Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CONVERGYS CORPORATION RETIREMENT AND SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 2.22% | 11.64% | 13.85% | 9.17% | 10.88% | 10.96% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CONVERGYS CORPORATION RETIREMENT AND SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.80 | 2.22 | 11.64 | 13.85 | 9.17 | 10.88 | 10.96 | … | … | 2.15 | 12.35 | -4.73 | 20.40 | 49.80 | 15.33 | -2.42 | 10.69 | 5.61 | -0.09 | 2.25 | 23.74 | 15.91 | -1.19 | 12.91 | 21.81 | 3.03 | 14.74 | 13.47 | 10.38 | 13.24 | 18.81 | 0.92 | 3.21 |
| Sharpe Ratio | NA | 0.78 | 0.37 | 1.11 | 0.79 | NA | NA | … | … | 0.22 | 0.93 | -0.48 | 1.61 | 2.23 | 1.66 | -0.35 | 1.90 | 0.59 | -0.01 | 0.25 | 3.11 | 1.90 | -0.08 | 1.27 | 2.12 | 0.35 | 1.18 | 1.18 | 1.20 | 1.57 | 2.52 | -0.03 | 0.14 |
| Standard Deviation(%) | NA | 8.82 | 11.38 | 13.90 | 11.67 | NA | NA | … | … | 8.53 | 8.75 | 12.79 | 12.66 | 22.21 | 8.37 | 10.65 | 5.29 | 9.13 | 9.86 | 8.82 | 7.64 | 8.37 | 15.79 | 10.12 | 10.25 | 5.96 | 9.96 | 8.65 | 6.87 | 7.85 | 7.19 | 6.01 | 6.27 |
| Draw Down(%) | NA | 7.07 | 13.81 | 23.36 | 23.36 | NA | NA | … | … | 1.59 | 7.07 | 13.81 | 7.05 | 23.36 | 6.10 | 14.85 | 2.67 | 7.28 | 9.01 | 8.86 | 3.94 | 6.20 | 16.43 | 8.87 | 4.77 | 5.01 | 6.18 | 10.42 | 5.01 | 7.40 | 3.00 | 6.13 | 6.38 |
| Yield(%) | NA | 4.55 | 3.50 | 5.14 | 4.97 | NA | NA | … | … | 0.00 | 4.79 | 1.63 | 4.62 | 11.19 | 4.22 | 2.17 | 7.88 | 6.20 | 4.14 | 3.57 | 4.91 | 4.51 | 2.68 | 3.64 | 5.22 | 9.12 | 6.99 | 7.04 | 3.27 | 3.48 | 3.52 | 5.63 | 7.64 |
Data as of 10/31/2023, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CONVERGYS CORPORATION RETIREMENT AND SAVINGS PLAN Tactical Asset Allocation Moderate |
2.09%
Feb 2014 – Feb 2017 |
2.52%
Mar 2015 – Mar 2020 |
6.12%
Mar 2010 – Mar 2020 |
8.60%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CONVERGYS CORPORATION RETIREMENT AND SAVINGS PLAN Tactical Asset Allocation Moderate |
27.65%
Dec 2018 – Dec 2021 |
18.98%
Feb 2016 – Feb 2021 |
13.56%
Sep 2011 – Sep 2021 |
12.76%
Jun 2006 – Jun 2021 |
Annualized Rolling Returns Comparison Chart