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 Strategic Asset Allocation – Optimal Moderate | NA | 12.31% | 1.16% | 6.98% | 5.59% | 7.39% | 6.80% | … | … |
Data as of 07/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RLI CORP 401K PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 10/24/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 1.85 | 12.31 | 1.16 | 6.98 | 5.59 | 7.39 | 6.80 | … | … | 12.58 | 10.74 | -15.17 | 9.33 | 18.58 | 19.57 | -5.63 | 7.46 | 4.88 | -0.77 | 5.85 | 16.42 | 14.13 | -1.45 | 13.44 | 24.59 | -23.34 | 6.60 | 15.15 | 7.09 | 14.80 | 22.27 | -1.11 | 4.54 |
| Sharpe Ratio | NA | 2.31 | -0.20 | 0.40 | 0.37 | NA | NA | … | … | 0.80 | 0.68 | -1.18 | 0.99 | 1.04 | 2.75 | -0.32 | 1.26 | 0.56 | -0.09 | 0.94 | 2.28 | 1.82 | -0.10 | 1.16 | 1.27 | -1.07 | 0.40 | 1.69 | 0.89 | 2.11 | 2.79 | -0.23 | 0.28 |
| Standard Deviation(%) | NA | 8.92 | 11.04 | 12.24 | 12.05 | NA | NA | … | … | 8.52 | 9.58 | 13.97 | 9.37 | 17.63 | 6.60 | 21.94 | 5.44 | 8.33 | 8.72 | 6.24 | 7.18 | 7.74 | 14.74 | 11.51 | 19.26 | 22.61 | 8.99 | 7.04 | 5.50 | 6.57 | 7.74 | 9.45 | 7.95 |
| Draw Down(%) | NA | 4.55 | 23.76 | 23.76 | 23.76 | NA | NA | … | … | 4.55 | 11.24 | 22.09 | 5.28 | 21.63 | 3.10 | 21.29 | 5.03 | 7.94 | 8.75 | 4.91 | 6.44 | 6.44 | 14.99 | 8.95 | 18.07 | 36.07 | 5.99 | 7.09 | 3.72 | 6.54 | 7.34 | 14.26 | 9.86 |
| Yield(%) | NA | 5.43 | 4.06 | 4.58 | 4.04 | NA | NA | … | … | 0.85 | 5.21 | 3.72 | 2.37 | 7.12 | 3.67 | 4.78 | 0.72 | 4.13 | 5.40 | 2.80 | 5.05 | 3.59 | 2.93 | 4.36 | 3.44 | 4.96 | 9.70 | 6.23 | 4.12 | 3.99 | 3.51 | 4.72 | 4.99 |
Data as of 07/31/2024, 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 Strategic Asset Allocation – Optimal Moderate |
-7.64%
Feb 2006 – Feb 2009 |
-0.50%
Feb 2004 – Feb 2009 |
3.85%
Oct 2013 – Oct 2023 |
4.45%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RLI CORP 401K PLAN Strategic Asset Allocation – Optimal Moderate |
19.14%
Feb 2009 – Feb 2012 |
16.70%
Feb 2009 – Feb 2014 |
9.78%
Feb 2009 – Feb 2019 |
8.84%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart