Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The Taubman Company and Related Entities Employee Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 16.94% | 0.09% | 6.88% | 6.30% | 6.90% | 7.73% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The Taubman Company and Related Entities Employee Retirement 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 (%) | -1.42 | 16.94 | 0.09 | 6.88 | 6.30 | 6.90 | 7.73 | … | … | 0.60 | 6.59 | 11.75 | -18.38 | 15.61 | 21.23 | 14.38 | -1.50 | 15.73 | 5.11 | -2.86 | 3.46 | 13.15 | 5.70 | 3.20 | 10.90 | 14.70 | 3.33 | 8.81 | 19.44 | 5.70 | 12.77 | 19.31 | 4.13 | 7.93 |
| Sharpe Ratio | NA | 0.21 | -0.38 | 0.38 | 0.53 | NA | NA | … | … | 0.05 | 0.00 | 0.83 | -1.57 | 1.45 | 2.31 | 2.65 | -0.36 | 2.88 | 0.89 | -0.48 | 0.56 | 1.84 | 1.02 | 0.31 | 0.86 | 1.61 | 0.41 | 0.56 | 2.11 | 0.52 | 1.56 | 3.61 | 0.61 | 1.27 |
| Standard Deviation(%) | NA | 9.30 | 10.44 | 10.29 | 8.42 | NA | NA | … | … | 10.64 | 9.38 | 9.01 | 12.58 | 10.77 | 9.10 | 4.90 | 7.81 | 5.24 | 5.48 | 6.06 | 6.20 | 7.13 | 5.56 | 10.26 | 12.57 | 9.06 | 5.90 | 10.37 | 7.65 | 6.76 | 7.56 | 5.15 | 4.94 | 4.43 |
| Draw Down(%) | NA | 5.21 | 17.30 | 19.16 | 19.16 | NA | NA | … | … | 0.85 | 5.21 | 8.93 | 19.08 | 8.38 | 8.98 | 2.56 | 8.73 | 2.42 | 4.42 | 8.04 | 4.76 | 6.46 | 4.91 | 10.02 | 8.79 | 4.57 | 5.15 | 7.08 | 5.95 | 4.52 | 10.28 | 2.00 | 6.95 | 3.30 |
| Yield(%) | NA | 3.07 | 3.60 | 3.35 | 2.59 | NA | NA | … | … | NA | 0.53 | 3.27 | 3.62 | 3.28 | 3.73 | 2.92 | 1.62 | 0.19 | 2.92 | 2.03 | 2.27 | 3.08 | 3.37 | 3.06 | 2.95 | 4.33 | 4.88 | 5.79 | 6.66 | 4.73 | 3.69 | 5.03 | 4.83 | 7.14 |
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 |
|---|---|---|---|---|
| The Taubman Company and Related Entities Employee Retirement Savings Plan Tactical Asset Allocation |
-0.94%
Dec 2021 – Dec 2024 |
3.51%
Apr 2011 – Apr 2016 |
5.17%
Oct 2013 – Oct 2023 |
6.46%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Taubman Company and Related Entities Employee Retirement Savings Plan Tactical Asset Allocation |
17.03%
Dec 2018 – Dec 2021 |
14.07%
Oct 2002 – Oct 2007 |
11.29%
Apr 2001 – Apr 2011 |
9.34%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart