Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE, SAVINGS AND SIMILAR PLANS Tactical Asset Allocation Moderate | NA | 23.69% | 0.11% | 5.24% | 3.41% | 5.46% | 7.37% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE, SAVINGS AND SIMILAR PLANS 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 (%) | -1.33 | 23.69 | 0.11 | 5.24 | 3.41 | 5.46 | 7.37 | … | … | -0.32 | 3.09 | 11.72 | -18.60 | 12.61 | 13.63 | 10.14 | -7.00 | 10.67 | -0.86 | -4.28 | 2.71 | 12.05 | 9.48 | 4.07 | 15.54 | 26.35 | -4.19 | 13.66 | 16.45 | 14.67 | 15.58 | 27.09 | 10.53 | 6.84 |
| Sharpe Ratio | NA | -0.37 | -0.46 | 0.10 | 0.10 | NA | NA | … | … | -0.06 | -0.37 | 0.75 | -1.32 | 1.28 | 1.46 | 1.63 | -1.06 | 1.88 | -0.16 | -0.63 | 0.45 | 1.79 | 1.90 | 0.46 | 1.14 | 2.69 | -0.83 | 0.96 | 1.47 | 1.80 | 1.72 | 5.23 | 1.92 | 1.02 |
| Standard Deviation(%) | NA | 9.42 | 11.81 | 10.96 | 9.00 | NA | NA | … | … | 6.58 | 9.47 | 9.93 | 15.19 | 9.81 | 9.17 | 5.36 | 7.80 | 5.35 | 6.65 | 6.85 | 5.96 | 6.71 | 4.97 | 8.76 | 13.53 | 9.76 | 6.18 | 11.14 | 8.95 | 6.95 | 8.50 | 5.04 | 4.92 | 4.43 |
| Draw Down(%) | NA | 10.10 | 21.07 | 23.76 | 23.76 | NA | NA | … | … | 0.70 | 10.10 | 9.08 | 22.73 | 5.99 | 13.84 | 3.38 | 13.52 | 2.47 | 7.08 | 8.74 | 6.55 | 6.85 | 4.74 | 6.54 | 10.24 | 5.30 | 10.09 | 9.01 | 11.36 | 4.98 | 10.85 | 1.83 | 6.24 | 2.36 |
| Yield(%) | NA | 6.62 | 8.30 | 6.73 | 4.63 | NA | NA | … | … | NA | 0.62 | 6.64 | 8.79 | 8.00 | 3.65 | 5.71 | 3.26 | 0.44 | 3.31 | 2.70 | 2.73 | 5.59 | 5.81 | 5.08 | 3.52 | 5.20 | 6.33 | 10.22 | 6.41 | 6.93 | 3.46 | 5.78 | 6.48 | 8.23 |
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 |
|---|---|---|---|---|
| ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE, SAVINGS AND SIMILAR PLANS Tactical Asset Allocation Mode |
-2.13%
Dec 2021 – Dec 2024 |
-0.11%
Mar 2015 – Mar 2020 |
1.67%
Oct 2013 – Oct 2023 |
4.57%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE, SAVINGS AND SIMILAR PLANS Tactical Asset Allocation Mode |
21.01%
Mar 2003 – Mar 2006 |
18.65%
Oct 2002 – Oct 2007 |
14.54%
Apr 2001 – Apr 2011 |
10.65%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart