Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ARCH CAPITAL GROUP (U.S.) INC. EMPLOYEE RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 28.04% | 7.91% | 10.96% | 9.14% | 10.06% | 9.68% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARCH CAPITAL GROUP (U.S.) INC. EMPLOYEE RETIREMENT 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 (%) | -1.17 | 28.04 | 7.91 | 10.96 | 9.14 | 10.06 | 9.68 | … | … | 0.80 | 17.40 | 20.99 | -12.62 | 16.40 | 12.62 | 19.81 | -2.39 | 16.30 | 5.49 | 1.80 | 8.47 | 18.30 | 14.02 | 2.81 | 12.97 | 21.08 | 2.55 | 6.82 | 8.92 | 4.16 | 8.73 | 18.29 | -1.79 | 8.65 |
| Sharpe Ratio | NA | 1.30 | 0.42 | 0.77 | 0.82 | NA | NA | … | … | 0.08 | 1.18 | 1.98 | -1.06 | 1.76 | 1.34 | 2.53 | -0.36 | 3.63 | 0.67 | 0.19 | 1.17 | 2.60 | 1.91 | 0.21 | 1.47 | 2.61 | 0.27 | 0.40 | 0.87 | 0.29 | 1.07 | 2.50 | -0.43 | 1.17 |
| Standard Deviation(%) | NA | 9.13 | 10.51 | 10.06 | 9.11 | NA | NA | … | … | 9.78 | 9.15 | 8.46 | 13.26 | 9.33 | 9.28 | 7.27 | 10.33 | 4.31 | 7.92 | 9.20 | 7.26 | 7.04 | 7.30 | 13.55 | 8.76 | 8.04 | 5.99 | 9.47 | 6.50 | 6.77 | 7.26 | 7.05 | 6.79 | 5.43 |
| Draw Down(%) | NA | 4.90 | 15.93 | 17.44 | 17.44 | NA | NA | … | … | 0.77 | 4.90 | 5.14 | 17.14 | 4.40 | 7.20 | 3.48 | 13.21 | 1.26 | 6.69 | 7.44 | 4.61 | 5.38 | 4.76 | 11.97 | 7.21 | 3.42 | 5.01 | 5.43 | 4.92 | 4.33 | 4.94 | 4.45 | 10.23 | 4.10 |
| Yield(%) | NA | 3.34 | 4.20 | 4.39 | 4.13 | NA | NA | … | … | NA | 1.30 | 3.97 | 3.89 | 5.20 | 5.71 | 4.02 | 4.30 | 3.76 | 3.53 | 4.73 | 3.44 | 4.23 | 4.22 | 2.35 | 3.98 | 5.17 | 9.12 | 3.50 | 3.12 | 2.68 | 3.21 | 3.68 | 6.80 | 8.82 |
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 |
|---|---|---|---|---|
| ARCH CAPITAL GROUP (U.S.) INC. EMPLOYEE RETIREMENT PLAN Tactical Asset Allocation Moderate |
4.63%
Dec 2019 – Dec 2022 |
5.59%
Feb 2004 – Feb 2009 |
7.43%
Sep 2001 – Sep 2011 |
8.43%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARCH CAPITAL GROUP (U.S.) INC. EMPLOYEE RETIREMENT PLAN Tactical Asset Allocation Moderate |
16.24%
Dec 2018 – Dec 2021 |
14.23%
Nov 2008 – Nov 2013 |
11.13%
Sep 2008 – Sep 2018 |
10.54%
Jun 2009 – Jun 2024 |
Annualized Rolling Returns Comparison Chart