Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AMERICAN ASSOCIATION OF BLOOD BANKS 403(B) PLAN Tactical Asset Allocation Moderate | NA | 15.40% | 1.38% | 3.66% | 3.42% | 5.44% | 6.82% | 7.02% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMERICAN ASSOCIATION OF BLOOD BANKS 403(B) 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 (%) | -0.93 | 15.40 | 1.38 | 3.66 | 3.42 | 5.44 | 6.82 | 7.02 | NA | 6.74 | 13.01 | -12.71 | 4.07 | 9.51 | 8.75 | -3.86 | 11.77 | 3.99 | -4.76 | 3.80 | 10.87 | 11.15 | 1.47 | 19.07 | 28.02 | -4.04 | 13.56 | 11.28 | 7.99 | 10.72 | 24.54 | 1.34 | -4.89 |
| Sharpe Ratio | NA | 0.16 | -0.20 | 0.13 | 0.20 | NA | NA | 0.67 | 0.02 | 0.02 | 0.88 | -1.61 | 0.43 | 0.78 | 1.61 | -0.67 | 2.45 | 0.68 | -0.66 | 0.62 | 1.66 | 1.91 | 0.16 | 1.57 | 3.42 | -0.62 | 0.79 | 0.83 | 0.90 | 1.28 | 3.70 | 0.05 | -1.18 |
| Standard Deviation(%) | NA | 8.92 | 9.24 | 9.87 | 8.18 | NA | NA | 8.21 | 11.27 | 8.95 | 9.89 | 8.74 | 9.49 | 11.84 | 4.55 | 7.66 | 4.55 | 5.53 | 7.21 | 6.07 | 6.51 | 5.80 | 9.03 | 12.12 | 8.17 | 7.99 | 13.32 | 9.67 | 6.50 | 7.62 | 6.44 | 5.03 | 6.09 |
| Draw Down(%) | NA | 6.52 | 12.00 | 15.16 | 15.16 | NA | NA | 15.16 | 1.06 | 6.52 | 7.08 | 13.13 | 6.15 | 14.73 | 2.75 | 10.13 | 2.58 | 5.75 | 11.02 | 4.81 | 5.86 | 4.36 | 9.09 | 8.41 | 3.99 | 8.88 | 10.48 | 12.02 | 4.26 | 10.10 | 3.63 | 4.63 | 7.64 |
| Yield(%) | NA | 6.80 | 3.97 | 4.79 | 3.70 | NA | NA | 3.69 | NA | 0.15 | 7.14 | 1.81 | 3.15 | 9.97 | 1.36 | 3.60 | 0.36 | 2.27 | 3.58 | 3.45 | 2.95 | 5.16 | 8.71 | 3.11 | 2.36 | 1.25 | 4.67 | 3.36 | 3.80 | 2.42 | 4.57 | 1.30 | 4.37 |
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 |
|---|---|---|---|---|
| AMERICAN ASSOCIATION OF BLOOD BANKS 403(B) PLAN Tactical Asset Allocation Moderate |
-0.17%
Dec 2019 - Dec 2022 |
0.27%
Mar 2015 - Mar 2020 |
2.51%
Oct 2013 - Oct 2023 |
4.90%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMERICAN ASSOCIATION OF BLOOD BANKS 403(B) PLAN Tactical Asset Allocation Moderate |
18.16%
Apr 2009 - Apr 2012 |
15.40%
Oct 2002 - Oct 2007 |
12.27%
Jan 2003 - Jan 2013 |
9.94%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart