Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| USEC Savings Program Tactical Asset Allocation Moderate | NA | 0.74% | 1.92% | 4.88% | 2.41% | 4.18% | 4.88% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| USEC Savings Program Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -1.59 | 0.74 | 1.92 | 4.88 | 2.41 | 4.18 | 4.88 | … | … | 2.66 | 13.30 | -16.74 | 7.31 | 21.13 | 19.67 | -15.94 | 7.55 | 4.77 | -1.39 | -0.10 | 15.82 | 4.28 | -2.98 | 9.87 | 12.53 | -1.21 | 12.86 | 11.60 | 5.86 | 4.88 | 17.09 | 0.07 | 6.01 |
| Sharpe Ratio | NA | 0.82 | -0.06 | 0.44 | 0.22 | NA | NA | … | … | 0.22 | 0.77 | -1.65 | 0.50 | 1.04 | 1.78 | -1.05 | 1.15 | 0.96 | -0.27 | -0.02 | 2.30 | 0.73 | -0.33 | 0.96 | 1.64 | -0.52 | 1.03 | 1.16 | 0.61 | 0.55 | 2.77 | -0.24 | 0.99 |
| Standard Deviation(%) | NA | 12.10 | 12.40 | 14.04 | 11.77 | NA | NA | … | … | 10.88 | 11.81 | 11.02 | 14.68 | 20.05 | 10.27 | 16.44 | 6.03 | 4.76 | 5.19 | 6.19 | 6.87 | 5.78 | 9.02 | 10.22 | 7.60 | 4.10 | 9.53 | 7.18 | 6.07 | 7.16 | 5.91 | 4.37 | 3.75 |
| Draw Down(%) | NA | 10.26 | 24.47 | 24.47 | 24.47 | NA | NA | … | … | 2.31 | 10.26 | 18.83 | 9.10 | 21.21 | 5.82 | 22.12 | 5.65 | 4.16 | 4.35 | 4.72 | 4.52 | 5.69 | 8.36 | 7.54 | 4.32 | 6.63 | 6.56 | 8.05 | 4.80 | 5.98 | 3.47 | 5.09 | 2.54 |
| Yield(%) | NA | 3.98 | 3.94 | 4.36 | 3.42 | NA | NA | … | … | 0.00 | 4.22 | 1.70 | 6.04 | 5.92 | 4.27 | 4.47 | 0.11 | 4.41 | 1.78 | 1.84 | 4.82 | 2.48 | 2.41 | 2.27 | 2.77 | 2.67 | 5.55 | 6.00 | 4.14 | 3.00 | 4.03 | 3.20 | 5.07 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| USEC Savings Program Tactical Asset Allocation Moderate |
-2.75%
May 2017 – May 2020 |
-1.37%
Dec 2013 – Dec 2018 |
2.13%
Mar 2010 – Mar 2020 |
3.59%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USEC Savings Program Tactical Asset Allocation Moderate |
15.87%
Dec 2018 – Dec 2021 |
11.23%
Oct 2002 – Oct 2007 |
8.11%
Apr 2001 – Apr 2011 |
7.07%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart