Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FOX INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | -6.91% | -0.34% | 0.65% | 0.80% | 2.80% | 4.19% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FOX INVESTMENT 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 (%) | -0.35 | -6.91 | -0.34 | 0.65 | 0.80 | 2.80 | 4.19 | … | … | -0.50 | 2.97 | -13.85 | 10.63 | 12.41 | 4.73 | -4.11 | 5.63 | 4.21 | -3.00 | -3.04 | 12.78 | 7.42 | -0.13 | 3.54 | 14.06 | 0.29 | 9.35 | 11.92 | 3.81 | 12.41 | 16.39 | 5.66 | 6.54 |
| Sharpe Ratio | NA | -0.29 | -0.35 | 0.15 | 0.07 | NA | NA | … | … | -0.10 | -0.19 | -1.68 | 1.27 | 1.39 | 0.74 | -0.80 | 0.75 | 0.96 | -0.59 | -0.45 | 1.90 | 1.40 | -0.02 | 0.35 | 1.70 | -0.11 | 0.72 | 1.27 | 0.29 | 1.74 | 3.48 | 1.37 | 1.16 |
| Standard Deviation(%) | NA | 7.14 | 8.04 | 7.73 | 6.90 | NA | NA | … | … | 8.02 | 6.80 | 9.05 | 8.34 | 8.74 | 4.50 | 6.80 | 6.68 | 4.19 | 5.16 | 6.75 | 6.70 | 5.24 | 9.94 | 9.88 | 8.24 | 5.96 | 8.82 | 6.83 | 5.70 | 6.60 | 4.51 | 3.32 | 3.66 |
| Draw Down(%) | NA | 6.95 | 20.98 | 20.98 | 20.98 | NA | NA | … | … | 2.60 | 6.95 | 14.43 | 5.02 | 10.37 | 3.32 | 9.60 | 6.20 | 2.33 | 5.27 | 6.70 | 5.37 | 3.92 | 9.85 | 9.09 | 3.89 | 4.51 | 6.65 | 7.92 | 4.18 | 5.49 | 3.00 | 2.19 | 2.77 |
| Yield(%) | NA | 3.69 | 2.94 | 2.72 | 2.92 | NA | NA | … | … | 0.01 | 3.92 | 3.30 | 1.48 | 1.77 | 3.08 | 2.48 | 0.46 | 2.28 | 6.02 | 4.42 | 4.10 | 5.40 | 1.71 | 4.24 | 4.21 | 4.55 | 3.46 | 4.70 | 4.66 | 3.87 | 3.81 | 5.56 | 6.65 |
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 |
|---|---|---|---|---|
| FOX INVESTMENT PLAN Tactical Asset Allocation Moderate |
-0.76%
Oct 2017 – Oct 2020 |
-0.14%
Dec 2013 – Dec 2018 |
0.80%
Oct 2013 – Oct 2023 |
2.65%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOX INVESTMENT PLAN Tactical Asset Allocation Moderate |
12.75%
Apr 2003 – Apr 2006 |
11.56%
Oct 2002 – Oct 2007 |
8.93%
Apr 2001 – Apr 2011 |
6.69%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart