Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HERITAGE GROUP RETIREMENT SAVINGS PLAN II Strategic Asset Allocation – Optimal Moderate | NA | 25.20% | 2.24% | 8.04% | 7.67% | 8.62% | 7.58% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HERITAGE GROUP RETIREMENT SAVINGS PLAN II 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 (%) | -0.89 | 25.20 | 2.24 | 8.04 | 7.67 | 8.62 | 7.58 | … | … | 0.65 | 6.21 | 18.06 | -17.06 | 8.30 | 21.09 | 22.26 | -3.24 | 15.69 | 6.16 | 1.31 | 8.92 | 17.02 | 12.11 | 0.26 | 11.22 | 21.57 | -21.02 | 8.13 | 11.92 | 6.34 | 12.02 | 22.50 | -8.21 | 0.53 |
| Sharpe Ratio | NA | 0.08 | -0.16 | 0.30 | 0.51 | NA | NA | … | … | 0.08 | -0.04 | 1.43 | -1.17 | 0.84 | 1.13 | 2.73 | -0.42 | 2.92 | 0.70 | 0.14 | 1.27 | 2.41 | 1.56 | 0.02 | 1.01 | 1.36 | -1.02 | 0.54 | 1.18 | 0.69 | 1.60 | 2.52 | -0.79 | -0.17 |
| Standard Deviation(%) | NA | 9.59 | 12.07 | 13.26 | 11.08 | NA | NA | … | … | 7.40 | 9.65 | 9.69 | 15.80 | 9.84 | 18.54 | 7.65 | 10.74 | 5.15 | 8.47 | 8.87 | 7.02 | 7.04 | 7.71 | 14.38 | 11.07 | 15.74 | 21.55 | 9.54 | 7.32 | 6.07 | 6.94 | 8.65 | 11.85 | 10.30 |
| Draw Down(%) | NA | 6.42 | 22.62 | 24.38 | 24.38 | NA | NA | … | … | 0.56 | 6.42 | 9.00 | 23.37 | 6.11 | 21.11 | 4.19 | 11.90 | 2.25 | 6.93 | 8.99 | 4.91 | 5.80 | 6.38 | 13.30 | 8.91 | 16.23 | 32.20 | 5.93 | 7.67 | 4.15 | 6.32 | 7.10 | 18.57 | 14.17 |
| Yield(%) | NA | 6.42 | 5.53 | 4.75 | 3.97 | NA | NA | … | … | NA | 0.55 | 6.47 | 4.53 | 4.85 | 3.46 | 3.99 | 4.66 | 0.34 | 3.89 | 2.78 | 4.60 | 3.72 | 2.74 | 2.41 | 2.63 | 2.87 | 5.04 | 7.30 | 5.46 | 5.26 | 2.86 | 2.42 | 3.03 | 3.40 |
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 |
|---|---|---|---|---|
| HERITAGE GROUP RETIREMENT SAVINGS PLAN II Strategic Asset Allocation – Optimal Moderate |
-6.11%
Feb 2006 – Feb 2009 |
-0.43%
Feb 2004 – Feb 2009 |
5.67%
Dec 2001 – Dec 2011 |
5.65%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HERITAGE GROUP RETIREMENT SAVINGS PLAN II Strategic Asset Allocation – Optimal Moderate |
17.36%
Feb 2009 – Feb 2012 |
15.38%
Feb 2009 – Feb 2014 |
11.01%
Feb 2009 – Feb 2019 |
10.02%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart