Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALCOA COMMERCIAL WINDOWS LLC 401K RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 20.47% | 2.32% | 5.80% | 4.41% | 4.32% | 5.63% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALCOA COMMERCIAL WINDOWS LLC 401K RETIREMENT SAVINGS 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 (%) | -1.18 | 20.47 | 2.32 | 5.80 | 4.41 | 4.32 | 5.63 | … | … | 0.65 | 7.28 | 6.63 | -8.31 | 9.48 | 10.84 | 5.29 | -2.82 | 10.08 | 6.80 | -2.74 | -1.97 | 13.55 | 7.13 | -0.71 | 0.86 | 16.93 | 0.30 | 7.88 | 16.62 | 4.37 | 12.90 | 17.35 | 8.57 | 7.65 |
| Sharpe Ratio | NA | 0.19 | -0.31 | 0.28 | 0.34 | NA | NA | … | … | 0.07 | 0.07 | 0.31 | -1.06 | 1.01 | 1.18 | 0.96 | -0.58 | 1.83 | 1.48 | -0.56 | -0.33 | 2.06 | 1.57 | -0.08 | 0.08 | 2.95 | -0.33 | 0.50 | 1.76 | 0.38 | 1.60 | 3.40 | 2.27 | 1.93 |
| Standard Deviation(%) | NA | 9.75 | 8.88 | 9.00 | 7.37 | NA | NA | … | … | 8.91 | 9.75 | 7.55 | 9.16 | 9.35 | 9.00 | 4.03 | 7.15 | 5.17 | 4.46 | 4.92 | 6.07 | 6.57 | 4.51 | 9.39 | 9.32 | 5.71 | 1.88 | 9.70 | 7.59 | 5.86 | 7.46 | 4.89 | 3.29 | 2.77 |
| Draw Down(%) | NA | 8.42 | 16.57 | 16.57 | 16.57 | NA | NA | … | … | 0.69 | 8.42 | 7.08 | 11.68 | 5.09 | 12.67 | 4.00 | 9.03 | 2.39 | 2.48 | 5.50 | 6.88 | 3.65 | 4.95 | 11.16 | 10.28 | 2.83 | 1.49 | 7.06 | 8.64 | 4.97 | 6.50 | 3.10 | 1.59 | 1.58 |
| Yield(%) | NA | 4.38 | 3.40 | 4.21 | 3.16 | NA | NA | … | … | NA | 0.60 | 4.34 | 2.51 | 3.16 | 7.24 | 2.60 | 4.12 | 0.50 | 2.63 | 1.32 | 3.01 | 2.16 | 4.13 | 3.02 | 3.99 | 3.97 | 2.27 | 3.48 | 4.76 | 3.91 | 2.92 | 3.75 | 6.14 | 5.25 |
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 |
|---|---|---|---|---|
| ALCOA COMMERCIAL WINDOWS LLC 401K RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-0.42%
Oct 2017 – Oct 2020 |
1.45%
Apr 2015 – Apr 2020 |
2.17%
Apr 2010 – Apr 2020 |
3.79%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALCOA COMMERCIAL WINDOWS LLC 401K RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
13.34%
Mar 2003 – Mar 2006 |
13.15%
May 2002 – May 2007 |
9.67%
Apr 2001 – Apr 2011 |
7.31%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart