Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Tax-Efficient Savings Plan for Hourly Employees Tactical Asset Allocation Moderate | NA | 17.56% | -0.73% | 4.78% | 3.80% | 4.88% | 5.57% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Tax-Efficient Savings Plan for Hourly Employees 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 (%) | -0.95 | 17.56 | -0.73 | 4.78 | 3.80 | 4.88 | 5.57 | … | … | 0.23 | 5.74 | 5.33 | -15.39 | 12.88 | 15.52 | 6.23 | -4.35 | 11.40 | 5.75 | -3.17 | -1.04 | 17.94 | 7.87 | 2.79 | 5.12 | 13.23 | 0.49 | 7.51 | 12.53 | 3.04 | 11.21 | 18.27 | 7.54 | 6.54 |
| Sharpe Ratio | NA | 0.05 | -0.57 | 0.19 | 0.26 | NA | NA | … | … | 0.02 | -0.08 | 0.14 | -1.70 | 1.40 | 1.70 | 1.08 | -0.78 | 2.35 | 1.08 | -0.64 | -0.16 | 2.42 | 1.43 | 0.31 | 0.48 | 1.63 | -0.07 | 0.49 | 1.22 | 0.14 | 1.38 | 3.36 | 1.95 | 1.16 |
| Standard Deviation(%) | NA | 10.27 | 9.41 | 9.31 | 7.61 | NA | NA | … | … | 8.18 | 10.35 | 7.80 | 9.86 | 9.20 | 9.02 | 4.48 | 7.28 | 4.59 | 5.11 | 5.02 | 6.44 | 7.41 | 5.46 | 9.03 | 10.50 | 8.04 | 5.89 | 9.14 | 7.57 | 6.25 | 7.47 | 5.23 | 3.30 | 3.66 |
| Draw Down(%) | NA | 6.76 | 18.64 | 19.61 | 19.61 | NA | NA | … | … | 0.59 | 6.76 | 7.64 | 16.44 | 4.42 | 11.09 | 3.02 | 9.29 | 1.70 | 3.08 | 5.67 | 6.71 | 5.44 | 3.39 | 7.75 | 10.27 | 4.02 | 4.66 | 6.05 | 8.07 | 4.11 | 6.90 | 3.10 | 1.65 | 2.77 |
| Yield(%) | NA | 3.45 | 6.40 | 5.02 | 4.20 | NA | NA | … | … | NA | 0.82 | 3.33 | 5.81 | 9.02 | 2.31 | 4.56 | 3.76 | 0.26 | 2.49 | 5.38 | 4.30 | 3.06 | 4.40 | 2.78 | 3.87 | 5.28 | 4.60 | 4.20 | 4.54 | 2.67 | 2.01 | 3.13 | 5.70 | 6.65 |
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 |
|---|---|---|---|---|
| Tax-Efficient Savings Plan for Hourly Employees Tactical Asset Allocation Moderate |
-1.96%
Dec 2021 – Dec 2024 |
1.36%
Sep 2018 – Sep 2023 |
2.27%
Oct 2013 – Oct 2023 |
4.18%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Tax-Efficient Savings Plan for Hourly Employees Tactical Asset Allocation Moderate |
12.35%
Apr 2003 – Apr 2006 |
11.40%
Oct 2002 – Oct 2007 |
9.16%
Apr 2001 – Apr 2011 |
7.48%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart