Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Ceridian Corporation Savings and Investment Plan Tactical Asset Allocation Moderate | NA | -2.39% | 0.41% | 1.93% | 3.12% | 5.34% | 5.88% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ceridian Corporation Savings and Investment Plan 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 (%) | -0.27 | -2.39 | 0.41 | 1.93 | 3.12 | 5.34 | 5.88 | … | … | -0.84 | 8.32 | -15.12 | 7.10 | 12.49 | 9.84 | -1.57 | 13.56 | 4.08 | -0.59 | 1.72 | 16.07 | 9.64 | 1.53 | 9.39 | 16.90 | -3.23 | 7.70 | 13.26 | 5.15 | 10.40 | 19.47 | 2.65 | 6.98 |
| Sharpe Ratio | NA | -0.12 | -0.31 | 0.26 | 0.42 | NA | NA | … | … | -0.15 | 0.56 | -1.66 | 0.85 | 1.50 | 1.88 | -0.44 | 2.92 | 0.98 | -0.13 | 0.29 | 2.40 | 1.75 | 0.20 | 0.86 | 2.20 | -1.01 | 0.52 | 1.43 | 0.51 | 1.44 | 3.77 | 0.39 | 1.14 |
| Standard Deviation(%) | NA | 7.25 | 8.54 | 7.91 | 6.66 | NA | NA | … | … | 7.52 | 7.29 | 9.96 | 8.32 | 8.20 | 4.49 | 6.61 | 4.44 | 3.94 | 4.66 | 5.88 | 6.68 | 5.47 | 7.60 | 10.78 | 7.64 | 4.10 | 9.04 | 6.98 | 5.79 | 6.55 | 4.98 | 3.92 | 4.09 |
| Draw Down(%) | NA | 6.86 | 18.88 | 18.88 | 18.88 | NA | NA | … | … | 2.76 | 6.86 | 15.75 | 5.55 | 10.24 | 2.89 | 6.80 | 3.02 | 3.28 | 4.56 | 4.81 | 4.35 | 4.45 | 6.35 | 8.79 | 4.11 | 6.62 | 6.98 | 8.28 | 5.01 | 6.15 | 2.69 | 4.52 | 2.77 |
| Yield(%) | NA | 3.11 | 4.60 | 4.79 | 4.04 | NA | NA | … | … | 0.01 | 3.32 | 4.33 | 6.12 | 6.07 | 4.18 | 3.48 | 0.30 | 3.37 | 5.21 | 4.14 | 3.08 | 3.89 | 1.99 | 4.87 | 5.14 | 2.66 | 6.12 | 5.69 | 3.42 | 3.39 | 3.56 | 5.47 | 6.93 |
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 |
|---|---|---|---|---|
| Ceridian Corporation Savings and Investment Plan Tactical Asset Allocation Moderate |
-0.51%
Dec 2020 – Dec 2023 |
1.70%
Sep 2018 – Sep 2023 |
3.12%
Oct 2013 – Oct 2023 |
4.96%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ceridian Corporation Savings and Investment Plan Tactical Asset Allocation Moderate |
13.69%
Apr 2003 – Apr 2006 |
12.21%
Oct 2002 – Oct 2007 |
9.25%
Jul 2003 – Jul 2013 |
8.40%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart