Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALLIED CAPITAL 401(k) PLAN Tactical Asset Allocation Moderate | NA | 20.65% | 0.89% | 5.86% | 3.69% | 5.30% | 6.56% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALLIED CAPITAL 401(k) 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 (%) | -1.04 | 20.65 | 0.89 | 5.86 | 3.69 | 5.30 | 6.56 | … | … | 1.11 | 6.26 | 10.21 | -12.88 | 8.88 | 15.28 | 10.95 | -3.33 | 7.57 | 1.18 | -6.53 | 0.06 | 17.67 | 11.25 | 0.00 | 10.89 | 22.38 | -2.83 | 12.87 | 14.54 | 7.83 | 4.73 | 19.02 | -6.88 | 0.10 |
| Sharpe Ratio | NA | 0.16 | -0.27 | 0.29 | 0.23 | NA | NA | … | … | 0.10 | -0.03 | 0.70 | -1.52 | 0.87 | 1.63 | 2.11 | -0.60 | 1.19 | 0.16 | -1.07 | 0.01 | 2.49 | 1.79 | 0.00 | 1.06 | 3.15 | -1.21 | 1.05 | 1.44 | 0.98 | 0.49 | 3.08 | -1.25 | -0.65 |
| Standard Deviation(%) | NA | 11.00 | 9.72 | 9.72 | 8.13 | NA | NA | … | … | 10.72 | 11.00 | 8.54 | 9.38 | 10.13 | 9.25 | 4.51 | 7.75 | 5.84 | 6.03 | 6.14 | 6.23 | 7.08 | 6.25 | 8.43 | 10.16 | 7.07 | 3.10 | 9.45 | 7.84 | 5.81 | 7.72 | 5.95 | 6.39 | 3.40 |
| Draw Down(%) | NA | 8.89 | 13.56 | 17.04 | 17.04 | NA | NA | … | … | 0.54 | 8.89 | 8.07 | 13.92 | 7.09 | 13.34 | 2.70 | 9.75 | 5.01 | 7.14 | 9.09 | 6.81 | 4.54 | 6.24 | 9.99 | 9.98 | 4.56 | 5.42 | 7.39 | 9.42 | 4.60 | 8.09 | 3.92 | 11.20 | 4.44 |
| Yield(%) | NA | 4.80 | 5.49 | 5.40 | 4.36 | NA | NA | … | … | NA | 0.76 | 4.53 | 2.34 | 9.72 | 7.23 | 3.37 | 4.53 | 0.53 | 3.88 | 2.51 | 4.89 | 3.14 | 6.34 | 2.66 | 4.65 | 3.38 | 2.54 | 5.03 | 4.00 | 3.32 | 0.39 | 0.38 | 0.66 | 1.95 |
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 |
|---|---|---|---|---|
| ALLIED CAPITAL 401(k) PLAN Tactical Asset Allocation Moderate |
-1.82%
Dec 2013 – Dec 2016 |
-0.32%
Dec 2013 – Dec 2018 |
2.10%
Oct 2013 – Oct 2023 |
4.77%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALLIED CAPITAL 401(k) PLAN Tactical Asset Allocation Moderate |
14.20%
Oct 2004 – Oct 2007 |
12.89%
Apr 2005 – Apr 2010 |
10.28%
Jul 2003 – Jul 2013 |
8.06%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart