Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CSG SAVINGS PLAN (75541) Strategic Asset Allocation – Optimal Moderate | NA | 4.64% | 5.66% | 7.02% | 5.71% | 8.10% | NA | … | … |
Data as of 07/31/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSG SAVINGS PLAN (75541) Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.03 | 4.64 | 5.66 | 7.02 | 5.71 | 8.10 | NA | … | … | 10.52 | 2.05 | 5.73 | 5.16 | 8.96 | 13.11 | -0.08 | 14.90 | 25.92 | -23.10 | 9.54 | 9.90 | 12.02 | 13.92 | 25.49 | -10.06 | -6.83 |
| Sharpe Ratio | NA | 1.58 | 0.50 | 0.67 | 0.40 | NA | NA | … | … | 2.28 | 0.23 | 0.33 | 0.61 | 1.26 | 1.81 | -0.01 | 1.31 | 1.59 | -1.15 | 0.74 | 0.80 | 1.62 | 1.66 | 3.29 | -1.05 | -0.81 |
| Standard Deviation(%) | NA | 4.99 | 11.80 | 10.03 | 12.63 | NA | NA | … | … | 4.40 | 8.05 | 17.19 | 8.44 | 7.07 | 7.22 | 13.82 | 11.30 | 16.25 | 20.96 | 8.84 | 8.24 | 6.09 | 7.84 | 7.53 | 10.61 | 11.32 |
| Draw Down(%) | NA | 3.46 | 13.17 | 13.17 | 37.18 | NA | NA | … | … | 1.72 | 7.64 | 8.16 | 5.18 | 7.36 | 5.90 | 13.43 | 8.45 | 17.76 | 34.74 | 5.96 | 9.94 | 4.00 | 6.93 | 5.83 | 17.43 | 21.01 |
| Yield(%) | NA | 3.94 | 9.35 | 6.41 | 5.06 | NA | NA | … | … | 3.05 | 2.06 | 15.60 | 8.63 | 0.90 | 3.57 | 2.54 | 3.43 | 2.72 | 4.02 | 6.64 | 4.81 | 3.63 | 2.67 | 2.50 | 2.32 | 4.06 |
Data as of 07/31/2017, 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 |
|---|---|---|---|---|
| CSG SAVINGS PLAN (75541) Strategic Asset Allocation – Optimal Moderate |
-7.46%
Feb 2006 – Feb 2009 |
0.15%
Feb 2004 – Feb 2009 |
5.41%
Jun 2007 – Jun 2017 |
5.97%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSG SAVINGS PLAN (75541) Strategic Asset Allocation – Optimal Moderate |
20.37%
Feb 2009 – Feb 2012 |
15.35%
Feb 2009 – Feb 2014 |
9.81%
Mar 2003 – Mar 2013 |
8.47%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart