Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Employees Thrift Plan of Indianapolis Power Tactical Asset Allocation Moderate | NA | 21.77% | 2.83% | 9.80% | 7.36% | 8.31% | 8.85% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Employees Thrift Plan of Indianapolis Power 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 (%) | -0.80 | 21.77 | 2.83 | 9.80 | 7.36 | 8.31 | 8.85 | … | … | 0.46 | 6.21 | 10.87 | -12.36 | 12.92 | 28.99 | 19.69 | -8.75 | 10.83 | 8.16 | -1.43 | 7.08 | 16.29 | 7.19 | 3.13 | 13.56 | 17.60 | 6.66 | 9.34 | 12.91 | 6.00 | 13.82 | 12.44 | -3.58 | 5.98 |
| Sharpe Ratio | NA | 0.12 | -0.22 | 0.42 | 0.44 | NA | NA | … | … | 0.04 | -0.04 | 0.73 | -0.98 | 0.92 | 1.44 | 2.62 | -0.85 | 1.93 | 0.96 | -0.16 | 0.82 | 2.31 | 0.89 | 0.21 | 1.12 | 1.56 | 0.81 | 0.64 | 1.23 | 0.58 | 1.46 | 1.58 | -0.67 | 0.68 |
| Standard Deviation(%) | NA | 10.18 | 11.31 | 14.04 | 11.63 | NA | NA | … | … | 11.27 | 10.26 | 9.03 | 14.01 | 14.09 | 20.02 | 6.97 | 11.82 | 5.28 | 8.25 | 9.18 | 8.59 | 7.05 | 8.06 | 14.48 | 12.03 | 11.20 | 7.07 | 9.87 | 7.83 | 6.64 | 8.83 | 7.44 | 7.04 | 5.43 |
| Draw Down(%) | NA | 7.61 | 15.72 | 23.53 | 23.53 | NA | NA | … | … | 1.01 | 7.61 | 9.36 | 16.61 | 10.63 | 23.53 | 2.58 | 16.91 | 2.54 | 6.60 | 9.96 | 5.18 | 6.81 | 6.52 | 11.62 | 8.34 | 6.03 | 4.36 | 6.21 | 9.44 | 4.94 | 7.53 | 6.31 | 7.82 | 5.14 |
| Yield(%) | NA | 4.71 | 5.31 | 6.37 | 7.05 | NA | NA | … | … | NA | 1.42 | 4.48 | 3.15 | 7.65 | 10.60 | 7.23 | 7.70 | 7.43 | 8.26 | 9.16 | 6.69 | 4.49 | 3.17 | 2.27 | 5.23 | 3.97 | 4.25 | 8.81 | 5.71 | 4.11 | 4.43 | 3.89 | 5.25 | 5.89 |
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 |
|---|---|---|---|---|
| Employees Thrift Plan of Indianapolis Power Tactical Asset Allocation Moderate |
1.06%
Dec 2021 – Dec 2024 |
2.09%
Mar 2015 – Mar 2020 |
5.58%
Mar 2010 – Mar 2020 |
7.56%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Employees Thrift Plan of Indianapolis Power Tactical Asset Allocation Moderate |
20.35%
Dec 2018 – Dec 2021 |
12.96%
Feb 2016 – Feb 2021 |
11.33%
Apr 2003 – Apr 2013 |
9.96%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart