Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Valassis Employees’ Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 17.18% | 0.35% | 4.76% | 3.31% | 4.62% | 5.77% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Valassis Employees’ 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 (%) | -1.06 | 17.18 | 0.35 | 4.76 | 3.31 | 4.62 | 5.77 | … | … | 0.67 | 3.54 | 10.90 | -12.24 | 4.86 | 12.52 | 10.19 | -3.15 | 7.16 | 4.38 | -5.91 | -0.75 | 12.77 | 7.73 | -0.66 | 12.72 | 21.99 | -6.06 | 12.85 | 13.26 | 7.10 | 8.83 | 22.31 | 2.80 | 6.12 |
| Sharpe Ratio | NA | -0.15 | -0.33 | 0.12 | 0.18 | NA | NA | … | … | 0.08 | -0.30 | 0.84 | -1.42 | 0.52 | 1.41 | 2.11 | -0.59 | 1.39 | 0.88 | -1.03 | -0.12 | 1.87 | 1.29 | -0.10 | 1.24 | 2.60 | -1.62 | 0.95 | 1.18 | 0.81 | 1.00 | 3.73 | 0.42 | 1.01 |
| Standard Deviation(%) | NA | 10.19 | 9.32 | 9.20 | 7.59 | NA | NA | … | … | 7.48 | 10.23 | 7.95 | 9.61 | 9.26 | 8.73 | 4.16 | 7.54 | 4.71 | 4.74 | 5.78 | 6.25 | 6.81 | 5.95 | 7.01 | 10.21 | 8.43 | 4.31 | 10.37 | 8.49 | 6.09 | 7.90 | 5.80 | 4.07 | 3.79 |
| Draw Down(%) | NA | 9.28 | 12.76 | 17.75 | 17.75 | NA | NA | … | … | 0.57 | 9.28 | 6.28 | 13.82 | 7.17 | 12.54 | 2.06 | 9.34 | 2.68 | 3.74 | 8.77 | 5.89 | 4.54 | 6.22 | 7.51 | 8.90 | 4.76 | 9.63 | 7.20 | 10.26 | 5.11 | 7.39 | 2.62 | 4.47 | 2.50 |
| Yield(%) | NA | 4.65 | 4.05 | 4.61 | 3.84 | NA | NA | … | … | NA | 0.72 | 4.77 | 2.64 | 4.38 | 5.50 | 6.12 | 2.96 | 0.53 | 3.36 | 4.30 | 4.08 | 3.01 | 4.60 | 2.37 | 3.07 | 4.05 | 3.01 | 3.94 | 5.63 | 4.46 | 3.34 | 4.43 | 3.80 | 5.74 |
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 |
|---|---|---|---|---|
| Valassis Employees’ Retirement Savings Plan Tactical Asset Allocation Moderate |
-1.23%
Apr 2021 – Apr 2024 |
0.23%
Dec 2013 – Dec 2018 |
1.89%
Oct 2013 – Oct 2023 |
3.90%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Valassis Employees’ Retirement Savings Plan Tactical Asset Allocation Moderate |
14.04%
Apr 2003 – Apr 2006 |
13.93%
Oct 2002 – Oct 2007 |
10.22%
Apr 2001 – Apr 2011 |
7.78%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart