Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DOW JONES 401K SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 25.52% | 1.42% | 8.17% | 5.15% | 6.24% | 6.69% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DOW JONES 401K 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 (%) | -1.47 | 25.52 | 1.42 | 8.17 | 5.15 | 6.24 | 6.69 | … | … | -0.12 | 5.78 | 12.88 | -18.75 | 20.95 | 18.94 | 8.31 | -2.75 | 4.04 | 4.29 | -2.46 | 2.16 | 16.81 | 8.61 | 4.06 | 6.86 | 8.50 | 0.96 | 7.57 | 19.68 | 5.84 | 10.79 | 20.87 | 1.85 | 3.39 |
| Sharpe Ratio | NA | -0.03 | -0.35 | 0.39 | 0.31 | NA | NA | … | … | -0.02 | -0.09 | 0.85 | -1.29 | 2.46 | 1.73 | 1.30 | -0.53 | 0.51 | 0.74 | -0.40 | 0.35 | 2.40 | 1.65 | 0.39 | 0.55 | 0.98 | 0.01 | 0.47 | 2.14 | 0.66 | 1.70 | 2.26 | 0.30 | 1.26 |
| Standard Deviation(%) | NA | 8.72 | 11.84 | 11.08 | 9.03 | NA | NA | … | … | 8.29 | 8.78 | 10.13 | 15.56 | 8.51 | 10.82 | 5.30 | 7.68 | 6.74 | 5.52 | 6.24 | 6.17 | 7.00 | 5.18 | 10.37 | 12.34 | 8.59 | 2.43 | 9.75 | 7.65 | 5.58 | 5.81 | 8.92 | 2.45 | 0.85 |
| Draw Down(%) | NA | 7.86 | 21.17 | 23.34 | 23.34 | NA | NA | … | … | 0.84 | 7.65 | 9.54 | 23.27 | 4.79 | 12.02 | 2.43 | 9.60 | 6.54 | 3.86 | 6.70 | 4.58 | 5.83 | 4.09 | 10.02 | 8.71 | 4.41 | 1.60 | 6.52 | 5.73 | 3.75 | 6.58 | 4.06 | 1.73 | 0.28 |
| Yield(%) | NA | 5.72 | 5.64 | 4.82 | 3.39 | NA | NA | … | … | NA | 0.64 | 5.71 | 5.28 | 5.13 | 4.69 | 2.69 | 2.61 | 0.06 | 2.35 | 2.41 | 2.69 | 4.93 | 3.53 | 2.27 | 1.94 | 1.50 | 2.28 | 2.77 | 3.77 | 3.99 | 3.42 | 0.43 | 1.05 | 2.27 |
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 |
|---|---|---|---|---|
| DOW JONES 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
-1.01%
Dec 2021 – Dec 2024 |
0.88%
Feb 2014 – Feb 2019 |
3.20%
Oct 2013 – Oct 2023 |
4.60%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DOW JONES 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
15.93%
Dec 2018 – Dec 2021 |
13.55%
Oct 2002 – Oct 2007 |
9.94%
Apr 2003 – Apr 2013 |
8.15%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart