Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Local Initiatives Support Corporation TSA Plan Tactical Asset Allocation Moderate | NA | 24.45% | 0.57% | 4.98% | 4.34% | 5.56% | 6.48% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Local Initiatives Support Corporation TSA 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 (%) | -1.30 | 24.45 | 0.57 | 4.98 | 4.34 | 5.56 | 6.48 | … | … | -0.45 | 4.59 | 12.31 | -18.28 | 9.84 | 15.51 | 11.43 | 0.93 | 5.47 | 0.95 | -1.04 | 4.63 | 13.95 | 7.00 | -1.07 | 12.00 | 17.66 | -3.89 | 8.72 | 19.14 | 5.79 | 11.14 | 17.38 | 1.07 | 6.36 |
| Sharpe Ratio | NA | -0.23 | -0.41 | 0.13 | 0.22 | NA | NA | … | … | -0.06 | -0.23 | 0.75 | -1.28 | 1.02 | 1.87 | 2.07 | -0.05 | 0.61 | 0.14 | -0.17 | 0.65 | 1.99 | 1.25 | -0.11 | 0.87 | 2.08 | -1.05 | 0.56 | 2.01 | 0.61 | 1.42 | 3.04 | -0.01 | 1.11 |
| Standard Deviation(%) | NA | 8.76 | 11.96 | 10.87 | 9.01 | NA | NA | … | … | 8.26 | 8.82 | 10.77 | 15.34 | 9.66 | 8.18 | 4.84 | 8.36 | 7.93 | 5.24 | 6.30 | 7.07 | 6.99 | 5.57 | 10.20 | 13.74 | 8.46 | 4.60 | 10.18 | 7.88 | 5.89 | 7.17 | 5.50 | 4.70 | 3.64 |
| Draw Down(%) | NA | 7.88 | 21.68 | 24.10 | 24.10 | NA | NA | … | … | 0.88 | 7.88 | 10.59 | 23.06 | 5.49 | 10.61 | 2.19 | 9.13 | 9.63 | 5.01 | 7.22 | 4.15 | 6.15 | 4.95 | 10.78 | 9.21 | 4.49 | 8.28 | 6.90 | 6.08 | 4.29 | 6.35 | 3.16 | 6.15 | 2.78 |
| Yield(%) | NA | 6.65 | 6.22 | 6.25 | 4.85 | NA | NA | … | … | NA | 0.72 | 6.78 | 6.46 | 4.13 | 5.24 | 8.43 | 2.37 | 0.17 | 5.75 | 4.31 | 4.31 | 3.92 | 3.62 | 1.50 | 4.16 | 4.31 | 2.74 | 5.30 | 7.45 | 5.08 | 3.60 | 2.91 | 5.02 | 6.47 |
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 |
|---|---|---|---|---|
| Local Initiatives Support Corporation TSA Plan Tactical Asset Allocation Moderate |
-1.79%
Apr 2021 – Apr 2024 |
0.96%
Sep 2017 – Sep 2022 |
2.63%
Oct 2013 – Oct 2023 |
4.36%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Local Initiatives Support Corporation TSA Plan Tactical Asset Allocation Moderate |
14.22%
Oct 2004 – Oct 2007 |
13.24%
Oct 2002 – Oct 2007 |
9.94%
Apr 2001 – Apr 2011 |
8.38%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart