Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Acuity Brands, Inc. Selected 401(k) and Retirement Plans Tactical Asset Allocation Moderate | NA | 22.77% | 4.11% | 9.12% | 6.05% | 6.35% | 6.67% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Acuity Brands, Inc. Selected 401(k) and Retirement Plans 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 (%) | -0.76 | 22.77 | 4.11 | 9.12 | 6.05 | 6.35 | 6.67 | … | … | 0.58 | 9.79 | 17.44 | -10.95 | 8.16 | 19.32 | 17.16 | -5.83 | 7.24 | 3.78 | -2.87 | 4.24 | 15.98 | 3.05 | 1.78 | 6.71 | 14.17 | -3.08 | 9.23 | 13.80 | 3.69 | 9.65 | 22.99 | -5.87 | 1.65 |
| Sharpe Ratio | NA | 0.47 | 0.12 | 0.48 | 0.41 | NA | NA | … | … | 0.06 | 0.34 | 1.32 | -1.11 | 0.55 | 1.48 | 1.73 | -0.75 | 0.70 | 0.43 | -0.37 | 0.44 | 2.34 | 0.53 | 0.24 | 0.61 | 1.95 | -1.85 | 0.75 | 1.53 | 0.30 | 1.16 | 3.44 | -0.90 | -0.18 |
| Standard Deviation(%) | NA | 9.29 | 10.18 | 11.84 | 10.45 | NA | NA | … | … | 8.19 | 9.36 | 10.03 | 11.11 | 14.91 | 12.91 | 9.09 | 9.51 | 9.39 | 8.25 | 7.93 | 9.57 | 6.82 | 5.65 | 7.36 | 10.87 | 7.21 | 2.16 | 8.34 | 6.88 | 5.11 | 7.49 | 6.48 | 7.77 | 3.63 |
| Draw Down(%) | NA | 7.00 | 12.24 | 17.24 | 17.24 | NA | NA | … | … | 0.57 | 7.00 | 7.00 | 12.72 | 9.15 | 9.24 | 5.42 | 14.09 | 8.46 | 7.70 | 8.02 | 8.32 | 3.03 | 5.70 | 6.61 | 9.50 | 4.31 | 4.95 | 6.52 | 7.93 | 4.57 | 7.22 | 2.05 | 11.65 | 4.57 |
| Yield(%) | NA | 9.60 | 7.64 | 6.25 | 4.66 | NA | NA | … | … | NA | 0.47 | 9.83 | 3.57 | 10.31 | 6.17 | 2.40 | 3.90 | 0.10 | 2.42 | 3.99 | 5.06 | 3.23 | 2.19 | 1.93 | 2.84 | 2.76 | 0.83 | 5.31 | 6.68 | 4.67 | 3.86 | 1.62 | 0.67 | 1.97 |
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 |
|---|---|---|---|---|
| Acuity Brands, Inc. Selected 401(k) and Retirement Plans Tactical Asset Allocation Moderate |
1.23%
Oct 2013 – Oct 2016 |
1.19%
Dec 2013 – Dec 2018 |
4.27%
Apr 2010 – Apr 2020 |
4.91%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Acuity Brands, Inc. Selected 401(k) and Retirement Plans Tactical Asset Allocation Moderate |
14.77%
Dec 2018 – Dec 2021 |
12.25%
Oct 2002 – Oct 2007 |
8.43%
Apr 2003 – Apr 2013 |
7.76%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart