Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DUKE 401(k) PLAN Tactical Asset Allocation Moderate | NA | -1.58% | 0.88% | 5.01% | 3.89% | 5.13% | 5.65% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DUKE 401(k) PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.55 | -1.58 | 0.88 | 5.01 | 3.89 | 5.13 | 5.65 | … | … | 1.02 | 9.89 | -15.65 | 9.29 | 18.18 | 20.72 | -3.21 | 7.38 | 4.55 | 0.40 | -0.41 | 14.14 | 7.65 | -6.83 | 8.47 | 16.96 | -3.61 | 11.19 | 11.28 | 5.51 | 9.29 | 18.88 | 5.22 | 6.36 |
| Sharpe Ratio | NA | 0.34 | -0.10 | 0.62 | 0.51 | NA | NA | … | … | 0.10 | 0.74 | -1.68 | 1.13 | 1.60 | 3.02 | -0.53 | 1.34 | 0.86 | 0.07 | -0.07 | 2.16 | 1.44 | -0.70 | 0.75 | 1.98 | -0.76 | 0.82 | 1.06 | 0.56 | 1.09 | 3.03 | 0.92 | 1.11 |
| Standard Deviation(%) | NA | 7.61 | 8.65 | 8.86 | 7.62 | NA | NA | … | … | 7.56 | 7.66 | 10.12 | 8.18 | 11.22 | 6.39 | 8.51 | 5.06 | 5.03 | 5.00 | 5.96 | 6.52 | 5.28 | 9.86 | 11.16 | 8.51 | 5.99 | 10.04 | 7.59 | 5.97 | 7.63 | 6.00 | 4.47 | 3.64 |
| Draw Down(%) | NA | 6.75 | 17.34 | 17.34 | 17.34 | NA | NA | … | … | 1.60 | 6.75 | 16.34 | 3.98 | 13.93 | 2.80 | 9.90 | 4.26 | 3.02 | 4.41 | 7.74 | 4.67 | 4.49 | 12.89 | 9.29 | 4.34 | 9.38 | 7.15 | 9.19 | 4.14 | 6.96 | 3.37 | 4.11 | 2.78 |
| Yield(%) | NA | 4.29 | 4.22 | 4.10 | 3.78 | NA | NA | … | … | 0.01 | 4.55 | 2.76 | 5.38 | 5.24 | 2.72 | 5.29 | 0.02 | 1.82 | 4.70 | 5.62 | 5.77 | 3.91 | 1.29 | 3.24 | 4.27 | 3.06 | 7.23 | 4.98 | 3.30 | 3.25 | 3.52 | 5.28 | 6.47 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| DUKE 401(k) PLAN Tactical Asset Allocation Moderate |
0.44%
Dec 2020 – Dec 2023 |
1.67%
Dec 2013 – Dec 2018 |
3.89%
Oct 2013 – Oct 2023 |
4.67%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DUKE 401(k) PLAN Tactical Asset Allocation Moderate |
15.96%
Dec 2018 – Dec 2021 |
12.40%
Oct 2002 – Oct 2007 |
9.20%
Apr 2001 – Apr 2011 |
7.19%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart