Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| INSTITUTE FOR DEFENSE ANALYSES QUALIFIED RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 24.88% | 0.05% | 5.13% | 3.40% | 5.15% | 7.33% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INSTITUTE FOR DEFENSE ANALYSES QUALIFIED RETIREMENT 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 (%) | -1.45 | 24.88 | 0.05 | 5.13 | 3.40 | 5.15 | 7.33 | … | … | -0.02 | 8.37 | 14.71 | -22.24 | 13.80 | 13.31 | 8.16 | -3.26 | 9.40 | 3.98 | -7.99 | 2.83 | 11.73 | 8.89 | 5.09 | 12.79 | 23.42 | 0.74 | 18.70 | 15.18 | 10.66 | 10.75 | 19.89 | 10.42 | 6.35 |
| Sharpe Ratio | NA | 0.34 | -0.31 | 0.16 | 0.16 | NA | NA | … | … | -0.01 | 0.19 | 0.99 | -1.43 | 1.36 | 1.34 | 1.28 | -0.63 | 1.76 | 0.67 | -1.33 | 0.46 | 1.72 | 1.86 | 0.59 | 1.05 | 2.25 | -0.03 | 1.26 | 1.26 | 1.17 | 1.08 | 3.13 | 1.58 | 0.70 |
| Standard Deviation(%) | NA | 9.04 | 12.47 | 11.57 | 9.18 | NA | NA | … | … | 10.03 | 9.14 | 10.57 | 16.55 | 10.16 | 9.73 | 5.26 | 7.28 | 4.99 | 5.65 | 6.05 | 6.09 | 6.79 | 4.74 | 8.59 | 12.09 | 10.36 | 6.24 | 12.42 | 9.46 | 7.27 | 9.06 | 6.13 | 5.89 | 5.81 |
| Draw Down(%) | NA | 5.28 | 22.96 | 25.93 | 25.93 | NA | NA | … | … | 0.91 | 5.27 | 10.09 | 25.81 | 7.24 | 9.66 | 2.85 | 10.63 | 2.39 | 5.57 | 10.82 | 7.00 | 6.60 | 2.89 | 6.90 | 8.56 | 4.71 | 5.39 | 10.06 | 13.08 | 5.47 | 13.61 | 3.56 | 4.64 | 4.81 |
| Yield(%) | NA | 3.10 | 3.52 | 3.63 | 3.19 | NA | NA | … | … | NA | 0.36 | 3.28 | 3.68 | 2.95 | 2.65 | 5.67 | 2.52 | 0.22 | 3.90 | 3.38 | 3.71 | 3.68 | 4.87 | 5.85 | 4.87 | 4.05 | 4.31 | 4.66 | 3.30 | 3.77 | 3.16 | 5.56 | 4.68 | 6.85 |
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 |
|---|---|---|---|---|
| INSTITUTE FOR DEFENSE ANALYSES QUALIFIED RETIREMENT PLAN Tactical Asset Allocation Moderate |
-1.90%
Apr 2021 – Apr 2024 |
0.49%
May 2014 – May 2019 |
1.50%
Oct 2013 – Oct 2023 |
4.63%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INSTITUTE FOR DEFENSE ANALYSES QUALIFIED RETIREMENT PLAN Tactical Asset Allocation Moderate |
18.85%
Oct 2004 – Oct 2007 |
16.04%
Apr 2005 – Apr 2010 |
13.29%
Apr 2001 – Apr 2011 |
9.82%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart