Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Valassis Communication Employees Savings Plan Tactical Asset Allocation Moderate | NA | 22.58% | 4.86% | 9.38% | 7.29% | 8.09% | 8.53% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Valassis Communication Employees Savings 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 (%) | -1.11 | 22.58 | 4.86 | 9.38 | 7.29 | 8.09 | 8.53 | … | … | 1.11 | 11.09 | 10.71 | -7.28 | 11.03 | 17.96 | 20.29 | -6.95 | 10.80 | 8.27 | -1.61 | 5.07 | 15.66 | 12.57 | -0.21 | 13.66 | 11.74 | -3.29 | 10.18 | 16.51 | 12.81 | 11.51 | 21.38 | -9.98 | 1.16 |
| Sharpe Ratio | NA | 0.58 | 0.15 | 0.49 | 0.52 | NA | NA | … | … | 0.12 | 0.43 | 0.75 | -0.71 | 1.13 | 0.92 | 2.86 | -0.81 | 2.18 | 0.98 | -0.19 | 0.67 | 2.18 | 1.56 | -0.02 | 1.35 | 1.31 | -0.56 | 0.57 | 1.41 | 1.48 | 1.32 | 2.37 | -1.43 | -0.10 |
| Standard Deviation(%) | NA | 10.43 | 10.52 | 12.67 | 10.55 | NA | NA | … | … | 8.84 | 10.44 | 8.55 | 12.25 | 9.76 | 19.35 | 6.61 | 10.19 | 4.68 | 8.20 | 8.73 | 7.51 | 7.17 | 8.03 | 14.10 | 10.02 | 8.87 | 7.52 | 12.57 | 9.41 | 7.17 | 7.98 | 8.71 | 7.75 | 11.68 |
| Draw Down(%) | NA | 5.51 | 13.96 | 20.98 | 20.98 | NA | NA | … | … | 0.55 | 5.51 | 8.51 | 15.62 | 5.40 | 20.98 | 3.69 | 14.49 | 1.97 | 6.91 | 9.58 | 5.64 | 4.34 | 6.73 | 13.10 | 8.45 | 9.10 | 10.49 | 8.42 | 11.03 | 4.67 | 6.05 | 3.62 | 13.64 | 13.83 |
| Yield(%) | NA | 6.11 | 5.44 | 5.23 | 5.36 | NA | NA | … | … | NA | 1.17 | 6.11 | 4.97 | 4.39 | 5.20 | 6.05 | 3.84 | 6.09 | 2.93 | 8.33 | 6.00 | 1.71 | 2.13 | 1.84 | 2.41 | 0.71 | 1.23 | 5.29 | 5.68 | 3.49 | 1.92 | 1.93 | 0.43 | 1.34 |
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 |
|---|---|---|---|---|
| Valassis Communication Employees Savings Plan Tactical Asset Allocation Moderate |
1.59%
Apr 2006 – Apr 2009 |
2.53%
Mar 2015 – Mar 2020 |
5.51%
Mar 2010 – Mar 2020 |
6.08%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Valassis Communication Employees Savings Plan Tactical Asset Allocation Moderate |
18.88%
Apr 2003 – Apr 2006 |
15.44%
Oct 2002 – Oct 2007 |
11.05%
Apr 2003 – Apr 2013 |
9.77%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart