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 Strategic Asset Allocation – Optimal Moderate | NA | 22.93% | 1.86% | 6.54% | 6.41% | 8.20% | 7.31% | … | … |
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 Strategic Asset Allocation – Optimal 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 (%) | -0.72 | 22.93 | 1.86 | 6.54 | 6.41 | 8.20 | 7.31 | … | … | 0.18 | 5.30 | 13.00 | -12.26 | 8.99 | 16.25 | 17.71 | -5.87 | 11.22 | 9.83 | 1.34 | 5.51 | 17.04 | 12.85 | 4.21 | 15.81 | 22.71 | -21.53 | 8.61 | 12.53 | 6.80 | 11.57 | 25.59 | -0.86 | 5.43 |
| Sharpe Ratio | NA | 0.07 | -0.19 | 0.25 | 0.42 | NA | NA | … | … | 0.02 | -0.13 | 0.94 | -0.92 | 0.98 | 0.81 | 2.42 | -0.81 | 2.42 | 1.19 | 0.15 | 0.84 | 2.29 | 1.75 | 0.30 | 1.34 | 1.32 | -1.02 | 0.60 | 1.20 | 0.68 | 1.45 | 3.13 | -0.19 | 0.37 |
| Standard Deviation(%) | NA | 9.59 | 11.58 | 13.26 | 10.78 | NA | NA | … | … | 8.03 | 9.75 | 9.31 | 14.86 | 9.19 | 19.79 | 6.72 | 8.87 | 4.38 | 8.11 | 8.71 | 6.54 | 7.43 | 7.31 | 13.73 | 11.75 | 17.13 | 22.07 | 9.41 | 7.75 | 6.81 | 7.35 | 7.97 | 10.38 | 8.56 |
| Draw Down(%) | NA | 6.17 | 17.97 | 23.35 | 23.35 | NA | NA | … | … | 0.67 | 6.17 | 9.74 | 18.67 | 4.84 | 23.35 | 3.00 | 12.43 | 1.80 | 5.79 | 8.43 | 5.68 | 6.46 | 5.19 | 11.86 | 8.42 | 18.38 | 34.40 | 6.17 | 7.15 | 4.16 | 5.96 | 6.31 | 14.60 | 9.28 |
| Yield(%) | NA | 3.74 | 5.07 | 4.43 | 4.33 | NA | NA | … | … | NA | 0.82 | 3.54 | 6.09 | 4.50 | 3.58 | 3.34 | 5.32 | 0.46 | 4.12 | 7.66 | 3.98 | 4.06 | 3.96 | 3.77 | 3.40 | 4.05 | 4.38 | 5.41 | 4.95 | 3.24 | 4.13 | 2.95 | 4.03 | 5.40 |
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 Strategic Asset Allocation – Optimal Moderate |
-6.66%
Feb 2006 – Feb 2009 |
-0.78%
Feb 2004 – Feb 2009 |
4.98%
Oct 2013 – Oct 2023 |
5.68%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Tax-Efficient Savings Plan for Hourly Employees Strategic Asset Allocation – Optimal Moderate |
21.40%
Feb 2009 – Feb 2012 |
17.92%
Feb 2009 – Feb 2014 |
11.47%
Feb 2009 – Feb 2019 |
9.91%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart