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 Strategic Asset Allocation – Optimal Moderate | NA | 25.60% | 2.23% | 6.34% | 5.80% | 7.31% | 6.63% | … | … |
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 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 (%) | -1.10 | 25.60 | 2.23 | 6.34 | 5.80 | 7.31 | 6.63 | … | … | -0.05 | 9.91 | 14.54 | -16.92 | 12.82 | 10.77 | 19.39 | -6.05 | 11.03 | 7.33 | -0.61 | 7.09 | 11.51 | 12.46 | 0.52 | 15.76 | 22.96 | -22.85 | 7.27 | 13.92 | 7.11 | 14.26 | 23.09 | -4.56 | -0.01 |
| Sharpe Ratio | NA | 0.54 | -0.18 | 0.24 | 0.39 | NA | NA | … | … | -0.02 | 0.42 | 1.14 | -1.26 | 1.59 | 0.56 | 2.94 | -0.88 | 2.47 | 0.87 | -0.07 | 1.15 | 1.56 | 1.64 | 0.03 | 1.28 | 1.16 | -1.00 | 0.45 | 1.45 | 0.73 | 1.81 | 2.87 | -0.53 | -0.23 |
| Standard Deviation(%) | NA | 7.80 | 10.87 | 12.49 | 10.21 | NA | NA | … | … | 6.83 | 7.87 | 9.02 | 14.52 | 8.02 | 18.96 | 6.11 | 8.36 | 4.22 | 8.15 | 8.54 | 6.15 | 7.34 | 7.59 | 14.33 | 12.21 | 19.79 | 23.72 | 9.55 | 7.33 | 6.74 | 7.36 | 7.81 | 10.71 | 10.08 |
| Draw Down(%) | NA | 4.39 | 21.52 | 23.31 | 23.31 | NA | NA | … | … | 0.63 | 4.39 | 8.91 | 22.41 | 3.49 | 23.31 | 2.76 | 11.76 | 1.82 | 5.61 | 8.83 | 4.66 | 7.47 | 5.78 | 13.68 | 8.90 | 19.24 | 35.61 | 5.79 | 6.60 | 4.21 | 7.47 | 5.84 | 14.79 | 13.74 |
| Yield(%) | NA | 3.61 | 3.20 | 3.06 | 2.65 | NA | NA | … | … | NA | 1.10 | 3.09 | 2.69 | 2.98 | 2.87 | 2.79 | 2.03 | 0.45 | 3.46 | 2.51 | 2.94 | 3.20 | 3.39 | 3.90 | 3.33 | 3.13 | 3.40 | 3.57 | 3.18 | 3.53 | 3.53 | 3.99 | 3.14 | 3.75 |
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 Strategic Asset Allocation – Optimal Moderate |
-7.88%
Feb 2006 – Feb 2009 |
-0.91%
Feb 2004 – Feb 2009 |
4.20%
Oct 2013 – Oct 2023 |
4.44%
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 Strategic Asset Allocation – Optimal Moderate |
20.89%
Feb 2009 – Feb 2012 |
16.39%
Feb 2009 – Feb 2014 |
10.25%
Feb 2009 – Feb 2019 |
8.89%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart