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 Strategic Asset Allocation – Optimal Moderate | NA | 33.90% | 12.40% | 13.52% | 9.65% | 9.85% | 8.26% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Federal Deposit Insurance Corporation 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 (%) | -0.60 | 33.90 | 12.40 | 13.52 | 9.65 | 9.85 | 8.26 | … | … | 0.69 | 19.29 | 22.61 | -4.72 | 7.88 | 22.34 | 15.97 | -1.99 | 11.26 | 6.30 | 0.86 | 2.54 | 17.03 | 11.15 | 0.27 | 16.11 | 24.67 | -24.74 | 6.84 | 9.17 | 8.64 | 12.57 | 21.11 | -6.95 | 2.37 |
| Sharpe Ratio | NA | 1.93 | 0.85 | 0.88 | 0.79 | NA | NA | … | … | 0.07 | 1.73 | 2.36 | -0.47 | 0.85 | 1.18 | 1.82 | -0.36 | 2.20 | 0.69 | 0.10 | 0.36 | 2.42 | 1.31 | 0.02 | 1.33 | 1.40 | -1.12 | 0.40 | 0.77 | 1.02 | 1.54 | 2.27 | -0.69 | 0.01 |
| Standard Deviation(%) | NA | 7.28 | 9.68 | 11.97 | 10.18 | NA | NA | … | … | 9.01 | 7.33 | 7.78 | 12.89 | 9.21 | 18.69 | 7.99 | 9.17 | 4.83 | 8.79 | 8.65 | 7.04 | 7.01 | 8.45 | 15.17 | 12.03 | 17.57 | 22.92 | 9.70 | 7.71 | 6.31 | 7.56 | 8.98 | 11.67 | 9.07 |
| Draw Down(%) | NA | 4.07 | 13.28 | 20.44 | 20.44 | NA | NA | … | … | 0.70 | 4.07 | 5.11 | 13.66 | 6.72 | 20.44 | 4.36 | 11.89 | 1.49 | 8.28 | 7.64 | 5.40 | 4.17 | 7.07 | 13.96 | 8.68 | 16.45 | 33.90 | 6.49 | 8.70 | 4.47 | 5.44 | 8.48 | 19.21 | 13.85 |
| Yield(%) | NA | 17.18 | 11.86 | 8.50 | 6.05 | NA | NA | … | … | NA | 4.52 | 16.17 | 8.85 | 5.01 | 4.89 | 2.19 | 6.14 | 0.78 | 3.60 | 4.87 | 2.80 | 4.23 | 2.26 | 3.87 | 2.82 | 1.51 | 2.57 | 4.24 | 3.24 | 3.49 | 2.41 | 1.93 | 1.95 | 3.36 |
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 Deposit Insurance Corporation Savings Plan Strategic Asset Allocation – Optimal Moderate |
-8.67%
Feb 2006 – Feb 2009 |
-1.33%
Feb 2004 – Feb 2009 |
4.63%
Feb 2006 – Feb 2016 |
5.52%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Federal Deposit Insurance Corporation Savings Plan Strategic Asset Allocation – Optimal Moderate |
20.06%
Feb 2009 – Feb 2012 |
16.38%
Feb 2009 – Feb 2014 |
10.59%
Feb 2009 – Feb 2019 |
10.92%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart