Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Alliance Data Systems 401(k) and Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 19.00% | 1.90% | 5.50% | 4.86% | 5.32% | 6.27% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Alliance Data Systems 401(k) and 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 (%) | -0.95 | 19.00 | 1.90 | 5.50 | 4.86 | 5.32 | 6.27 | … | … | 0.66 | 8.57 | 9.14 | -11.56 | 8.48 | 11.86 | 10.80 | -2.89 | 11.79 | 3.71 | -0.67 | 1.81 | 16.38 | 5.01 | -0.18 | 6.00 | 16.56 | -2.87 | 13.08 | 10.56 | 7.29 | 10.63 | 16.28 | 5.82 | 6.98 |
| Sharpe Ratio | NA | 0.35 | -0.20 | 0.27 | 0.41 | NA | NA | … | … | 0.06 | 0.21 | 0.62 | -1.23 | 0.92 | 1.36 | 2.03 | -0.58 | 2.45 | 0.88 | -0.14 | 0.29 | 2.32 | 0.86 | -0.02 | 0.54 | 2.04 | -0.94 | 1.01 | 0.93 | 0.88 | 1.26 | 2.95 | 1.80 | 1.14 |
| Standard Deviation(%) | NA | 9.60 | 9.39 | 9.20 | 7.48 | NA | NA | … | … | 9.56 | 9.59 | 7.83 | 10.50 | 9.23 | 8.56 | 4.63 | 7.23 | 4.56 | 3.97 | 5.03 | 6.12 | 7.05 | 5.76 | 9.14 | 10.98 | 8.09 | 4.06 | 9.97 | 7.83 | 5.80 | 7.71 | 5.28 | 2.62 | 4.09 |
| Draw Down(%) | NA | 6.05 | 13.39 | 15.14 | 15.14 | NA | NA | … | … | 0.75 | 6.03 | 6.63 | 13.95 | 4.83 | 10.22 | 3.14 | 8.85 | 2.34 | 2.91 | 5.28 | 5.90 | 5.30 | 5.66 | 8.76 | 11.34 | 3.86 | 6.29 | 7.14 | 9.89 | 4.36 | 6.08 | 3.57 | 1.60 | 2.77 |
| Yield(%) | NA | 5.00 | 4.38 | 4.11 | 3.67 | NA | NA | … | … | NA | 0.73 | 4.84 | 3.06 | 4.65 | 3.50 | 4.80 | 3.09 | 0.60 | 2.56 | 5.43 | 3.98 | 3.04 | 4.03 | 1.87 | 3.82 | 4.67 | 2.66 | 5.19 | 5.27 | 3.41 | 3.30 | 3.30 | 5.51 | 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 |
|---|---|---|---|---|
| Alliance Data Systems 401(k) and Retirement Savings Plan Tactical Asset Allocation Moderate |
-0.14%
Apr 2021 – Apr 2024 |
2.63%
Dec 2013 – Dec 2018 |
3.49%
Oct 2013 – Oct 2023 |
4.57%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Alliance Data Systems 401(k) and Retirement Savings Plan Tactical Asset Allocation Moderate |
13.25%
Oct 2004 – Oct 2007 |
12.41%
Oct 2002 – Oct 2007 |
9.49%
Apr 2001 – Apr 2011 |
7.75%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart