Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ASSURANT 401K PLAN B Tactical Asset Allocation Moderate | NA | 20.88% | 1.09% | 5.44% | 3.88% | 4.30% | 5.34% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASSURANT 401K PLAN B 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 (%) | -1.10 | 20.88 | 1.09 | 5.44 | 3.88 | 4.30 | 5.34 | … | … | 45.76 | 14.88 | 8.13 | -13.55 | 8.32 | 14.80 | 5.68 | -3.56 | 10.79 | 5.59 | -4.61 | -0.32 | 13.57 | 5.53 | -1.16 | 4.81 | 13.72 | 1.94 | 9.59 | 11.42 | 4.46 | 10.90 | 18.60 | 8.63 | 7.98 |
| Sharpe Ratio | NA | 1.63 | 0.53 | 0.62 | 0.48 | NA | NA | … | … | 0.17 | 0.96 | 0.55 | -1.56 | 0.94 | 1.70 | 1.03 | -0.66 | 2.28 | 1.19 | -0.92 | -0.06 | 1.93 | 1.05 | -0.11 | 0.43 | 1.61 | 0.18 | 0.72 | 1.06 | 0.39 | 1.32 | 3.22 | 1.71 | 1.10 |
| Standard Deviation(%) | NA | 38.22 | 23.19 | 18.77 | 13.78 | NA | NA | … | … | 264.25 | 8.65 | 7.05 | 9.58 | 8.85 | 8.57 | 4.16 | 7.34 | 4.45 | 4.53 | 5.05 | 5.86 | 7.00 | 5.22 | 10.60 | 10.92 | 8.44 | 5.53 | 9.22 | 7.71 | 5.84 | 7.53 | 5.57 | 4.40 | 5.14 |
| Draw Down(%) | NA | 5.76 | 17.58 | 17.97 | 17.97 | NA | NA | … | … | 0.45 | 5.76 | 6.28 | 14.24 | 4.47 | 9.10 | 3.69 | 9.99 | 2.30 | 2.87 | 6.61 | 4.95 | 5.41 | 4.15 | 12.04 | 10.44 | 4.51 | 4.15 | 6.31 | 9.19 | 4.11 | 6.62 | 3.29 | 2.31 | 3.88 |
| Yield(%) | NA | 6.86 | 5.42 | 4.74 | 3.51 | NA | NA | … | … | NA | 0.86 | 6.52 | 3.52 | 5.28 | 3.71 | 4.48 | 3.07 | 0.34 | 2.60 | 1.67 | 3.23 | 2.22 | 4.23 | 2.07 | 4.73 | 5.45 | 4.05 | 4.47 | 3.75 | 3.24 | 3.61 | 4.40 | 7.08 | 8.08 |
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 |
|---|---|---|---|---|
| ASSURANT 401K PLAN B Tactical Asset Allocation Moderate |
-0.61%
Apr 2021 – Apr 2024 |
0.91%
Feb 2018 – Feb 2023 |
2.08%
Oct 2013 – Oct 2023 |
3.39%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASSURANT 401K PLAN B Tactical Asset Allocation Moderate |
12.79%
Apr 2003 – Apr 2006 |
11.96%
Oct 2002 – Oct 2007 |
9.78%
Apr 2001 – Apr 2011 |
7.07%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart