Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The Standard 401(k) Plan Tactical Asset Allocation Moderate | NA | 31.54% | 11.99% | 12.55% | 8.03% | 8.31% | 8.69% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The Standard 401(k) 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 (%) | -0.63 | 31.54 | 11.99 | 12.55 | 8.03 | 8.31 | 8.69 | … | … | 0.80 | 20.01 | 27.92 | -7.82 | 6.47 | 21.65 | 8.29 | -1.77 | 7.99 | 5.09 | -3.33 | 2.54 | 19.58 | 9.01 | 0.09 | 11.36 | 20.32 | -1.98 | 10.39 | 13.34 | 7.18 | 13.42 | 23.47 | 3.05 | 7.97 |
| Sharpe Ratio | NA | 2.04 | 0.86 | 1.07 | 0.78 | NA | NA | … | … | 0.11 | 1.91 | 3.23 | -0.63 | 0.68 | 2.47 | 1.27 | -0.40 | 1.23 | 1.15 | -0.51 | 0.37 | 2.59 | 1.55 | 0.01 | 1.17 | 2.14 | -0.41 | 0.81 | 1.36 | 0.93 | 1.60 | 3.83 | 0.40 | 1.13 |
| Standard Deviation(%) | NA | 7.02 | 10.30 | 9.85 | 8.18 | NA | NA | … | … | 6.55 | 7.04 | 7.33 | 14.63 | 9.53 | 8.68 | 5.42 | 7.61 | 5.99 | 4.23 | 6.56 | 6.76 | 7.56 | 5.77 | 9.04 | 9.64 | 9.45 | 7.02 | 9.09 | 7.40 | 5.37 | 7.79 | 5.95 | 4.87 | 5.01 |
| Draw Down(%) | NA | 4.61 | 15.58 | 16.98 | 16.98 | NA | NA | … | … | 0.34 | 4.61 | 3.52 | 15.58 | 4.89 | 8.66 | 3.27 | 7.97 | 4.52 | 2.34 | 9.98 | 5.53 | 5.36 | 4.79 | 10.32 | 7.15 | 5.19 | 7.73 | 6.24 | 8.40 | 3.92 | 6.86 | 2.84 | 6.32 | 3.80 |
| Yield(%) | NA | 16.35 | 10.20 | 7.09 | 4.82 | NA | NA | … | … | NA | 5.00 | 15.63 | 6.42 | 3.05 | 4.14 | 1.11 | 2.96 | 0.25 | 2.67 | 1.64 | 5.38 | 2.94 | 5.18 | 1.43 | 4.93 | 3.36 | 4.22 | 5.22 | 4.57 | 3.22 | 3.78 | 2.26 | 7.04 | 7.26 |
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 |
|---|---|---|---|---|
| The Standard 401(k) Plan Tactical Asset Allocation Moderate |
1.37%
Dec 2013 – Dec 2016 |
2.02%
Dec 2013 – Dec 2018 |
4.77%
Sep 2012 – Sep 2022 |
5.65%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Standard 401(k) Plan Tactical Asset Allocation Moderate |
16.11%
Apr 2003 – Apr 2006 |
14.46%
Oct 2002 – Oct 2007 |
11.32%
Apr 2001 – Apr 2011 |
9.42%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart