Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TBC Test Plan Tactical Asset Allocation Moderate | NA | 4.13% | -0.84% | -1.45% | -0.82% | 5.50% | 5.82% | … | … |
Data as of 08/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TBC Test Plan Tactical Asset Allocation Moderate | 12/31/2000 | 11/08/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 1.43 | 4.13 | -0.84 | -1.45 | -0.82 | 5.50 | 5.82 | … | … | 1.12 | -13.88 | 7.00 | -6.97 | 11.18 | -13.38 | 5.11 | 1.54 | -5.56 | -0.99 | 8.92 | 17.58 | 9.93 | 23.35 | 51.26 | -6.09 | 4.02 | 19.89 | 1.96 | 8.04 | 7.84 | 7.59 | 6.15 |
| Sharpe Ratio | NA | 0.14 | -0.32 | -0.26 | -0.09 | NA | NA | … | … | -0.27 | -1.01 | 0.75 | -0.48 | 1.47 | -0.17 | 0.49 | 0.17 | -0.89 | -0.11 | 0.95 | 2.13 | 0.78 | 1.80 | 2.17 | -0.74 | 0.08 | 2.32 | -0.02 | 0.62 | 1.74 | 0.81 | 0.51 |
| Standard Deviation(%) | NA | 10.57 | 11.64 | 11.65 | 28.58 | NA | NA | … | … | 9.68 | 15.11 | 9.26 | 15.17 | 6.65 | 85.13 | 9.08 | 7.84 | 6.28 | 9.03 | 9.36 | 8.23 | 12.65 | 12.89 | 23.59 | 9.50 | 12.18 | 7.18 | 9.57 | 11.48 | 4.10 | 8.00 | 7.47 |
| Draw Down(%) | NA | 10.28 | 23.55 | 23.77 | 41.56 | NA | NA | … | … | 10.28 | 22.43 | 6.21 | 17.02 | 4.27 | 37.10 | 8.05 | 6.35 | 10.05 | 11.74 | 11.19 | 5.78 | 9.89 | 9.52 | 18.38 | 14.48 | 10.28 | 3.76 | 8.02 | 13.64 | 2.21 | 11.27 | 8.68 |
| Yield(%) | NA | 4.54 | 3.60 | 3.26 | 3.16 | NA | NA | … | … | 2.45 | 3.78 | 3.67 | 1.78 | 3.81 | 1.05 | 0.46 | 4.87 | 3.52 | 5.58 | 4.51 | 8.77 | 13.62 | 8.24 | 12.36 | 1.08 | 2.76 | 5.99 | 3.37 | 2.03 | 1.77 | 2.55 | 2.53 |
Data as of 08/31/2023, 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 |
|---|---|---|---|---|
| TBC Test Plan Tactical Asset Allocation Moderate |
-5.77%
Oct 2019 – Oct 2022 |
-5.18%
Sep 2017 – Sep 2022 |
-1.87%
Oct 2013 – Oct 2023 |
4.27%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TBC Test Plan Tactical Asset Allocation Moderate |
27.05%
Dec 2008 – Dec 2011 |
21.31%
Dec 2008 – Dec 2013 |
14.30%
Jul 2004 – Jul 2014 |
9.65%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison Chart