Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Federal Reserve 401(k) Thrift Plan Tactical Asset Allocation Moderate | NA | 25.22% | 1.69% | 5.76% | 4.30% | 5.77% | 6.73% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Federal Reserve 401(k) Thrift 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 (%) | -1.44 | 25.22 | 1.69 | 5.76 | 4.30 | 5.77 | 6.73 | … | … | -0.20 | 8.80 | 13.34 | -18.70 | 18.62 | 7.86 | 9.55 | -3.90 | 10.30 | 4.23 | -4.34 | 4.52 | 10.82 | 10.04 | 4.28 | 9.61 | 11.07 | 5.42 | 7.94 | 20.37 | 3.62 | 13.29 | 19.93 | 9.56 | 6.37 |
| Sharpe Ratio | NA | 0.34 | -0.26 | 0.24 | 0.26 | NA | NA | … | … | -0.03 | 0.26 | 0.90 | -1.29 | 2.16 | 0.87 | 1.73 | -0.70 | 2.30 | 0.75 | -0.74 | 0.84 | 1.69 | 1.96 | 0.43 | 0.81 | 1.15 | 0.71 | 0.48 | 2.19 | 0.20 | 1.60 | 3.52 | 1.62 | 0.76 |
| Standard Deviation(%) | NA | 8.59 | 11.81 | 10.70 | 8.55 | NA | NA | … | … | 8.65 | 8.65 | 10.08 | 15.61 | 8.62 | 8.75 | 4.69 | 7.42 | 4.21 | 5.37 | 5.90 | 5.39 | 6.37 | 5.10 | 9.93 | 11.74 | 9.52 | 6.36 | 10.32 | 7.81 | 7.13 | 7.73 | 5.46 | 5.22 | 5.34 |
| Draw Down(%) | NA | 5.19 | 20.96 | 22.94 | 22.94 | NA | NA | … | … | 0.84 | 4.92 | 9.40 | 22.86 | 4.17 | 12.30 | 2.50 | 9.76 | 1.54 | 3.58 | 8.12 | 4.47 | 6.30 | 3.60 | 9.36 | 8.51 | 4.51 | 4.41 | 7.14 | 6.21 | 4.92 | 10.00 | 3.17 | 3.75 | 4.39 |
| Yield(%) | NA | 3.36 | 3.75 | 3.31 | 2.70 | NA | NA | … | … | NA | 0.43 | 3.50 | 3.87 | 3.38 | 2.65 | 3.27 | 1.92 | 0.26 | 2.43 | 2.94 | 2.81 | 2.97 | 4.16 | 5.51 | 4.36 | 4.44 | 5.25 | 3.21 | 4.19 | 4.32 | 3.68 | 6.00 | 5.40 | 6.84 |
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 Reserve 401(k) Thrift Plan Tactical Asset Allocation Moderate |
0.09%
Dec 2021 – Dec 2024 |
1.41%
Mar 2015 – Mar 2020 |
2.48%
Oct 2013 – Oct 2023 |
4.66%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Federal Reserve 401(k) Thrift Plan Tactical Asset Allocation Moderate |
14.41%
Mar 2003 – Mar 2006 |
13.79%
Jan 2002 – Jan 2007 |
11.25%
Apr 2001 – Apr 2011 |
8.82%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart