Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CGI 401k Strategic Asset Allocation - Optimal Moderate | NA | 23.56% | 1.67% | 6.52% | 6.53% | 7.95% | 7.08% | 6.84% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CGI 401k 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 (%) | -0.69 | 23.56 | 1.67 | 6.52 | 6.53 | 7.95 | 7.08 | 6.84 | NA | 5.10 | 16.37 | -16.89 | 2.87 | 22.91 | 17.89 | -3.89 | 14.27 | 6.26 | 0.07 | 5.69 | 16.46 | 12.83 | 2.19 | 14.06 | 21.92 | -24.05 | 10.14 | 12.34 | 7.95 | 10.91 | 19.99 | -5.25 | -2.48 |
| Sharpe Ratio | NA | -0.02 | -0.25 | 0.21 | 0.41 | NA | NA | 0.47 | 0.07 | -0.17 | 1.41 | -1.25 | 0.30 | 1.24 | 2.13 | -0.52 | 3.07 | 0.75 | 0.00 | 0.80 | 2.29 | 1.64 | 0.15 | 1.27 | 1.41 | -1.15 | 0.77 | 1.32 | 0.99 | 1.50 | 2.43 | -0.55 | -0.48 |
| Standard Deviation(%) | NA | 8.95 | 11.09 | 12.63 | 10.55 | NA | NA | 10.86 | 8.04 | 8.97 | 8.60 | 14.62 | 9.47 | 18.36 | 7.76 | 9.91 | 4.45 | 8.06 | 8.68 | 7.06 | 7.16 | 7.80 | 14.55 | 10.98 | 15.45 | 21.77 | 9.25 | 6.88 | 5.84 | 6.67 | 7.93 | 11.58 | 10.00 |
| Draw Down(%) | NA | 8.04 | 21.21 | 24.05 | 24.05 | NA | NA | 35.91 | 0.68 | 8.04 | 7.51 | 22.10 | 7.09 | 20.54 | 3.51 | 12.74 | 1.90 | 5.51 | 8.23 | 4.62 | 5.64 | 6.10 | 12.15 | 7.94 | 15.28 | 34.05 | 5.43 | 6.56 | 3.74 | 5.42 | 7.39 | 13.12 | 13.67 |
| Yield(%) | NA | 3.38 | 2.89 | 3.40 | 3.91 | NA | NA | 3.59 | NA | 0.53 | 3.53 | 2.75 | 2.41 | 6.06 | 1.53 | 5.28 | 2.78 | 4.32 | 4.81 | 5.77 | 3.81 | 2.83 | 3.31 | 2.30 | 2.77 | 2.68 | 4.43 | 5.13 | 3.21 | 2.77 | 2.44 | 4.12 | 3.02 |
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 |
|---|---|---|---|---|
| CGI 401k Strategic Asset Allocation - Optimal Moderate |
-6.27%
Feb 2006 - Feb 2009 |
-0.37%
Feb 2004 - Feb 2009 |
5.00%
Oct 2013 - Oct 2023 |
4.91%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CGI 401k Strategic Asset Allocation - Optimal Moderate |
19.33%
Feb 2009 - Feb 2012 |
16.25%
Feb 2009 - Feb 2014 |
10.71%
Feb 2009 - Feb 2019 |
9.40%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart