Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TCF EMPLOYEES STOCK PURCHASE PLAN Tactical Asset Allocation Moderate | NA | 16.98% | 0.22% | 5.05% | 3.55% | 5.00% | 6.40% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TCF EMPLOYEES STOCK PURCHASE 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 (%) | -0.96 | 16.98 | 0.22 | 5.05 | 3.55 | 5.00 | 6.40 | … | … | 0.52 | 6.43 | 5.14 | -12.24 | 8.16 | 16.35 | 4.53 | -5.25 | 13.41 | 8.59 | -7.51 | 2.69 | 12.58 | 5.52 | 3.07 | 11.37 | 23.02 | -11.26 | 15.59 | 15.52 | 10.97 | 14.08 | 24.77 | 7.80 | 8.08 |
| Sharpe Ratio | NA | 0.16 | -0.48 | 0.22 | 0.24 | NA | NA | … | … | 0.07 | -0.02 | 0.13 | -1.36 | 0.93 | 1.86 | 0.60 | -0.95 | 2.74 | 1.48 | -1.35 | 0.53 | 1.98 | 1.02 | 0.35 | 1.09 | 2.18 | -1.74 | 1.11 | 1.47 | 1.33 | 1.53 | 3.62 | 1.03 | 0.89 |
| Standard Deviation(%) | NA | 8.19 | 8.47 | 8.57 | 7.27 | NA | NA | … | … | 6.98 | 8.20 | 6.89 | 10.04 | 8.74 | 8.65 | 5.18 | 6.94 | 4.66 | 5.66 | 5.60 | 5.04 | 6.33 | 5.34 | 8.70 | 10.36 | 10.51 | 7.02 | 11.33 | 8.36 | 6.62 | 8.59 | 6.65 | 6.48 | 6.49 |
| Draw Down(%) | NA | 5.38 | 16.77 | 16.98 | 16.98 | NA | NA | … | … | 0.48 | 5.38 | 7.08 | 13.47 | 4.67 | 9.44 | 4.73 | 11.31 | 1.65 | 3.49 | 9.65 | 5.55 | 4.10 | 3.31 | 6.90 | 8.56 | 4.96 | 12.82 | 8.27 | 9.46 | 5.44 | 10.94 | 3.08 | 4.76 | 4.68 |
| Yield(%) | NA | 4.45 | 3.19 | 2.84 | 2.44 | NA | NA | … | … | NA | 1.03 | 4.14 | 2.26 | 2.06 | 2.35 | 2.93 | 1.49 | 0.27 | 3.14 | 2.11 | 3.02 | 1.18 | 4.28 | 3.42 | 2.99 | 4.00 | 2.99 | 2.86 | 2.72 | 2.83 | 2.65 | 5.00 | 4.39 | 6.61 |
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 |
|---|---|---|---|---|
| TCF EMPLOYEES STOCK PURCHASE PLAN Tactical Asset Allocation Moderate |
-1.36%
Apr 2021 – Apr 2024 |
0.97%
May 2018 – May 2023 |
2.25%
Oct 2013 – Oct 2023 |
4.13%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCF EMPLOYEES STOCK PURCHASE PLAN Tactical Asset Allocation Moderate |
18.84%
Jan 2003 – Jan 2006 |
17.62%
Oct 2002 – Oct 2007 |
11.97%
Apr 2001 – Apr 2011 |
9.36%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart