Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AFSCME Employee Savings Plan Tactical Asset Allocation Moderate | NA | -10.37% | 3.15% | 3.22% | 4.23% | 4.49% | 5.59% | … | … |
Data as of 10/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AFSCME Employee Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.05 | -10.37 | 3.15 | 3.22 | 4.23 | 4.49 | 5.59 | … | … | 1.82 | -9.81 | 2.07 | 15.01 | 15.87 | -3.02 | 8.70 | 3.04 | -5.63 | 0.61 | 16.32 | 9.52 | -2.72 | 5.17 | 19.64 | -2.83 | 10.72 | 10.10 | 2.58 | 7.30 | 11.55 | 1.09 | 6.77 |
| Sharpe Ratio | NA | -0.67 | 0.14 | 0.01 | 0.02 | NA | NA | … | … | 0.29 | -1.13 | 0.22 | 1.15 | 3.41 | -0.01 | 1.35 | 0.61 | -1.01 | 0.09 | 2.11 | 1.77 | -0.35 | 0.52 | 2.69 | -0.81 | 1.12 | 1.35 | 0.08 | 1.20 | 2.54 | 0.00 | 1.10 |
| Standard Deviation(%) | NA | 9.83 | 10.78 | 240.05 | 169.77 | NA | NA | … | … | 5.50 | 9.91 | 9.21 | 12.83 | 4.24 | 537.08 | 5.97 | 4.67 | 5.59 | 6.53 | 7.74 | 5.36 | 7.90 | 9.78 | 7.26 | 4.65 | 6.92 | 5.05 | 5.12 | 5.30 | 4.27 | 4.32 | 4.07 |
| Draw Down(%) | NA | 11.93 | 21.63 | 97.98 | 97.98 | NA | NA | … | … | 0.76 | 13.01 | 6.22 | 21.63 | 2.64 | 97.87 | 5.19 | 2.84 | 9.02 | 5.85 | 6.50 | 4.56 | 9.19 | 9.29 | 3.68 | 5.75 | 3.56 | 4.39 | 3.00 | 4.33 | 3.03 | 4.99 | 2.78 |
| Yield(%) | NA | 4.54 | 4.55 | 4.25 | 3.91 | NA | NA | … | … | 0.61 | 3.85 | 3.01 | 6.16 | 4.75 | 3.05 | 0.12 | 3.00 | 2.96 | 5.50 | 6.38 | 4.98 | 3.81 | 2.66 | 4.39 | 2.95 | 2.64 | 6.13 | 3.71 | 3.92 | 1.88 | 5.01 | 6.72 |
Data as of 10/31/2022, 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 |
|---|---|---|---|---|
| AFSCME Employee Savings Plan Tactical Asset Allocation Moderate |
-0.73%
Dec 2013 – Dec 2016 |
0.62%
Dec 2013 – Dec 2018 |
2.87%
Mar 2010 – Mar 2020 |
4.43%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AFSCME Employee Savings Plan Tactical Asset Allocation Moderate |
10.80%
Dec 2018 – Dec 2021 |
9.74%
Feb 2009 – Feb 2014 |
7.56%
Sep 2003 – Sep 2013 |
6.44%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart