Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| National Life`s 401K plan Strategic Asset Allocation – Optimal Moderate | NA | 23.70% | 1.14% | 5.63% | 5.47% | 6.78% | 10.92% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| National Life`s 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 (%) | -1.18 | 23.70 | 1.14 | 5.63 | 5.47 | 6.78 | 10.92 | … | … | 0.22 | 7.81 | 11.20 | -13.74 | 3.20 | 16.29 | 20.64 | -4.57 | 7.75 | 6.46 | 0.62 | 4.67 | 16.12 | 10.71 | 0.85 | 12.78 | 173.89 | -18.40 | 9.46 | 12.30 | 6.31 | 10.40 | 18.38 | -8.22 | 0.05 |
| Sharpe Ratio | NA | 0.27 | -0.22 | 0.16 | 0.34 | NA | NA | … | … | 0.02 | 0.15 | 0.81 | -1.09 | 0.32 | 0.87 | 2.91 | -0.63 | 1.40 | 0.81 | 0.07 | 0.74 | 2.38 | 1.43 | 0.06 | 1.24 | 2.20 | -0.92 | 0.75 | 1.36 | 0.69 | 1.33 | 1.92 | -0.69 | -0.21 |
| Standard Deviation(%) | NA | 7.88 | 10.44 | 12.37 | 10.24 | NA | NA | … | … | 8.23 | 7.90 | 8.60 | 13.82 | 9.93 | 18.37 | 6.60 | 9.32 | 5.09 | 7.68 | 8.30 | 6.27 | 6.77 | 7.44 | 14.75 | 10.24 | 79.04 | 20.98 | 8.66 | 6.61 | 5.99 | 7.09 | 9.21 | 13.46 | 10.74 |
| Draw Down(%) | NA | 5.77 | 18.87 | 22.45 | 22.45 | NA | NA | … | … | 0.69 | 5.63 | 8.90 | 19.74 | 7.37 | 22.18 | 2.99 | 12.39 | 4.03 | 5.83 | 7.55 | 4.84 | 5.72 | 6.65 | 14.44 | 7.44 | 16.00 | 31.65 | 5.60 | 6.25 | 3.88 | 5.50 | 7.30 | 17.37 | 13.31 |
| Yield(%) | NA | 3.15 | 3.30 | 3.36 | 3.86 | NA | NA | … | … | NA | 0.71 | 2.94 | 3.92 | 2.14 | 4.32 | 2.68 | 5.41 | 0.38 | 5.29 | 7.24 | 3.88 | 7.66 | 3.89 | 1.84 | 3.59 | 6.41 | 6.62 | 7.01 | 4.89 | 4.30 | 3.07 | 2.98 | 2.42 | 3.06 |
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 |
|---|---|---|---|---|
| National Life`s 401K plan Strategic Asset Allocation – Optimal Moderate |
-4.09%
Feb 2006 – Feb 2009 |
0.58%
Feb 2004 – Feb 2009 |
3.89%
Oct 2013 – Oct 2023 |
6.37%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| National Life`s 401K plan Strategic Asset Allocation – Optimal Moderate |
54.10%
Feb 2009 – Feb 2012 |
35.19%
Feb 2009 – Feb 2014 |
18.71%
Feb 2009 – Feb 2019 |
14.22%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart