Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IDAHO NATIONAL LABORATORY EMPLOYEE INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 21.75% | 7.81% | 7.50% | 5.15% | 6.01% | 6.48% | 6.69% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDAHO NATIONAL LABORATORY EMPLOYEE INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 0.67 | 21.75 | 7.81 | 7.50 | 5.15 | 6.01 | 6.48 | 6.69 | NA | 9.09 | 15.79 | -8.66 | 1.91 | 12.94 | 13.32 | -11.49 | 14.23 | 6.12 | -2.45 | 7.51 | 18.23 | 10.99 | -3.27 | 3.82 | 19.99 | -15.66 | 10.39 | 16.74 | 10.44 | 16.19 | 25.01 | -11.88 | 1.49 |
| Sharpe Ratio | NA | 0.13 | 0.25 | 0.38 | 0.25 | NA | NA | 0.48 | 0.18 | 0.30 | 1.51 | -0.76 | 0.09 | 1.08 | 1.54 | -1.17 | 2.41 | 0.70 | -0.27 | 0.85 | 2.50 | 1.16 | -0.26 | 0.29 | 1.69 | -1.51 | 0.60 | 1.18 | 1.21 | 1.89 | 3.57 | -1.91 | -0.25 |
| Standard Deviation(%) | NA | 8.52 | 9.90 | 12.89 | 10.95 | NA | NA | 10.24 | 6.91 | 8.47 | 7.62 | 13.23 | 20.19 | 11.76 | 7.74 | 10.94 | 5.64 | 8.45 | 9.21 | 8.76 | 7.27 | 9.46 | 12.68 | 12.91 | 11.75 | 10.95 | 12.41 | 11.39 | 6.82 | 8.06 | 6.82 | 6.80 | 3.32 |
| Draw Down(%) | NA | 6.49 | 12.75 | 17.04 | 19.33 | NA | NA | 22.01 | 2.17 | 6.08 | 5.59 | 14.06 | 10.25 | 10.15 | 4.12 | 19.33 | 2.04 | 7.85 | 8.94 | 6.04 | 3.32 | 8.62 | 12.89 | 10.96 | 7.18 | 17.98 | 9.08 | 13.55 | 5.67 | 7.21 | 2.36 | 14.17 | 4.15 |
| Yield(%) | NA | 6.13 | 5.19 | 6.15 | 4.86 | NA | NA | 3.44 | NA | 0.81 | 6.35 | 3.99 | 4.12 | 9.23 | 6.32 | 2.72 | 0.55 | 5.58 | 3.95 | 4.85 | 1.21 | 1.89 | 0.95 | 1.86 | 1.17 | 0.37 | 9.22 | 6.14 | 2.82 | 1.48 | 0.95 | 0.75 | 1.93 |
Data as of 11/29/2024, 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 |
|---|---|---|---|---|
| IDAHO NATIONAL LABORATORY EMPLOYEE INVESTMENT PLAN Tactical Asset Allocation Moderate |
-1.81%
Jun 2007 - Jun 2010 |
0.12%
Sep 2017 - Sep 2022 |
3.74%
Oct 2013 - Oct 2023 |
3.55%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDAHO NATIONAL LABORATORY EMPLOYEE INVESTMENT PLAN Tactical Asset Allocation Moderate |
20.90%
Apr 2003 - Apr 2006 |
16.38%
Oct 2002 - Oct 2007 |
9.47%
Apr 2003 - Apr 2013 |
9.05%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart