Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CSAA IIB 401K PLAN Tactical Asset Allocation Moderate | NA | -4.40% | 4.13% | 4.68% | 4.32% | 4.85% | 6.20% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSAA IIB 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -1.40 | -4.40 | 4.13 | 4.68 | 4.32 | 4.85 | 6.20 | … | … | 0.95 | 8.02 | -16.33 | 19.67 | 24.40 | 7.10 | -6.41 | 16.08 | 7.26 | -3.55 | 2.21 | 14.16 | 7.08 | -3.10 | 4.11 | 11.29 | -8.13 | 14.02 | 15.40 | 14.41 | 12.78 | 20.03 | 1.62 | 2.31 |
| Sharpe Ratio | NA | 0.42 | 0.10 | 0.51 | 0.41 | NA | NA | … | … | 0.06 | 0.36 | -1.60 | 1.34 | 1.69 | 0.67 | -0.71 | 2.42 | 0.87 | -0.43 | 0.22 | 2.11 | 1.12 | -0.29 | 0.40 | 1.14 | -1.50 | 0.93 | 1.37 | 1.82 | 1.30 | 3.05 | 0.23 | 0.01 |
| Standard Deviation(%) | NA | 10.94 | 12.02 | 12.12 | 10.59 | NA | NA | … | … | 11.24 | 10.51 | 11.05 | 14.61 | 14.29 | 8.55 | 10.81 | 6.39 | 8.11 | 8.40 | 9.94 | 6.69 | 6.30 | 10.85 | 10.09 | 9.80 | 6.05 | 11.87 | 8.85 | 6.72 | 9.09 | 6.35 | 2.27 | 0.05 |
| Draw Down(%) | NA | 11.06 | 21.34 | 21.34 | 21.34 | NA | NA | … | … | 2.69 | 11.06 | 17.38 | 7.07 | 10.52 | 7.96 | 14.37 | 3.04 | 4.89 | 8.14 | 8.67 | 4.38 | 5.33 | 11.33 | 10.50 | 4.76 | 8.41 | 8.69 | 11.25 | 4.60 | 6.99 | 2.55 | 2.07 | 0.00 |
| Yield(%) | NA | 5.07 | 8.24 | 7.25 | 5.04 | NA | NA | … | … | 0.00 | 5.32 | 1.70 | 18.01 | 6.06 | 5.63 | 2.73 | 0.60 | 7.05 | 0.09 | 3.74 | 0.29 | 0.79 | 1.17 | 1.07 | 1.39 | 0.65 | 7.89 | 6.68 | 4.91 | 1.57 | 1.55 | 1.05 | 2.31 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| CSAA IIB 401K PLAN Tactical Asset Allocation Moderate |
-0.22%
Oct 2007 – Oct 2010 |
1.00%
Oct 2007 – Oct 2012 |
3.48%
Apr 2010 – Apr 2020 |
4.35%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSAA IIB 401K PLAN Tactical Asset Allocation Moderate |
18.91%
Apr 2003 – Apr 2006 |
16.07%
Oct 2002 – Oct 2007 |
8.98%
Apr 2001 – Apr 2011 |
8.43%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart