Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CORRECTIONS CORPORATION OF AMERICA 401K SAVINGS AND RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 33.08% | 11.88% | 10.91% | 6.08% | 5.33% | 5.88% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CORRECTIONS CORPORATION OF AMERICA 401K SAVINGS AND RETIREMENT 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 (%) | -0.42 | 33.08 | 11.88 | 10.91 | 6.08 | 5.33 | 5.88 | … | … | 0.84 | 22.72 | 27.10 | -8.34 | 3.47 | 14.05 | 1.30 | -1.67 | 10.81 | 3.32 | -5.21 | -1.90 | 14.86 | 3.10 | -1.28 | 1.31 | 9.14 | 0.84 | 11.01 | 11.01 | 3.70 | 9.80 | 13.73 | 5.07 | 6.34 |
| Sharpe Ratio | NA | 2.73 | 1.05 | 0.95 | 0.62 | NA | NA | … | … | 0.15 | 2.52 | 3.56 | -0.75 | 0.35 | 1.59 | -0.03 | -0.38 | 2.08 | 0.79 | -1.02 | -0.33 | 2.24 | 0.59 | -0.14 | 0.12 | 1.22 | -0.04 | 0.85 | 1.00 | 0.25 | 1.04 | 2.14 | 1.19 | 1.16 |
| Standard Deviation(%) | NA | 6.35 | 9.14 | 9.18 | 7.51 | NA | NA | … | … | 5.28 | 6.39 | 6.42 | 12.97 | 9.72 | 8.69 | 3.99 | 7.80 | 4.88 | 3.96 | 5.12 | 5.89 | 6.62 | 5.16 | 9.49 | 9.92 | 7.43 | 2.12 | 9.39 | 7.72 | 6.07 | 8.49 | 6.10 | 3.32 | 3.47 |
| Draw Down(%) | NA | 3.61 | 14.83 | 18.15 | 18.15 | NA | NA | … | … | 0.29 | 3.61 | 2.55 | 15.84 | 6.00 | 6.99 | 4.54 | 8.22 | 2.35 | 2.51 | 5.61 | 5.78 | 4.26 | 4.85 | 10.22 | 9.41 | 4.24 | 2.14 | 6.63 | 9.88 | 4.97 | 6.99 | 3.03 | 1.90 | 2.29 |
| Yield(%) | NA | 18.98 | 11.84 | 9.24 | 5.49 | NA | NA | … | … | NA | 5.90 | 18.04 | 7.21 | 3.60 | 8.07 | 2.99 | 2.58 | 0.54 | 0.97 | 1.86 | 2.44 | 4.28 | 1.99 | 1.25 | 1.74 | 2.50 | 2.61 | 4.69 | 4.67 | 3.20 | 2.64 | 2.66 | 3.80 | 5.91 |
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 |
|---|---|---|---|---|
| CORRECTIONS CORPORATION OF AMERICA 401K SAVINGS AND RETIREMENT PLAN Tactical Asset Allocation Modera |
-1.32%
Dec 2013 – Dec 2016 |
0.14%
Sep 2017 – Sep 2022 |
1.68%
Mar 2010 – Mar 2020 |
2.21%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CORRECTIONS CORPORATION OF AMERICA 401K SAVINGS AND RETIREMENT PLAN Tactical Asset Allocation Modera |
13.92%
Nov 2021 – Nov 2024 |
11.51%
Nov 2019 – Nov 2024 |
7.47%
Apr 2001 – Apr 2011 |
5.74%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart