Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| USG CORPORATION INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 22.70% | 5.07% | 7.19% | 5.28% | 5.99% | 6.51% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| USG CORPORATION 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 (%) | -1.14 | 22.70 | 5.07 | 7.19 | 5.28 | 5.99 | 6.51 | … | … | 0.70 | 10.51 | 14.68 | -9.06 | 3.81 | 15.59 | 7.79 | -3.88 | 11.26 | 4.95 | -2.41 | -0.98 | 15.88 | 10.82 | 2.34 | 6.95 | 14.30 | -1.18 | 9.21 | 14.01 | 3.95 | 8.07 | 20.22 | 3.16 | 7.71 |
| Sharpe Ratio | NA | 0.52 | 0.09 | 0.47 | 0.47 | NA | NA | … | … | 0.07 | 0.39 | 1.40 | -1.01 | 0.42 | 1.94 | 1.22 | -0.78 | 2.45 | 1.19 | -0.50 | -0.17 | 2.29 | 2.08 | 0.30 | 0.71 | 1.92 | -0.38 | 0.78 | 1.58 | 0.36 | 1.09 | 3.55 | 0.44 | 1.16 |
| Standard Deviation(%) | NA | 10.04 | 9.41 | 9.03 | 7.33 | NA | NA | … | … | 9.06 | 10.07 | 7.46 | 10.34 | 8.92 | 7.91 | 5.26 | 6.65 | 4.33 | 4.00 | 4.85 | 5.96 | 6.91 | 5.18 | 7.60 | 9.65 | 7.40 | 5.56 | 7.94 | 6.81 | 4.90 | 6.54 | 5.50 | 4.67 | 4.67 |
| Draw Down(%) | NA | 6.84 | 12.05 | 13.74 | 13.74 | NA | NA | … | … | 0.65 | 6.84 | 5.51 | 12.05 | 6.18 | 8.24 | 3.43 | 9.18 | 2.24 | 2.65 | 5.75 | 6.30 | 5.06 | 4.23 | 6.36 | 8.62 | 4.13 | 8.75 | 6.17 | 7.92 | 4.02 | 6.38 | 2.84 | 4.81 | 3.56 |
| Yield(%) | NA | 7.82 | 6.21 | 5.45 | 3.91 | NA | NA | … | … | NA | 0.77 | 8.12 | 2.28 | 8.26 | 5.01 | 4.05 | 2.06 | 0.61 | 3.19 | 1.35 | 4.56 | 2.77 | 4.95 | 2.13 | 4.43 | 5.08 | 3.94 | 5.62 | 5.48 | 3.33 | 3.62 | 4.21 | 6.43 | 8.18 |
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 |
|---|---|---|---|---|
| USG CORPORATION INVESTMENT PLAN Tactical Asset Allocation Moderate |
0.47%
Dec 2013 – Dec 2016 |
1.56%
May 2014 – May 2019 |
3.21%
Oct 2013 – Oct 2023 |
4.73%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USG CORPORATION INVESTMENT PLAN Tactical Asset Allocation Moderate |
11.80%
Apr 2003 – Apr 2006 |
11.83%
Oct 2002 – Oct 2007 |
9.12%
Apr 2001 – Apr 2011 |
7.86%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart