Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Major Asset Index Funds Plan Tactical Asset Allocation Moderate | NA | 14.62% | 3.65% | 4.93% | 2.42% | 4.60% | 6.99% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Major Asset Index Funds 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 | Common | Inception | 2025 | 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 (%) | -1.29 | 14.62 | 3.65 | 4.93 | 2.42 | 4.60 | 6.99 | … | … | 0.52 | 5.88 | 5.32 | -3.92 | 14.57 | 0.24 | 10.80 | -13.86 | 7.38 | 5.45 | -7.33 | 1.05 | 9.36 | 13.36 | 2.36 | 17.70 | 11.04 | 5.76 | 22.81 | 16.12 | 11.50 | 15.45 | 31.60 | 9.35 | 5.10 |
| Sharpe Ratio | NA | 0.07 | -0.11 | 0.16 | 0.04 | NA | NA | … | … | 0.06 | -0.08 | 0.14 | -0.43 | 1.44 | 0.00 | 1.62 | -1.60 | 1.22 | 0.59 | -0.82 | 0.14 | 1.12 | 1.74 | 0.17 | 1.34 | 0.95 | 0.72 | 1.65 | 1.32 | 1.24 | 1.51 | 5.05 | 1.45 | 0.43 |
| Standard Deviation(%) | NA | 8.68 | 9.69 | 11.21 | 9.70 | NA | NA | … | … | 7.16 | 8.78 | 7.60 | 12.18 | 10.09 | 15.57 | 5.79 | 9.49 | 5.51 | 8.88 | 8.96 | 7.48 | 8.33 | 7.67 | 13.33 | 13.15 | 11.54 | 6.71 | 11.98 | 9.75 | 7.54 | 9.63 | 6.12 | 5.67 | 6.54 |
| Draw Down(%) | NA | 5.68 | 13.17 | 24.51 | 29.53 | NA | NA | … | … | 0.50 | 5.68 | 7.34 | 13.17 | 5.21 | 24.51 | 2.92 | 21.14 | 2.96 | 8.36 | 11.94 | 7.08 | 10.62 | 5.19 | 12.17 | 8.61 | 7.53 | 4.95 | 9.64 | 12.70 | 4.93 | 13.43 | 2.60 | 3.53 | 5.42 |
| Yield(%) | NA | 2.55 | 2.69 | 2.52 | 2.36 | NA | NA | … | … | NA | 1.67 | 2.34 | 1.98 | 3.15 | 2.41 | 2.56 | 1.85 | 2.30 | 1.85 | 2.09 | 2.97 | 2.34 | 3.96 | 3.18 | 4.44 | 5.10 | 4.44 | 3.74 | 4.28 | 4.74 | 4.11 | 7.78 | 6.53 | 5.33 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Major Asset Index Funds Plan Tactical Asset Allocation Moderate |
-5.21%
Oct 2017 – Oct 2020 |
-3.42%
Mar 2015 – Mar 2020 |
1.28%
Oct 2010 – Oct 2020 |
4.11%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Major Asset Index Funds Plan Tactical Asset Allocation Moderate |
21.48%
Apr 2003 – Apr 2006 |
19.96%
Mar 2003 – Mar 2008 |
15.58%
Apr 2001 – Apr 2011 |
11.32%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison Chart