Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The Travelers 401(k) Savings Plan Tactical Asset Allocation Moderate | NA | 28.95% | 11.53% | 13.20% | 9.10% | 9.36% | 9.02% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The Travelers 401(k) 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 (%) | -0.38 | 28.95 | 11.53 | 13.20 | 9.10 | 9.36 | 9.02 | … | … | 0.91 | 12.14 | 25.88 | -4.08 | 14.62 | 11.70 | 16.04 | -6.16 | 9.70 | 11.04 | -0.59 | 5.79 | 15.82 | 9.92 | 4.39 | 11.73 | 12.62 | 2.19 | 9.79 | 8.07 | 7.25 | 12.03 | 20.55 | -1.18 | 4.60 |
| Sharpe Ratio | NA | 0.66 | 0.61 | 0.70 | 0.64 | NA | NA | … | … | 0.09 | 0.50 | 2.68 | -0.39 | 1.25 | 0.59 | 2.21 | -0.76 | 1.62 | 1.18 | -0.07 | 0.80 | 2.13 | 1.25 | 0.30 | 1.17 | 1.51 | 3.54 | 0.67 | 0.56 | 0.61 | 1.33 | 2.79 | -0.46 | 0.96 |
| Standard Deviation(%) | NA | 10.96 | 11.24 | 13.35 | 11.06 | NA | NA | … | … | 9.53 | 10.99 | 8.08 | 13.86 | 11.72 | 19.35 | 6.63 | 9.86 | 5.58 | 9.16 | 8.86 | 7.18 | 7.40 | 7.87 | 14.72 | 9.98 | 8.28 | 0.36 | 10.13 | 8.54 | 8.27 | 8.32 | 7.12 | 4.95 | 2.38 |
| Draw Down(%) | NA | 6.31 | 12.46 | 22.15 | 22.15 | NA | NA | … | … | 0.70 | 6.31 | 4.98 | 13.06 | 5.35 | 22.15 | 4.15 | 14.41 | 3.55 | 7.17 | 8.26 | 4.51 | 4.81 | 6.51 | 12.35 | 7.65 | 4.04 | 0.35 | 6.11 | 8.69 | 5.89 | 5.61 | 3.26 | 5.55 | 1.21 |
| Yield(%) | NA | 16.43 | 13.04 | 8.87 | 6.49 | NA | NA | … | … | NA | 9.14 | 15.57 | 8.64 | 4.67 | 1.25 | 5.01 | 3.93 | 5.09 | 3.87 | 3.69 | 4.35 | 3.00 | 4.11 | 2.77 | 1.52 | 2.63 | 2.55 | 7.98 | 3.32 | 2.93 | 4.07 | 3.86 | 4.55 | 4.22 |
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 |
|---|---|---|---|---|
| The Travelers 401(k) Savings Plan Tactical Asset Allocation Moderate |
0.34%
Mar 2017 – Mar 2020 |
2.15%
Mar 2015 – Mar 2020 |
5.70%
Mar 2010 – Mar 2020 |
6.59%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Travelers 401(k) Savings Plan Tactical Asset Allocation Moderate |
15.36%
Apr 2003 – Apr 2006 |
13.67%
Sep 2019 – Sep 2024 |
10.19%
Apr 2003 – Apr 2013 |
9.84%
Jun 2009 – Jun 2024 |
Annualized Rolling Returns Comparison Chart