Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Federal Employee Thrift Savings Plan Strategic Asset Allocation – Optimal Moderate | NA | 32.77% | 12.11% | 12.79% | 9.03% | 9.13% | 7.73% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Federal Employee Thrift Savings Plan Strategic Asset Allocation – Optimal 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 (%) | -0.51 | 32.77 | 12.11 | 12.79 | 9.03 | 9.13 | 7.73 | … | … | 0.61 | 21.66 | 24.89 | -4.99 | 11.32 | 11.89 | 16.24 | -4.64 | 13.31 | 7.79 | -0.66 | 4.15 | 17.30 | 11.00 | -1.83 | 12.34 | 21.28 | -23.53 | 6.01 | 12.73 | 6.63 | 11.42 | 23.52 | -10.25 | -2.16 |
| Sharpe Ratio | NA | 2.18 | 0.94 | 0.82 | 0.75 | NA | NA | … | … | 0.09 | 2.00 | 2.54 | -0.47 | 1.35 | 0.60 | 2.04 | -0.66 | 2.86 | 0.85 | -0.08 | 0.60 | 2.43 | 1.27 | -0.12 | 1.00 | 1.17 | -1.04 | 0.30 | 1.30 | 0.70 | 1.48 | 2.54 | -0.87 | -0.40 |
| Standard Deviation(%) | NA | 7.46 | 10.15 | 12.29 | 10.30 | NA | NA | … | … | 6.45 | 7.52 | 8.12 | 13.66 | 8.34 | 19.37 | 7.27 | 9.05 | 4.43 | 8.89 | 8.70 | 6.88 | 7.11 | 8.65 | 15.47 | 12.20 | 18.14 | 23.60 | 10.10 | 7.25 | 6.40 | 7.09 | 8.99 | 13.00 | 11.19 |
| Draw Down(%) | NA | 4.24 | 12.68 | 22.29 | 22.29 | NA | NA | … | … | 0.38 | 4.24 | 4.57 | 13.27 | 4.09 | 22.29 | 4.08 | 11.87 | 1.54 | 7.23 | 8.29 | 5.57 | 4.49 | 7.32 | 14.93 | 9.68 | 18.29 | 33.16 | 6.20 | 7.32 | 4.40 | 5.26 | 8.09 | 19.12 | 16.65 |
| Yield(%) | NA | 15.01 | 11.16 | 7.29 | 4.60 | NA | NA | … | … | NA | 11.85 | 13.57 | 6.27 | 1.57 | 1.38 | 2.04 | 1.97 | 1.95 | 1.85 | 1.76 | 1.98 | 1.97 | 1.99 | 1.92 | 1.85 | 2.24 | 2.13 | 2.85 | 2.48 | 2.21 | 2.25 | 2.40 | 2.17 | 2.49 |
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 |
|---|---|---|---|---|
| Federal Employee Thrift Savings Plan Strategic Asset Allocation – Optimal Moderate |
-8.14%
Feb 2006 – Feb 2009 |
-1.48%
Feb 2004 – Feb 2009 |
4.35%
Feb 2006 – Feb 2016 |
4.72%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Federal Employee Thrift Savings Plan Strategic Asset Allocation – Optimal Moderate |
17.47%
Feb 2009 – Feb 2012 |
14.88%
Feb 2009 – Feb 2014 |
9.91%
Feb 2009 – Feb 2019 |
10.17%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart