Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Federal Deposit Insurance Corporation Savings Plan Tactical Asset Allocation Moderate | NA | 4.79% | 4.60% | 3.63% | 3.29% | 4.78% | 5.60% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Federal Deposit Insurance Corporation Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.12 | 4.79 | 4.60 | 3.63 | 3.29 | 4.78 | 5.60 | … | … | 0.81 | 18.92 | -8.75 | 7.06 | 9.52 | 8.80 | -2.61 | 10.76 | 8.05 | -5.30 | -0.68 | 13.31 | 7.06 | 0.74 | 3.55 | 18.02 | 0.40 | 10.12 | 11.70 | 4.08 | 9.45 | 16.33 | 3.00 | 6.10 |
| Sharpe Ratio | NA | 1.94 | 0.42 | 0.64 | 0.51 | NA | NA | … | … | 0.07 | 2.04 | -1.08 | 0.83 | 0.97 | 1.63 | -0.53 | 2.07 | 1.94 | -1.02 | -0.12 | 1.93 | 1.41 | 0.08 | 0.38 | 3.42 | -0.17 | 0.74 | 1.07 | 0.31 | 1.13 | 2.84 | 0.62 | 1.00 |
| Standard Deviation(%) | NA | 7.46 | 8.29 | 8.07 | 6.91 | NA | NA | … | … | 7.37 | 7.19 | 9.35 | 8.44 | 9.55 | 4.55 | 7.42 | 4.90 | 4.04 | 5.23 | 5.77 | 6.87 | 4.95 | 8.47 | 9.21 | 5.24 | 3.15 | 9.64 | 7.92 | 6.07 | 7.56 | 5.51 | 3.04 | 3.80 |
| Draw Down(%) | NA | 4.72 | 14.37 | 14.37 | 14.37 | NA | NA | … | … | 1.73 | 4.72 | 13.23 | 5.02 | 13.06 | 4.05 | 8.50 | 2.74 | 2.87 | 7.46 | 5.63 | 4.84 | 5.30 | 9.27 | 8.58 | 2.38 | 2.21 | 7.22 | 9.48 | 4.81 | 6.57 | 2.69 | 1.77 | 2.69 |
| Yield(%) | NA | 14.95 | 9.81 | 7.89 | 5.47 | NA | NA | … | … | 0.84 | 14.97 | 7.57 | 5.85 | 5.03 | 5.11 | 4.33 | 0.49 | 4.32 | 1.95 | 4.34 | 2.65 | 3.52 | 2.53 | 4.94 | 4.89 | 3.13 | 5.20 | 3.57 | 3.44 | 3.24 | 3.34 | 3.86 | 5.00 |
Data as of 10/31/2023, 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 Deposit Insurance Corporation Savings Plan Tactical Asset Allocation Moderate |
0.54%
Dec 2013 – Dec 2016 |
1.85%
Dec 2013 – Dec 2018 |
2.87%
Apr 2010 – Apr 2020 |
4.26%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Federal Deposit Insurance Corporation Savings Plan Tactical Asset Allocation Moderate |
11.20%
Mar 2003 – Mar 2006 |
11.16%
Oct 2002 – Oct 2007 |
8.65%
Apr 2001 – Apr 2011 |
7.24%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart