Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Cox Enterprises Savings and Investment Plan Tactical Asset Allocation Moderate | NA | 22.97% | 5.54% | 8.54% | 8.06% | 9.07% | 9.23% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Cox Enterprises Savings and Investment 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 (%) | -1.12 | 22.97 | 5.54 | 8.54 | 8.06 | 9.07 | 9.23 | … | … | 0.44 | 12.96 | 11.49 | -7.99 | 15.24 | 8.72 | 20.94 | -1.93 | 14.54 | 10.02 | -1.54 | 8.73 | 16.50 | 12.23 | 2.52 | 13.28 | 26.02 | -7.42 | 9.29 | 15.20 | 6.30 | 11.03 | 12.09 | 4.33 | 0.02 |
| Sharpe Ratio | NA | 0.88 | 0.13 | 0.52 | 0.70 | NA | NA | … | … | 0.06 | 0.82 | 0.87 | -0.70 | 1.92 | 0.70 | 3.24 | -0.33 | 2.73 | 1.25 | -0.18 | 1.17 | 2.31 | 1.60 | 0.18 | 1.40 | 2.95 | -1.60 | 0.61 | 1.55 | 0.68 | 1.45 | 1.55 | 0.67 | -0.30 |
| Standard Deviation(%) | NA | 7.79 | 10.11 | 10.18 | 9.05 | NA | NA | … | … | 6.54 | 7.80 | 8.31 | 13.30 | 7.93 | 12.18 | 6.04 | 9.96 | 5.09 | 7.87 | 8.92 | 7.43 | 7.14 | 7.59 | 14.21 | 9.39 | 8.80 | 5.23 | 10.39 | 7.72 | 6.09 | 6.95 | 7.35 | 4.81 | 7.74 |
| Draw Down(%) | NA | 4.29 | 13.12 | 16.46 | 16.46 | NA | NA | … | … | 0.40 | 4.29 | 7.69 | 13.61 | 3.37 | 16.46 | 3.16 | 11.53 | 1.78 | 6.56 | 8.71 | 4.57 | 5.00 | 6.21 | 12.24 | 7.44 | 3.93 | 9.82 | 6.67 | 8.57 | 4.48 | 7.07 | 6.51 | 4.14 | 9.55 |
| Yield(%) | NA | 2.74 | 3.02 | 2.79 | 3.09 | NA | NA | … | … | NA | 1.85 | 2.72 | 3.03 | 2.17 | 2.84 | 2.90 | 1.79 | 2.06 | 2.73 | 4.21 | 5.71 | 3.75 | 4.07 | 2.80 | 4.02 | 5.55 | 5.16 | 6.81 | 6.22 | 3.26 | 2.99 | 3.59 | 5.56 | 6.13 |
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 |
|---|---|---|---|---|
| Cox Enterprises Savings and Investment Plan Tactical Asset Allocation Moderate |
4.06%
Apr 2021 – Apr 2024 |
5.66%
Sep 2017 – Sep 2022 |
6.88%
Oct 2013 – Oct 2023 |
7.78%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Cox Enterprises Savings and Investment Plan Tactical Asset Allocation Moderate |
15.45%
Mar 2009 – Mar 2012 |
14.02%
Feb 2009 – Feb 2014 |
10.74%
Aug 2004 – Aug 2014 |
10.04%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart