Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Amica Mutual Insurance Company 401k Plan Tactical Asset Allocation Moderate | NA | 25.77% | 6.91% | 10.98% | 8.82% | 9.22% | 8.54% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Amica Mutual Insurance Company 401k 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 (%) | -1.24 | 25.77 | 6.91 | 10.98 | 8.82 | 9.22 | 8.54 | … | … | 0.55 | 15.63 | 15.89 | -8.33 | 13.67 | 18.00 | 19.14 | -3.87 | 11.71 | 11.33 | -0.70 | 8.51 | 16.98 | 10.67 | 2.74 | 7.39 | 9.98 | 0.94 | 7.28 | 11.00 | 3.64 | 11.73 | 20.53 | 5.83 | 7.60 |
| Sharpe Ratio | NA | 1.05 | 0.37 | 0.62 | 0.68 | NA | NA | … | … | 0.04 | 0.90 | 1.46 | -0.75 | 1.40 | 0.88 | 2.49 | -0.53 | 2.58 | 1.33 | -0.08 | 1.14 | 2.33 | 1.38 | 0.19 | 0.74 | 1.17 | 0.00 | 0.47 | 1.09 | 0.20 | 1.34 | 2.59 | 0.96 | 1.06 |
| Standard Deviation(%) | NA | 10.03 | 10.52 | 12.90 | 10.70 | NA | NA | … | … | 11.34 | 10.09 | 7.95 | 12.90 | 9.76 | 20.08 | 7.13 | 9.86 | 4.29 | 8.39 | 8.79 | 7.47 | 7.29 | 7.69 | 14.03 | 9.90 | 8.46 | 5.76 | 9.07 | 7.09 | 7.54 | 8.06 | 7.67 | 4.94 | 4.98 |
| Draw Down(%) | NA | 6.23 | 13.83 | 21.36 | 21.36 | NA | NA | … | … | 0.97 | 6.23 | 6.10 | 14.83 | 4.55 | 21.36 | 3.61 | 12.17 | 1.98 | 5.84 | 8.49 | 4.35 | 4.58 | 5.44 | 11.58 | 10.67 | 4.63 | 5.42 | 6.01 | 6.09 | 4.88 | 6.58 | 3.47 | 2.98 | 3.34 |
| Yield(%) | NA | 2.06 | 2.12 | 2.00 | 2.04 | NA | NA | … | … | NA | 1.29 | 2.23 | 2.01 | 1.42 | 1.87 | 2.45 | 1.68 | 2.28 | 2.26 | 1.83 | 2.02 | 2.04 | 2.68 | 2.27 | 2.33 | 3.61 | 4.49 | 2.60 | 3.19 | 2.69 | 3.04 | 2.98 | 5.08 | 6.63 |
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 |
|---|---|---|---|---|
| Amica Mutual Insurance Company 401k Plan Tactical Asset Allocation Moderate |
3.59%
Sep 2007 – Sep 2010 |
4.67%
Mar 2015 – Mar 2020 |
6.57%
Mar 2010 – Mar 2020 |
7.00%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Amica Mutual Insurance Company 401k Plan Tactical Asset Allocation Moderate |
16.91%
Dec 2018 – Dec 2021 |
12.11%
Oct 2016 – Oct 2021 |
10.43%
Sep 2011 – Sep 2021 |
9.32%
Nov 2009 – Nov 2024 |
Annualized Rolling Returns Comparison Chart