Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COX ENTERPRISES INC. SAVINGS and INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 23.74% | 8.08% | 10.11% | 7.97% | 9.56% | 9.53% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COX ENTERPRISES INC. SAVINGS and INVESTMENT 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 (%) | -1.15 | 23.74 | 8.08 | 10.11 | 7.97 | 9.56 | 9.53 | … | … | 0.57 | 11.43 | 12.42 | -1.34 | 8.44 | 16.44 | 12.43 | -1.11 | 11.90 | 9.35 | -1.21 | 3.60 | 23.84 | 10.34 | 4.21 | 20.67 | 22.02 | -3.66 | 8.21 | 15.49 | 5.04 | 10.69 | 22.94 | -0.12 | 0.80 |
| Sharpe Ratio | NA | 0.67 | 0.32 | 0.61 | 0.62 | NA | NA | … | … | 0.06 | 0.53 | 0.92 | -0.22 | 0.70 | 1.21 | 1.91 | -0.23 | 2.18 | 1.07 | -0.13 | 0.44 | 3.03 | 1.31 | 0.27 | 1.80 | 2.46 | -0.92 | 0.51 | 1.70 | 0.44 | 1.39 | 2.97 | -0.22 | -0.21 |
| Standard Deviation(%) | NA | 9.00 | 10.24 | 11.31 | 9.82 | NA | NA | … | … | 8.41 | 9.05 | 8.90 | 12.40 | 12.01 | 13.43 | 5.78 | 10.37 | 5.17 | 8.58 | 9.36 | 8.13 | 7.86 | 7.87 | 15.56 | 11.41 | 8.92 | 5.00 | 10.13 | 7.17 | 6.50 | 7.00 | 7.50 | 5.65 | 7.04 |
| Draw Down(%) | NA | 5.90 | 9.80 | 15.95 | 15.95 | NA | NA | … | … | 0.66 | 5.90 | 7.38 | 9.80 | 8.47 | 15.95 | 3.90 | 14.07 | 2.06 | 5.78 | 9.74 | 4.91 | 3.26 | 6.20 | 13.67 | 7.60 | 4.16 | 6.33 | 7.74 | 7.88 | 4.22 | 7.17 | 3.69 | 4.58 | 7.71 |
| Yield(%) | NA | 2.89 | 3.28 | 4.27 | 4.75 | NA | NA | … | … | NA | 1.47 | 2.37 | 3.59 | 3.10 | 9.60 | 5.69 | 1.44 | 3.14 | 3.87 | 6.06 | 9.16 | 7.20 | 5.73 | 4.19 | 3.04 | 4.60 | 5.28 | 8.06 | 5.97 | 4.56 | 3.09 | 3.65 | 4.21 | 6.00 |
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 |
|---|---|---|---|---|
| COX ENTERPRISES INC. SAVINGS and INVESTMENT PLAN Tactical Asset Allocation Moderate |
3.58%
Oct 2017 – Oct 2020 |
3.86%
Mar 2015 – Mar 2020 |
6.27%
Oct 2013 – Oct 2023 |
8.14%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COX ENTERPRISES INC. SAVINGS and INVESTMENT PLAN Tactical Asset Allocation Moderate |
17.55%
Mar 2009 – Mar 2012 |
16.34%
Feb 2009 – Feb 2014 |
11.69%
Sep 2003 – Sep 2013 |
10.76%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart