Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Donegal Mutual Insurance Company 401(k) Plan Tactical Asset Allocation Moderate | NA | 23.08% | 2.34% | 7.35% | 5.75% | 6.43% | 6.75% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Donegal Mutual Insurance Company 401(k) 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 (%) | -1.13 | 23.08 | 2.34 | 7.35 | 5.75 | 6.43 | 6.75 | … | … | 0.16 | 6.61 | 16.09 | -16.49 | 14.71 | 15.27 | 13.29 | -3.01 | 7.29 | 5.52 | -0.54 | -0.88 | 19.36 | 9.71 | -0.95 | 9.90 | 16.68 | -4.40 | 10.47 | 12.10 | 3.12 | 8.35 | 17.65 | 2.22 | 6.98 |
| Sharpe Ratio | NA | 0.11 | -0.22 | 0.37 | 0.44 | NA | NA | … | … | 0.01 | 0.00 | 1.32 | -1.18 | 1.69 | 1.55 | 2.31 | -0.52 | 1.23 | 1.21 | -0.11 | -0.13 | 2.85 | 1.85 | -0.12 | 1.04 | 2.18 | -1.39 | 0.81 | 1.25 | 0.16 | 1.04 | 2.90 | 0.28 | 1.14 |
| Standard Deviation(%) | NA | 8.54 | 11.31 | 10.53 | 8.50 | NA | NA | … | … | 7.69 | 8.59 | 8.94 | 15.15 | 8.71 | 9.70 | 5.15 | 8.25 | 5.40 | 4.38 | 5.10 | 6.77 | 6.78 | 5.22 | 8.13 | 9.44 | 7.60 | 3.84 | 9.23 | 7.08 | 5.92 | 7.12 | 5.85 | 3.96 | 4.09 |
| Draw Down(%) | NA | 5.96 | 22.14 | 22.77 | 22.77 | NA | NA | … | … | 0.63 | 5.78 | 9.03 | 22.77 | 4.09 | 10.82 | 3.26 | 9.75 | 3.26 | 2.88 | 5.18 | 6.65 | 3.67 | 4.13 | 8.95 | 7.30 | 4.25 | 6.18 | 6.38 | 8.25 | 4.77 | 6.03 | 3.55 | 4.54 | 2.77 |
| Yield(%) | NA | 5.78 | 6.05 | 5.36 | 4.77 | NA | NA | … | … | NA | 0.73 | 5.85 | 4.34 | 7.95 | 4.98 | 4.00 | 2.67 | 0.56 | 4.20 | 5.18 | 8.41 | 6.01 | 4.47 | 2.63 | 4.13 | 5.10 | 2.71 | 6.56 | 6.93 | 5.18 | 3.35 | 3.14 | 5.19 | 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 |
|---|---|---|---|---|
| Donegal Mutual Insurance Company 401(k) Plan Tactical Asset Allocation Moderate |
0.28%
Apr 2021 – Apr 2024 |
1.60%
Dec 2013 – Dec 2018 |
3.75%
Oct 2013 – Oct 2023 |
4.85%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Donegal Mutual Insurance Company 401(k) Plan Tactical Asset Allocation Moderate |
14.42%
Dec 2018 – Dec 2021 |
11.05%
Oct 2002 – Oct 2007 |
8.71%
Apr 2001 – Apr 2011 |
7.64%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart