Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAVINGS PLUS PLAN Tactical Asset Allocation Moderate | NA | 37.66% | 14.99% | 14.05% | 8.56% | 8.38% | 8.16% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAVINGS PLUS 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 (%) | -0.57 | 37.66 | 14.99 | 14.05 | 8.56 | 8.38 | 8.16 | … | … | 0.86 | 27.04 | 31.48 | -9.73 | 15.20 | 12.74 | 11.60 | -2.42 | 4.63 | 3.00 | 0.34 | 2.54 | 16.72 | 6.90 | 1.16 | 9.95 | 17.70 | -0.93 | 8.78 | 10.91 | 2.22 | 8.96 | 16.07 | 5.82 | 6.98 |
| Sharpe Ratio | NA | 2.64 | 1.10 | 1.16 | 0.92 | NA | NA | … | … | 0.10 | 2.50 | 3.75 | -0.75 | 1.39 | 1.43 | 2.60 | -0.79 | 1.35 | 0.93 | 0.08 | 0.46 | 2.50 | 1.38 | 0.15 | 1.01 | 2.22 | -0.45 | 0.66 | 1.33 | 0.01 | 1.13 | 2.62 | 1.80 | 1.14 |
| Standard Deviation(%) | NA | 8.15 | 10.63 | 10.36 | 7.79 | NA | NA | … | … | 7.85 | 8.16 | 7.27 | 14.80 | 10.95 | 8.73 | 3.93 | 4.70 | 2.96 | 3.02 | 3.78 | 5.44 | 6.67 | 4.95 | 7.33 | 9.74 | 7.94 | 4.13 | 8.72 | 5.73 | 5.74 | 7.13 | 5.88 | 2.62 | 4.09 |
| Draw Down(%) | NA | 4.13 | 15.72 | 17.16 | 17.16 | NA | NA | … | … | 0.55 | 4.13 | 3.08 | 17.13 | 4.58 | 8.00 | 1.68 | 7.07 | 1.54 | 2.09 | 4.17 | 3.60 | 4.53 | 4.49 | 6.99 | 8.52 | 3.78 | 3.30 | 5.15 | 4.22 | 3.79 | 6.90 | 3.93 | 1.60 | 2.77 |
| Yield(%) | NA | 19.40 | 13.20 | 10.22 | 6.40 | NA | NA | … | … | NA | 5.76 | 18.45 | 7.45 | 7.45 | 7.61 | 4.80 | 1.65 | 0.44 | 3.65 | 1.73 | 4.92 | 6.55 | 4.67 | 1.96 | 4.24 | 4.59 | 2.80 | 3.01 | 3.20 | 3.48 | 3.87 | 3.11 | 5.51 | 6.93 |
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 |
|---|---|---|---|---|
| SAVINGS PLUS PLAN Tactical Asset Allocation Moderate |
1.69%
Dec 2015 – Dec 2018 |
1.59%
Dec 2013 – Dec 2018 |
4.58%
Sep 2012 – Sep 2022 |
5.31%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAVINGS PLUS PLAN Tactical Asset Allocation Moderate |
17.19%
Nov 2021 – Nov 2024 |
15.03%
Nov 2019 – Nov 2024 |
9.08%
Apr 2001 – Apr 2011 |
8.59%
Jun 2009 – Jun 2024 |
Annualized Rolling Returns Comparison Chart