Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ICMA IRA Funds Tactical Asset Allocation Moderate | NA | 10.12% | -1.09% | 4.65% | 4.81% | 6.30% | 8.22% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICMA IRA Funds 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 | 10.12 | -1.09 | 4.65 | 4.81 | 6.30 | 8.22 | … | … | 0.36 | -3.78 | 11.38 | -16.04 | 14.96 | 14.25 | 12.47 | -1.34 | 13.11 | 4.07 | -3.12 | 2.72 | 12.25 | 11.49 | 2.34 | 14.66 | 31.86 | -7.67 | 17.91 | 15.49 | 15.55 | 14.80 | 28.96 | 12.34 | 6.13 |
| Sharpe Ratio | NA | -0.95 | -0.69 | 0.09 | 0.28 | NA | NA | … | … | 0.03 | -1.08 | 0.94 | -1.70 | 1.42 | 1.40 | 2.12 | -0.32 | 2.48 | 0.69 | -0.43 | 0.43 | 1.61 | 2.63 | 0.23 | 1.05 | 3.50 | -1.30 | 1.27 | 1.42 | 1.96 | 1.76 | 5.77 | 2.22 | 0.91 |
| Standard Deviation(%) | NA | 9.58 | 9.19 | 9.68 | 8.23 | NA | NA | … | … | 11.59 | 9.58 | 7.58 | 10.25 | 10.49 | 10.02 | 5.23 | 8.41 | 5.03 | 5.61 | 7.41 | 6.24 | 7.57 | 4.35 | 10.10 | 13.82 | 9.07 | 6.61 | 11.77 | 8.63 | 6.84 | 7.89 | 4.90 | 5.07 | 4.20 |
| Draw Down(%) | NA | 8.88 | 13.82 | 16.22 | 16.22 | NA | NA | … | … | 1.06 | 8.88 | 6.13 | 16.22 | 5.40 | 11.88 | 2.53 | 8.39 | 3.11 | 6.06 | 9.70 | 6.01 | 7.96 | 3.00 | 9.27 | 9.94 | 3.66 | 10.94 | 9.73 | 11.26 | 4.84 | 10.61 | 2.02 | 5.92 | 1.89 |
| Yield(%) | NA | 4.56 | 5.61 | 4.98 | 3.80 | NA | NA | … | … | NA | 0.68 | 4.80 | 2.73 | 9.31 | 4.53 | 3.96 | 2.94 | 0.21 | 4.57 | 1.98 | 3.27 | 2.43 | 4.14 | 3.79 | 1.76 | 4.46 | 3.21 | 9.33 | 8.66 | 4.28 | 5.43 | 6.19 | 6.30 | 6.17 |
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 |
|---|---|---|---|---|
| ICMA IRA Funds Tactical Asset Allocation Moderate |
-3.46%
Dec 2021 – Dec 2024 |
2.94%
Dec 2013 – Dec 2018 |
4.11%
Dec 2014 – Dec 2024 |
5.57%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICMA IRA Funds Tactical Asset Allocation Moderate |
21.34%
Jan 2003 – Jan 2006 |
19.68%
Oct 2002 – Oct 2007 |
15.15%
Apr 2001 – Apr 2011 |
11.51%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart