Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CBRE 401(k) Plan Tactical Asset Allocation Moderate | NA | 30.24% | 8.60% | 9.10% | 5.43% | 5.66% | 6.35% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CBRE 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 (%) | -1.03 | 30.24 | 8.60 | 9.10 | 5.43 | 5.66 | 6.35 | … | … | 0.93 | 16.95 | 18.22 | -8.62 | 2.80 | 17.93 | 1.76 | -2.59 | 12.78 | 5.45 | -6.98 | -0.78 | 16.99 | 6.05 | -1.20 | 5.72 | 14.74 | 0.75 | 10.11 | 12.01 | 4.64 | 10.23 | 16.33 | 7.82 | 7.99 |
| Sharpe Ratio | NA | 1.28 | 0.52 | 0.72 | 0.50 | NA | NA | … | … | 0.09 | 1.13 | 1.96 | -1.04 | 0.26 | 2.01 | 0.07 | -0.57 | 2.44 | 1.05 | -1.36 | -0.13 | 2.51 | 1.08 | -0.11 | 0.56 | 1.87 | -0.03 | 0.84 | 1.24 | 0.46 | 1.31 | 2.88 | 1.52 | 1.10 |
| Standard Deviation(%) | NA | 9.16 | 8.73 | 9.13 | 7.53 | NA | NA | … | … | 9.47 | 9.15 | 7.13 | 9.62 | 10.48 | 8.81 | 5.11 | 6.89 | 4.98 | 5.02 | 5.16 | 6.12 | 6.77 | 5.54 | 11.14 | 10.04 | 7.83 | 5.46 | 8.50 | 7.06 | 5.33 | 7.09 | 5.43 | 4.43 | 5.15 |
| Draw Down(%) | NA | 8.39 | 13.30 | 16.25 | 16.25 | NA | NA | … | … | 0.70 | 8.39 | 4.29 | 13.82 | 9.16 | 8.84 | 5.08 | 8.77 | 3.37 | 3.49 | 8.84 | 6.02 | 4.55 | 4.71 | 12.72 | 10.37 | 4.27 | 4.74 | 5.54 | 8.02 | 3.74 | 5.44 | 3.24 | 2.76 | 4.01 |
| Yield(%) | NA | 15.94 | 11.28 | 9.08 | 6.26 | NA | NA | … | … | NA | 4.48 | 14.98 | 6.54 | 7.00 | 9.55 | 2.35 | 2.93 | 0.27 | 2.87 | 5.76 | 4.90 | 3.61 | 4.19 | 1.86 | 4.81 | 4.81 | 4.16 | 5.81 | 7.85 | 4.73 | 2.97 | 3.57 | 5.99 | 7.97 |
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 |
|---|---|---|---|---|
| CBRE 401(k) Plan Tactical Asset Allocation Moderate |
-0.90%
Dec 2013 – Dec 2016 |
0.91%
Feb 2015 – Feb 2020 |
2.72%
Mar 2010 – Mar 2020 |
3.80%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBRE 401(k) Plan Tactical Asset Allocation Moderate |
12.61%
Nov 2021 – Nov 2024 |
11.56%
Oct 2002 – Oct 2007 |
9.64%
Apr 2001 – Apr 2011 |
7.18%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart