Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CSX 401K Retirement Plan Tactical Asset Allocation Moderate | NA | 34.37% | 15.11% | 14.45% | 10.27% | 10.01% | 9.68% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSX 401K 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 (%) | -0.57 | 34.37 | 15.11 | 14.45 | 10.27 | 10.01 | 9.68 | … | … | 0.74 | 23.25 | 26.27 | -1.91 | 19.16 | 5.39 | 13.84 | -1.28 | 10.64 | 8.52 | 2.22 | 7.11 | 18.84 | 11.03 | 0.44 | 8.56 | 12.85 | 2.10 | 7.18 | 13.28 | 5.64 | 11.61 | 9.99 | -6.35 | -3.61 |
| Sharpe Ratio | NA | 2.44 | 1.14 | 1.11 | 0.94 | NA | NA | … | … | 0.11 | 2.38 | 3.02 | -0.24 | 2.11 | 0.40 | 2.43 | -0.25 | 2.20 | 0.96 | 0.24 | 0.93 | 2.72 | 1.32 | 0.03 | 0.78 | 1.53 | 2.63 | 0.44 | 1.44 | 0.62 | 1.57 | 1.35 | -1.36 | -1.53 |
| Standard Deviation(%) | NA | 6.99 | 9.76 | 10.31 | 9.18 | NA | NA | … | … | 5.95 | 6.99 | 7.30 | 13.55 | 9.07 | 12.76 | 5.12 | 10.37 | 4.55 | 8.65 | 9.20 | 7.64 | 6.92 | 8.30 | 14.67 | 10.89 | 8.37 | 0.45 | 9.56 | 6.94 | 5.61 | 6.80 | 6.89 | 5.47 | 3.86 |
| Draw Down(%) | NA | 3.58 | 11.50 | 14.44 | 14.44 | NA | NA | … | … | 0.34 | 3.58 | 3.73 | 11.50 | 3.68 | 14.44 | 1.98 | 12.50 | 2.15 | 6.94 | 7.10 | 5.52 | 3.19 | 6.51 | 12.62 | 9.01 | 3.90 | 0.44 | 6.97 | 7.08 | 3.53 | 4.64 | 6.35 | 7.83 | 6.85 |
| Yield(%) | NA | 16.50 | 11.32 | 8.18 | 6.32 | NA | NA | … | … | NA | 9.42 | 14.59 | 7.90 | 3.36 | 2.85 | 7.01 | 3.33 | 4.31 | 2.72 | 3.98 | 5.48 | 3.58 | 1.99 | 1.49 | 1.64 | 2.80 | 2.55 | 7.86 | 9.04 | 4.96 | 5.25 | 2.56 | 3.29 | 2.75 |
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 |
|---|---|---|---|---|
| CSX 401K Retirement Plan Tactical Asset Allocation Moderate |
1.76%
Aug 2001 – Aug 2004 |
4.28%
Feb 2001 – Feb 2006 |
5.76%
Sep 2001 – Sep 2011 |
6.46%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSX 401K Retirement Plan Tactical Asset Allocation Moderate |
25.83%
Sep 2022 – Sep 2025 |
19.33%
Oct 2020 – Oct 2025 |
12.22%
Sep 2015 – Sep 2025 |
11.03%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart