Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CA SAVINGS HARVEST PLAN Tactical Asset Allocation Moderate | NA | 10.72% | 4.53% | 5.77% | 5.34% | 7.87% | NA | … | … |
Data as of 10/31/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CA SAVINGS HARVEST PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/18/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.59 | 10.72 | 4.53 | 5.77 | 5.34 | 7.87 | NA | … | … | 3.39 | 9.27 | 2.91 | -0.97 | -0.92 | 16.38 | 8.90 | -1.49 | 8.00 | 18.11 | -4.59 | 10.31 | 11.11 | 4.75 | 13.05 | 22.60 | 5.50 | 7.03 |
| Sharpe Ratio | NA | 2.26 | 0.83 | 0.87 | 0.77 | NA | NA | … | … | 0.80 | 1.73 | 0.52 | -0.19 | -0.15 | 2.17 | 1.75 | -0.19 | 0.74 | 2.08 | -1.01 | 0.82 | 0.97 | 0.47 | 1.65 | 3.58 | 0.96 | 1.05 |
| Standard Deviation(%) | NA | 5.05 | 5.20 | 5.95 | 7.00 | NA | NA | … | … | 4.16 | 5.00 | 5.22 | 5.32 | 6.34 | 7.52 | 5.05 | 8.16 | 10.68 | 8.65 | 5.47 | 8.84 | 8.08 | 5.48 | 7.32 | 6.11 | 4.57 | 4.52 |
| Draw Down(%) | NA | 3.37 | 5.26 | 6.57 | 8.88 | NA | NA | … | … | 0.11 | 3.37 | 3.47 | 5.26 | 5.75 | 5.54 | 4.56 | 8.48 | 8.88 | 4.85 | 7.63 | 6.07 | 9.93 | 4.65 | 6.87 | 2.79 | 4.82 | 3.80 |
| Yield(%) | NA | 0.04 | 3.06 | 2.98 | 3.54 | NA | NA | … | … | 0.00 | 0.05 | 3.09 | 6.03 | 3.38 | 2.39 | 5.42 | 3.19 | 4.04 | 4.35 | 3.70 | 5.12 | 5.76 | 3.71 | 2.95 | 3.37 | 4.87 | 7.11 |
Data as of 10/31/2017, 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 |
|---|---|---|---|---|
| CA SAVINGS HARVEST PLAN Tactical Asset Allocation Moderate |
0.33%
Dec 2013 – Dec 2016 |
3.53%
Apr 2011 – Apr 2016 |
5.30%
Dec 2007 – Dec 2017 |
7.22%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CA SAVINGS HARVEST PLAN Tactical Asset Allocation Moderate |
15.08%
Apr 2003 – Apr 2006 |
13.11%
Oct 2002 – Oct 2007 |
9.81%
Apr 2001 – Apr 2011 |
7.89%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart