Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TCF EMPLOYEES STOCK PURCHASE PLAN Strategic Asset Allocation – Optimal Moderate | NA | 25.05% | 2.41% | 6.96% | 6.60% | 8.36% | 7.58% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TCF EMPLOYEES STOCK PURCHASE PLAN 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 (%) | -1.06 | 25.05 | 2.41 | 6.96 | 6.60 | 8.36 | 7.58 | … | … | 0.08 | 10.87 | 14.42 | -16.34 | 9.51 | 15.82 | 20.88 | -5.53 | 12.01 | 9.81 | -1.15 | 8.43 | 14.13 | 13.12 | 0.04 | 19.55 | 28.31 | -26.10 | 10.21 | 11.90 | 9.36 | 15.03 | 25.64 | -5.58 | 6.17 |
| Sharpe Ratio | NA | 0.69 | -0.13 | 0.28 | 0.46 | NA | NA | … | … | 0.00 | 0.56 | 1.12 | -1.20 | 1.09 | 0.82 | 2.85 | -0.74 | 2.66 | 1.17 | -0.14 | 1.26 | 1.86 | 1.69 | 0.00 | 1.59 | 1.54 | -1.18 | 0.74 | 1.05 | 0.94 | 1.68 | 2.86 | -0.56 | 0.32 |
| Standard Deviation(%) | NA | 7.59 | 10.91 | 12.61 | 10.40 | NA | NA | … | … | 6.50 | 7.65 | 9.05 | 14.71 | 8.68 | 18.99 | 6.82 | 9.21 | 4.28 | 8.18 | 8.54 | 6.67 | 7.57 | 7.75 | 14.56 | 12.21 | 18.32 | 22.91 | 9.75 | 8.22 | 7.66 | 8.39 | 8.71 | 11.85 | 12.18 |
| Draw Down(%) | NA | 4.37 | 20.36 | 22.91 | 22.91 | NA | NA | … | … | 0.57 | 4.29 | 9.08 | 21.25 | 3.97 | 22.91 | 3.14 | 12.27 | 1.76 | 5.86 | 8.79 | 4.52 | 6.54 | 5.85 | 14.56 | 8.53 | 18.00 | 36.85 | 6.51 | 8.54 | 5.40 | 8.71 | 6.53 | 19.04 | 14.12 |
| Yield(%) | NA | 3.37 | 2.85 | 2.84 | 2.45 | NA | NA | … | … | NA | 1.09 | 2.86 | 2.08 | 3.08 | 2.61 | 2.81 | 1.84 | 0.46 | 3.05 | 2.40 | 2.50 | 2.84 | 3.50 | 2.74 | 2.54 | 2.93 | 2.76 | 3.11 | 2.83 | 2.72 | 2.95 | 3.61 | 2.61 | 3.25 |
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 |
|---|---|---|---|---|
| TCF EMPLOYEES STOCK PURCHASE PLAN Strategic Asset Allocation – Optimal Moderate |
-8.21%
Feb 2006 – Feb 2009 |
-0.61%
Feb 2004 – Feb 2009 |
5.15%
Oct 2013 – Oct 2023 |
5.46%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCF EMPLOYEES STOCK PURCHASE PLAN Strategic Asset Allocation – Optimal Moderate |
23.15%
Feb 2009 – Feb 2012 |
18.06%
Feb 2009 – Feb 2014 |
11.73%
Feb 2009 – Feb 2019 |
10.01%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart