 0.28 | 0.39 | NA | NA | 0.68 | 0.09 | -0.23 | 0.88 | -1.09 | 1.39 | 0.79 | 2.50 | -0.85 | 1.57 | 1.00 | -0.07 | 0.62 | 1.86 | 1.85 | 0.16 | 0.97 | 2.01 | 0.30 | 1.10 | 1.35 | 0.97 | 1.77 | 2.17 | 0.27 | -1.03 |
| Standard Deviation(%) | NA | 11.64 | 11.82 | 13.76 | 11.40 | NA | NA | 9.89 | 9.50 | 11.68 | 9.01 | 14.20 | 12.23 | 19.37 | 6.58 | 9.81 | 5.37 | 10.12 | 9.19 | 8.06 | 7.30 | 7.41 | 13.47 | 11.76 | 9.81 | 9.18 | 8.57 | 7.95 | 6.58 | 8.09 | 7.25 | 6.64 | 5.80 |
| Draw Down(%) | NA | 8.70 | 20.31 | 24.47 | 24.47 | NA | NA | 24.47 | 0.71 | 8.70 | 7.35 | 21.90 | 6.15 | 24.47 | 4.09 | 14.50 | 2.74 | 7.30 | 10.82 | 6.31 | 4.91 | 5.83 | 12.57 | 8.17 | 4.94 | 7.97 | 5.79 | 9.02 | 4.26 | 7.50 | 6.48 | 5.22 | 7.36 |
| Yield(%) | NA | 5.68 | 6.38 | 5.95 | 6.74 | NA | NA | 0.00 | NA | 0.73 | 6.32 | 5.30 | 9.86 | 2.86 | 6.25 | 9.44 | 10.25 | 5.82 | 4.49 | 8.87 | 4.99 | 3.78 | 3.53 | 2.21 | 2.42 | 7.40 | 7.84 | 3.65 | 4.75 | 4.05 | 5.38 | 4.05 | 4.01 |
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 |
|---|---|---|---|---|
| BARCLAYS BANK PLC THRIFT SAVINGS PLAN Tactical Asset Allocation Moderate |
0.04%
Dec 2021 - Dec 2024 |
1.89%
Mar 2015 - Mar 2020 |
5.10%
Oct 2013 - Oct 2023 |
6.95%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BARCLAYS BANK PLC THRIFT SAVINGS PLAN Tactical Asset Allocation Moderate |
17.65%
Apr 2003 - Apr 2006 |
15.03%
Mar 2003 - Mar 2008 |
12.63%
Apr 2003 - Apr 2013 |
10.57%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart