Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CA SAVINGS HARVEST PLAN Strategic Asset Allocation – Optimal Moderate | NA | 24.49% | 2.02% | 5.69% | 5.73% | 7.52% | 6.93% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CA SAVINGS HARVEST 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 (%) | -0.71 | 24.49 | 2.02 | 5.69 | 5.73 | 7.52 | 6.93 | … | … | 0.53 | 12.28 | 10.11 | -12.82 | 2.03 | 18.45 | 13.42 | -5.11 | 16.56 | 5.39 | -0.63 | 6.17 | 16.08 | 14.57 | 0.87 | 13.32 | 31.15 | -25.70 | 9.92 | 9.16 | 9.11 | 16.53 | 24.42 | -0.10 | 9.20 |
| Sharpe Ratio | NA | 0.86 | -0.09 | 0.26 | 0.40 | NA | NA | … | … | 0.06 | 0.75 | 0.77 | -1.19 | 0.24 | 0.98 | 1.96 | -0.68 | 3.73 | 0.59 | -0.08 | 1.01 | 2.31 | 1.88 | 0.06 | 1.12 | 1.65 | -1.24 | 0.80 | 0.79 | 1.18 | 2.16 | 3.55 | -0.14 | 0.75 |
| Standard Deviation(%) | NA | 7.59 | 9.28 | 11.58 | 9.79 | NA | NA | … | … | 8.20 | 7.61 | 7.62 | 11.91 | 8.22 | 18.51 | 6.11 | 9.40 | 4.27 | 8.81 | 8.33 | 6.12 | 6.95 | 7.71 | 13.40 | 11.85 | 18.82 | 21.56 | 8.69 | 7.46 | 5.88 | 7.20 | 6.69 | 8.76 | 9.23 |
| Draw Down(%) | NA | 4.81 | 17.24 | 21.95 | 21.95 | NA | NA | … | … | 0.68 | 4.81 | 6.77 | 17.83 | 6.05 | 21.95 | 2.91 | 12.80 | 1.46 | 8.13 | 8.12 | 5.11 | 6.44 | 5.72 | 12.53 | 9.73 | 18.33 | 36.04 | 5.36 | 8.54 | 4.39 | 6.77 | 5.20 | 13.96 | 9.37 |
| Yield(%) | NA | 6.35 | 5.97 | 5.44 | 5.17 | NA | NA | … | … | NA | 0.76 | 6.39 | 6.92 | 3.65 | 6.87 | 2.37 | 4.53 | 4.99 | 4.67 | 6.94 | 3.83 | 4.71 | 3.55 | 3.50 | 2.92 | 2.85 | 6.06 | 6.66 | 4.82 | 4.85 | 5.08 | 2.39 | 2.57 | 4.87 |
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 |
|---|---|---|---|---|
| CA SAVINGS HARVEST PLAN Strategic Asset Allocation – Optimal Moderate |
-8.34%
Feb 2006 – Feb 2009 |
-0.85%
Feb 2004 – Feb 2009 |
4.21%
Oct 2013 – Oct 2023 |
5.00%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CA SAVINGS HARVEST PLAN Strategic Asset Allocation – Optimal Moderate |
22.23%
Feb 2009 – Feb 2012 |
18.03%
Feb 2009 – Feb 2014 |
11.54%
Feb 2009 – Feb 2019 |
9.41%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart