Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Countrywide Financial Corporation 401(k) Savings and Investment Plan Tactical Asset Allocation Moderate | NA | 7.48% | 7.11% | 7.58% | 6.77% | 9.02% | 8.97% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Countrywide Financial Corporation 401(k) Savings and 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 (%) | -1.01 | 7.48 | 7.11 | 7.58 | 6.77 | 9.02 | 8.97 | … | … | 2.09 | 18.04 | -8.88 | 13.41 | 13.78 | 20.32 | -5.63 | 11.92 | 6.10 | 2.40 | 8.32 | 15.44 | 12.86 | 1.95 | 17.63 | 20.27 | 1.89 | 12.09 | 12.11 | 6.91 | 10.73 | 14.10 | -5.44 | 0.52 |
| Sharpe Ratio | NA | 1.35 | 0.49 | 0.69 | 0.64 | NA | NA | … | … | 0.23 | 1.61 | -0.75 | 1.21 | 0.69 | 2.42 | -0.65 | 2.28 | 0.73 | 0.27 | 1.12 | 2.11 | 1.67 | 0.13 | 1.70 | 2.13 | 0.16 | 0.95 | 1.18 | 0.76 | 1.27 | 1.80 | -0.92 | -0.26 |
| Standard Deviation(%) | NA | 8.53 | 11.17 | 12.82 | 10.77 | NA | NA | … | … | 7.96 | 8.58 | 13.65 | 11.05 | 19.56 | 7.80 | 10.63 | 4.95 | 8.10 | 8.84 | 7.42 | 7.29 | 7.68 | 15.21 | 10.31 | 9.49 | 5.95 | 9.56 | 7.47 | 6.24 | 7.72 | 7.44 | 7.09 | 6.90 |
| Draw Down(%) | NA | 6.62 | 15.09 | 21.37 | 21.37 | NA | NA | … | … | 1.65 | 6.62 | 14.87 | 5.07 | 21.37 | 3.39 | 14.85 | 1.76 | 6.51 | 8.51 | 4.39 | 5.08 | 4.90 | 13.68 | 7.74 | 4.92 | 5.01 | 5.79 | 8.35 | 4.17 | 6.88 | 5.68 | 10.33 | 10.50 |
| Yield(%) | NA | 4.27 | 4.21 | 4.29 | 4.36 | NA | NA | … | … | 0.00 | 4.54 | 1.94 | 6.42 | 6.51 | 2.42 | 8.73 | 3.87 | 3.98 | 3.01 | 2.79 | 1.88 | 4.39 | 1.74 | 3.60 | 4.99 | 8.98 | 6.61 | 4.93 | 2.96 | 2.74 | 3.38 | 5.06 | 7.36 |
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 |
|---|---|---|---|---|
| Countrywide Financial Corporation 401(k) Savings and Investment Plan Tactical Asset Allocation Moder |
2.91%
Mar 2017 – Mar 2020 |
3.48%
Mar 2015 – Mar 2020 |
6.76%
Sep 2012 – Sep 2022 |
8.08%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Countrywide Financial Corporation 401(k) Savings and Investment Plan Tactical Asset Allocation Moder |
15.79%
Dec 2018 – Dec 2021 |
13.94%
Nov 2008 – Nov 2013 |
11.64%
Mar 2003 – Mar 2013 |
10.56%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart