Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CH2M HILL RETIREMENT AND TAX-DEFERRED SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 22.76% | -0.64% | 3.34% | 3.48% | 4.57% | 5.02% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CH2M HILL RETIREMENT AND TAX-DEFERRED SAVINGS 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 (%) | -1.16 | 22.76 | -0.64 | 3.34 | 3.48 | 4.57 | 5.02 | … | … | 0.73 | 9.16 | 6.58 | -17.80 | 7.78 | 10.08 | 9.68 | -4.73 | 13.51 | 3.03 | -1.92 | 1.01 | 15.13 | 4.80 | 3.32 | 5.82 | 20.75 | -1.03 | 1.70 | 11.82 | -0.19 | 6.90 | 14.66 | -1.59 | -0.10 |
| Sharpe Ratio | NA | 0.39 | -0.46 | 0.02 | 0.19 | NA | NA | … | … | 0.06 | 0.24 | 0.30 | -1.82 | 0.88 | 0.96 | 1.84 | -0.77 | 2.65 | 0.60 | -0.35 | 0.17 | 2.31 | 0.84 | 0.38 | 0.56 | 2.55 | -0.94 | -0.15 | 1.43 | -0.45 | 0.92 | 2.62 | -1.04 | -0.47 |
| Standard Deviation(%) | NA | 10.87 | 9.85 | 9.74 | 7.95 | NA | NA | … | … | 12.11 | 10.88 | 7.79 | 10.52 | 8.77 | 10.21 | 4.51 | 7.83 | 4.86 | 4.74 | 5.54 | 5.87 | 6.54 | 5.65 | 8.62 | 10.32 | 8.10 | 2.08 | 8.71 | 5.99 | 5.27 | 6.47 | 5.34 | 2.58 | 5.09 |
| Draw Down(%) | NA | 7.39 | 20.03 | 23.11 | 23.11 | NA | NA | … | … | 1.04 | 7.39 | 7.87 | 18.43 | 5.32 | 15.68 | 2.13 | 10.73 | 2.44 | 3.22 | 4.98 | 5.22 | 4.75 | 5.78 | 7.51 | 9.04 | 3.81 | 3.67 | 6.60 | 4.91 | 3.99 | 5.80 | 4.45 | 3.33 | 5.91 |
| Yield(%) | NA | 4.14 | 4.71 | 4.52 | 3.78 | NA | NA | … | … | NA | 0.75 | 4.16 | 2.57 | 6.78 | 4.26 | 4.53 | 5.55 | 0.31 | 2.24 | 3.08 | 3.60 | 5.87 | 5.45 | 1.90 | 3.52 | 4.11 | 1.20 | 2.37 | 6.94 | 3.24 | 3.42 | 2.45 | 1.02 | 0.40 |
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 |
|---|---|---|---|---|
| CH2M HILL RETIREMENT AND TAX-DEFERRED SAVINGS PLAN Tactical Asset Allocation Moderate |
-1.94%
Nov 2020 – Nov 2023 |
-0.38%
Jan 2018 – Jan 2023 |
1.68%
Oct 2013 – Oct 2023 |
4.04%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CH2M HILL RETIREMENT AND TAX-DEFERRED SAVINGS PLAN Tactical Asset Allocation Moderate |
11.26%
Apr 2008 – Apr 2011 |
10.09%
Feb 2009 – Feb 2014 |
7.15%
Aug 2004 – Aug 2014 |
6.62%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart