Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE CORPORATE EXECUTIVE BOARD 401K PLAN Tactical Asset Allocation Moderate | NA | 25.46% | 4.12% | 10.45% | 8.30% | 9.30% | 9.45% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE CORPORATE EXECUTIVE BOARD 401K 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 (%) | -0.94 | 25.46 | 4.12 | 10.45 | 8.30 | 9.30 | 9.45 | … | … | 0.86 | 12.09 | 15.81 | -14.99 | 12.66 | 26.79 | 23.16 | -3.68 | 9.93 | 7.16 | -1.47 | 8.87 | 15.81 | 11.09 | 4.07 | 15.65 | 13.84 | 1.84 | 11.25 | 11.17 | 8.35 | 14.29 | 13.51 | -3.53 | -2.26 |
| Sharpe Ratio | NA | 0.65 | 0.03 | 0.49 | 0.55 | NA | NA | … | … | 0.07 | 0.47 | 1.23 | -1.11 | 1.06 | 1.31 | 2.59 | -0.46 | 1.76 | 0.77 | -0.16 | 1.15 | 1.92 | 1.29 | 0.27 | 1.37 | 1.34 | 0.13 | 0.82 | 0.95 | 0.86 | 1.69 | 1.43 | -0.62 | -0.58 |
| Standard Deviation(%) | NA | 11.65 | 12.17 | 14.17 | 11.75 | NA | NA | … | … | 11.87 | 11.77 | 9.43 | 14.71 | 11.95 | 20.34 | 8.38 | 10.74 | 5.30 | 8.98 | 9.22 | 7.69 | 8.21 | 8.54 | 15.00 | 11.33 | 10.23 | 7.12 | 10.03 | 8.32 | 7.15 | 7.89 | 8.99 | 7.50 | 7.91 |
| Draw Down(%) | NA | 8.02 | 19.87 | 21.51 | 21.51 | NA | NA | … | … | 0.92 | 8.02 | 7.15 | 21.13 | 6.88 | 20.24 | 3.98 | 15.36 | 2.57 | 6.80 | 10.26 | 4.46 | 4.92 | 5.76 | 13.22 | 8.79 | 5.33 | 5.45 | 7.34 | 9.49 | 4.63 | 7.81 | 7.93 | 8.29 | 11.67 |
| Yield(%) | NA | 1.95 | 2.44 | 2.31 | 3.36 | NA | NA | … | … | NA | 1.08 | 1.71 | 2.60 | 2.62 | 2.84 | 4.57 | 3.39 | 2.72 | 4.13 | 5.61 | 4.13 | 4.55 | 3.13 | 2.05 | 2.05 | 4.17 | 5.22 | 4.76 | 5.33 | 4.13 | 3.07 | 2.86 | 2.24 | 5.11 |
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 |
|---|---|---|---|---|
| THE CORPORATE EXECUTIVE BOARD 401K PLAN Tactical Asset Allocation Moderate |
2.58%
Apr 2021 – Apr 2024 |
4.01%
Dec 2013 – Dec 2018 |
6.88%
Oct 2013 – Oct 2023 |
7.80%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE CORPORATE EXECUTIVE BOARD 401K PLAN Tactical Asset Allocation Moderate |
20.72%
Dec 2018 – Dec 2021 |
13.79%
Oct 2016 – Oct 2021 |
11.51%
Apr 2003 – Apr 2013 |
10.33%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart