Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Federal Employee Thrift Savings Plan Tactical Asset Allocation Moderate | NA | 14.06% | 14.35% | 16.22% | 9.02% | 9.36% | 9.87% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Federal Employee Thrift Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 06/03/2025 |
| 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 (%) | -1.59 | 14.06 | 14.35 | 16.22 | 9.02 | 9.36 | 9.87 | … | … | 6.22 | 24.28 | 26.35 | -6.89 | 13.57 | 11.08 | 17.80 | -5.55 | 10.80 | 10.63 | -2.66 | 8.13 | 15.06 | 13.29 | 2.72 | 10.57 | 14.03 | 2.34 | 12.63 | 18.61 | 8.49 | 14.12 | 22.42 | -3.20 | -1.00 |
| Sharpe Ratio | NA | 1.66 | 1.57 | 1.26 | 0.77 | NA | NA | … | … | 0.42 | 2.37 | 2.82 | -0.58 | 1.42 | 0.54 | 2.26 | -0.71 | 2.09 | 1.19 | -0.30 | 1.09 | 2.09 | 1.53 | 0.17 | 0.88 | 1.49 | 6.28 | 0.74 | 1.63 | 0.94 | 1.51 | 3.13 | -0.95 | -0.51 |
| Standard Deviation(%) | NA | 10.37 | 10.14 | 10.83 | 10.99 | NA | NA | … | … | 11.87 | 8.71 | 8.04 | 14.47 | 9.54 | 20.07 | 7.21 | 9.76 | 4.85 | 8.79 | 8.99 | 7.41 | 7.21 | 8.65 | 15.53 | 11.88 | 9.35 | 0.22 | 12.81 | 9.33 | 6.67 | 8.70 | 6.93 | 4.58 | 6.68 |
| Draw Down(%) | NA | 9.89 | 9.89 | 15.53 | 23.54 | NA | NA | … | … | 9.89 | 4.59 | 4.88 | 15.15 | 4.32 | 23.54 | 3.61 | 13.56 | 2.19 | 6.93 | 9.12 | 5.16 | 4.10 | 6.35 | 13.45 | 7.92 | 4.48 | 0.21 | 8.95 | 11.11 | 4.77 | 7.39 | 3.00 | 6.25 | 9.65 |
| Yield(%) | NA | 14.16 | 10.88 | 7.21 | 4.63 | NA | NA | … | … | NA | 11.19 | 12.88 | 6.67 | 1.34 | 1.86 | 2.38 | 1.69 | 2.48 | 1.97 | 1.56 | 2.10 | 1.71 | 2.51 | 2.13 | 2.14 | 3.43 | 2.55 | 3.58 | 3.19 | 2.86 | 2.73 | 3.64 | 3.84 | 2.90 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| Federal Employee Thrift Savings Plan Tactical Asset Allocation Moderate |
0.95%
Mar 2017 – Mar 2020 |
2.26%
Mar 2015 – Mar 2020 |
6.08%
Mar 2010 – Mar 2020 |
6.76%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Federal Employee Thrift Savings Plan Tactical Asset Allocation Moderate |
18.97%
May 2022 – May 2025 |
16.22%
Mar 2020 – Mar 2025 |
12.06%
Apr 2003 – Apr 2013 |
10.67%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart