Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| First Quality Savings and Investment Plan Tactical Asset Allocation Moderate | NA | 23.41% | 1.29% | 5.84% | 3.46% | 5.07% | 7.55% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| First Quality Savings and Investment 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 (%) | -1.56 | 23.41 | 1.29 | 5.84 | 3.46 | 5.07 | 7.55 | … | … | -0.31 | 2.57 | 10.95 | -16.95 | 16.37 | 11.59 | 8.80 | -7.76 | 4.87 | 4.30 | -3.76 | 1.83 | 8.32 | 12.53 | 0.09 | 15.00 | 31.28 | -6.55 | 20.06 | 16.83 | 16.59 | 14.32 | 25.24 | 11.97 | 7.39 |
| Sharpe Ratio | NA | -0.42 | -0.45 | 0.15 | 0.10 | NA | NA | … | … | -0.06 | -0.42 | 0.67 | -1.23 | 1.59 | 1.34 | 1.60 | -1.18 | 0.64 | 0.75 | -0.57 | 0.32 | 1.31 | 2.56 | 0.01 | 1.12 | 3.31 | -1.25 | 1.55 | 1.56 | 2.18 | 1.53 | 4.65 | 2.04 | 1.09 |
| Standard Deviation(%) | NA | 9.54 | 11.76 | 10.90 | 8.90 | NA | NA | … | … | 6.20 | 9.59 | 9.99 | 14.96 | 10.28 | 8.48 | 4.62 | 7.69 | 6.58 | 5.48 | 6.64 | 5.71 | 6.35 | 4.87 | 9.31 | 13.30 | 9.42 | 5.98 | 10.99 | 8.69 | 6.62 | 8.74 | 5.28 | 5.32 | 4.66 |
| Draw Down(%) | NA | 10.67 | 19.69 | 21.56 | 21.56 | NA | NA | … | … | 0.64 | 10.67 | 9.04 | 21.22 | 4.58 | 10.19 | 2.72 | 13.68 | 5.53 | 6.02 | 10.24 | 5.22 | 7.12 | 3.55 | 9.53 | 10.24 | 4.70 | 10.55 | 9.11 | 10.81 | 4.45 | 11.12 | 2.88 | 6.31 | 2.50 |
| Yield(%) | NA | 7.12 | 9.32 | 6.85 | 4.81 | NA | NA | … | … | NA | 0.45 | 7.28 | 10.10 | 9.75 | 3.71 | 3.21 | 3.31 | 0.21 | 2.90 | 1.76 | 5.36 | 1.85 | 5.58 | 5.68 | 4.55 | 6.04 | 2.97 | 11.44 | 6.52 | 7.05 | 1.81 | 4.20 | 6.03 | 7.93 |
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 |
|---|---|---|---|---|
| First Quality Savings and Investment Plan Tactical Asset Allocation Moderate |
-1.87%
Dec 2021 – Dec 2024 |
-0.23%
Dec 2013 – Dec 2018 |
1.69%
Oct 2013 – Oct 2023 |
4.19%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| First Quality Savings and Investment Plan Tactical Asset Allocation Moderate |
21.80%
Oct 2004 – Oct 2007 |
20.08%
Oct 2002 – Oct 2007 |
15.49%
Apr 2001 – Apr 2011 |
11.11%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart