Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COA Trust 401k Plan Strategic Asset Allocation – Optimal Moderate | NA | 22.74% | 3.21% | 5.15% | 4.33% | 6.00% | 6.01% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COA Trust 401k 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 (%) | -1.14 | 22.74 | 3.21 | 5.15 | 4.33 | 6.00 | 6.01 | … | … | -0.01 | 5.19 | 11.27 | -9.84 | 6.64 | 7.11 | 13.74 | -5.52 | 9.37 | 6.62 | -1.85 | 4.16 | 11.97 | 13.49 | -4.49 | 17.35 | 26.10 | -20.97 | 6.22 | 15.36 | 5.99 | 18.21 | 28.67 | -0.17 | 15.35 |
| Sharpe Ratio | NA | -0.05 | -0.20 | 0.12 | 0.24 | NA | NA | … | … | -0.01 | -0.18 | 0.84 | -0.86 | 0.74 | 0.42 | 1.69 | -0.76 | 1.51 | 0.78 | -0.24 | 0.63 | 1.58 | 1.88 | -0.28 | 1.20 | 1.25 | -0.92 | 0.30 | 1.70 | 0.59 | 2.06 | 3.55 | -0.11 | 1.44 |
| Standard Deviation(%) | NA | 7.73 | 10.02 | 11.43 | 9.73 | NA | NA | … | … | 5.72 | 7.81 | 8.36 | 13.07 | 8.90 | 16.49 | 7.30 | 8.95 | 5.81 | 8.26 | 7.82 | 6.61 | 7.58 | 7.14 | 16.10 | 14.36 | 20.74 | 23.82 | 10.63 | 7.10 | 6.44 | 8.39 | 7.87 | 11.70 | 9.06 |
| Draw Down(%) | NA | 6.28 | 19.01 | 23.19 | 23.19 | NA | NA | … | … | 0.44 | 6.26 | 8.81 | 19.01 | 5.19 | 23.19 | 5.37 | 11.62 | 2.56 | 6.21 | 9.20 | 4.96 | 7.67 | 5.84 | 17.49 | 11.46 | 18.55 | 34.25 | 8.47 | 8.25 | 5.42 | 7.48 | 6.62 | 16.84 | 9.35 |
| Yield(%) | NA | 4.10 | 5.59 | 5.58 | 4.82 | NA | NA | … | … | NA | 0.78 | 4.04 | 6.39 | 5.97 | 6.08 | 4.78 | 4.70 | 0.40 | 4.17 | 5.36 | 5.57 | 4.46 | 5.99 | 2.83 | 4.57 | 2.66 | 5.39 | 9.02 | 7.87 | 6.12 | 4.68 | 2.56 | 3.76 | 5.59 |
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 |
|---|---|---|---|---|
| COA Trust 401k Plan Strategic Asset Allocation – Optimal Moderate |
-6.59%
Feb 2006 – Feb 2009 |
0.07%
Mar 2015 – Mar 2020 |
2.84%
Oct 2013 – Oct 2023 |
3.37%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COA Trust 401k Plan Strategic Asset Allocation – Optimal Moderate |
20.09%
Mar 2003 – Mar 2006 |
16.40%
Oct 2002 – Oct 2007 |
10.37%
Apr 2001 – Apr 2011 |
8.69%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart