Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RLI CORP 401K PLAN Tactical Asset Allocation Moderate | NA | 12.07% | -2.92% | 3.91% | 3.42% | 5.26% | 6.46% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RLI CORP 401K 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 (%) | -1.35 | 12.07 | -2.92 | 3.91 | 3.42 | 5.26 | 6.46 | … | … | 847.61 | -4.30 | 2.64 | -12.61 | 13.38 | 14.30 | 9.82 | -2.89 | 8.04 | 4.62 | -3.85 | 3.02 | 15.55 | 9.68 | 2.56 | 9.84 | 16.43 | 1.99 | 8.39 | 21.04 | 4.05 | 12.73 | 20.56 | 8.39 | 7.42 |
| Sharpe Ratio | NA | 3.68 | 0.76 | 0.58 | 0.38 | NA | NA | … | … | 0.54 | -1.02 | -0.22 | -1.47 | 1.35 | 1.59 | 1.76 | -0.57 | 1.36 | 0.85 | -0.63 | 0.52 | 2.21 | 1.73 | 0.26 | 0.80 | 1.82 | 0.19 | 0.57 | 2.25 | 0.28 | 1.57 | 4.12 | 1.65 | 1.11 |
| Standard Deviation(%) | NA | 221.53 | 128.35 | 99.47 | 70.43 | NA | NA | … | … | 1,564.51 | 10.65 | 7.41 | 9.51 | 9.89 | 8.87 | 4.77 | 7.32 | 5.45 | 5.22 | 6.18 | 5.77 | 7.01 | 5.56 | 9.87 | 12.15 | 9.00 | 5.53 | 9.42 | 7.89 | 6.81 | 7.51 | 4.82 | 4.41 | 4.60 |
| Draw Down(%) | NA | 10.72 | 17.67 | 19.89 | 19.89 | NA | NA | … | … | 4.80 | 10.72 | 8.21 | 13.19 | 4.20 | 9.17 | 2.39 | 9.10 | 4.34 | 3.16 | 7.65 | 4.04 | 6.04 | 4.32 | 9.67 | 9.08 | 4.30 | 4.15 | 7.10 | 6.17 | 4.79 | 9.72 | 2.07 | 4.65 | 3.09 |
| Yield(%) | NA | 4.69 | 3.88 | 4.68 | 3.86 | NA | NA | … | … | NA | 0.86 | 4.44 | 3.47 | 2.65 | 7.92 | 4.50 | 3.23 | 0.54 | 3.89 | 3.56 | 3.61 | 4.39 | 4.40 | 2.65 | 4.94 | 5.05 | 4.05 | 5.02 | 6.22 | 3.79 | 4.82 | 5.24 | 6.87 | 8.04 |
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 |
|---|---|---|---|---|
| RLI CORP 401K PLAN Tactical Asset Allocation Moderate |
-4.96%
Dec 2021 – Dec 2024 |
1.69%
Dec 2013 – Dec 2018 |
2.57%
Dec 2014 – Dec 2024 |
4.36%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RLI CORP 401K PLAN Tactical Asset Allocation Moderate |
14.58%
Mar 2003 – Mar 2006 |
14.18%
Oct 2002 – Oct 2007 |
11.60%
Apr 2001 – Apr 2011 |
9.20%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart