Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE SAVINGS and INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | -13.78% | -10.45% | -1.59% | 0.37% | 2.33% | 3.90% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE SAVINGS and INVESTMENT 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 (%) | -0.81 | -13.78 | -10.45 | -1.59 | 0.37 | 2.33 | 3.90 | … | … | 0.53 | 5.66 | 9.17 | -15.23 | 8.92 | 13.58 | 4.95 | -4.04 | 11.26 | 6.69 | -4.92 | 0.17 | 13.47 | 6.08 | 4.42 | 4.56 | 12.95 | 1.86 | 9.50 | 12.35 | 4.56 | 11.80 | 19.32 | 7.81 | 6.45 |
| Sharpe Ratio | NA | 0.01 | -0.17 | 0.07 | 0.11 | NA | NA | … | … | 0.07 | -0.02 | 0.72 | -1.77 | 0.98 | 1.55 | 0.82 | -0.77 | 2.28 | 1.34 | -0.96 | 0.02 | 1.93 | 1.06 | 0.49 | 0.42 | 1.53 | 0.16 | 0.68 | 1.16 | 0.40 | 1.62 | 3.37 | 1.52 | 0.81 |
| Standard Deviation(%) | NA | 42.84 | 25.65 | 20.62 | 15.05 | NA | NA | … | … | 7.13 | 42.84 | 6.84 | 9.39 | 9.11 | 8.63 | 4.35 | 6.96 | 4.66 | 4.82 | 5.18 | 6.67 | 6.95 | 5.68 | 9.04 | 10.66 | 8.42 | 5.80 | 9.50 | 7.80 | 5.99 | 6.72 | 5.53 | 4.41 | 5.11 |
| Draw Down(%) | NA | 27.09 | 27.09 | 29.32 | 29.32 | NA | NA | … | … | 0.50 | 27.09 | 6.25 | 15.94 | 6.69 | 9.19 | 2.75 | 10.16 | 2.01 | 2.43 | 6.44 | 5.24 | 5.36 | 4.65 | 7.67 | 10.49 | 4.34 | 4.64 | 7.44 | 9.16 | 4.34 | 6.54 | 3.13 | 2.84 | 3.90 |
| Yield(%) | NA | 4.19 | 4.08 | 4.10 | 3.21 | NA | NA | … | … | NA | 0.71 | 4.14 | 3.76 | 3.55 | 3.46 | 5.43 | 2.22 | 0.25 | 3.09 | 1.49 | 4.24 | 3.82 | 4.38 | 2.51 | 4.13 | 5.20 | 4.34 | 5.43 | 5.05 | 3.93 | 2.83 | 4.04 | 6.06 | 7.42 |
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 |
|---|---|---|---|---|
| THE SAVINGS and INVESTMENT PLAN Tactical Asset Allocation Moderate |
-10.33%
Oct 2021 – Oct 2024 |
-1.59%
Oct 2019 – Oct 2024 |
0.37%
Oct 2014 – Oct 2024 |
2.36%
Oct 2009 – Oct 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE SAVINGS and INVESTMENT PLAN Tactical Asset Allocation Moderate |
13.55%
Apr 2003 – Apr 2006 |
12.40%
Oct 2002 – Oct 2007 |
9.80%
Apr 2001 – Apr 2011 |
7.68%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart