Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The Travelers 401(k) Savings Plan Strategic Asset Allocation – Optimal Moderate | NA | 34.25% | 10.40% | 11.36% | 7.95% | 8.22% | 6.68% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The Travelers 401(k) Savings 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 (%) | -0.74 | 34.25 | 10.40 | 11.36 | 7.95 | 8.22 | 6.68 | … | … | 0.95 | 22.23 | 20.46 | -5.61 | 4.63 | 14.77 | 17.21 | -7.11 | 10.20 | 6.72 | 0.22 | 3.24 | 18.33 | 8.83 | -0.53 | 10.39 | 18.58 | -19.99 | 4.76 | 7.45 | 5.48 | 11.43 | 17.95 | -4.22 | 10.83 |
| Sharpe Ratio | NA | 2.00 | 0.79 | 0.69 | 0.63 | NA | NA | … | … | 0.12 | 1.83 | 2.13 | -0.52 | 0.49 | 0.78 | 2.21 | -0.96 | 2.08 | 0.76 | 0.02 | 0.46 | 2.64 | 1.07 | -0.04 | 0.92 | 1.04 | -0.94 | 0.19 | 0.54 | 0.44 | 1.33 | 2.00 | -0.43 | 0.89 |
| Standard Deviation(%) | NA | 8.53 | 10.21 | 12.25 | 10.21 | NA | NA | … | … | 7.70 | 8.56 | 7.62 | 13.45 | 9.45 | 18.64 | 7.16 | 8.76 | 4.60 | 8.61 | 8.48 | 6.97 | 6.94 | 8.23 | 15.04 | 11.21 | 17.71 | 22.24 | 9.22 | 7.71 | 7.48 | 7.87 | 8.63 | 12.28 | 9.61 |
| Draw Down(%) | NA | 4.89 | 13.60 | 22.11 | 22.11 | NA | NA | … | … | 0.51 | 4.89 | 4.92 | 14.31 | 6.61 | 22.11 | 3.96 | 14.19 | 1.94 | 7.91 | 7.43 | 5.31 | 4.01 | 7.06 | 14.27 | 8.98 | 17.44 | 31.11 | 6.40 | 8.15 | 5.13 | 4.97 | 6.72 | 15.92 | 9.78 |
| Yield(%) | NA | 16.01 | 11.08 | 7.67 | 5.47 | NA | NA | … | … | NA | 4.68 | 15.07 | 9.33 | 3.16 | 3.00 | 2.30 | 4.28 | 0.76 | 2.74 | 5.16 | 3.46 | 3.27 | 1.63 | 2.14 | 1.49 | 1.51 | 1.87 | 3.94 | 2.71 | 2.87 | 2.02 | 2.50 | 3.08 | 2.74 |
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 Travelers 401(k) Savings Plan Strategic Asset Allocation – Optimal Moderate |
-7.75%
Feb 2006 – Feb 2009 |
-1.86%
Feb 2004 – Feb 2009 |
3.72%
Jan 2006 – Jan 2016 |
4.02%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Travelers 401(k) Savings Plan Strategic Asset Allocation – Optimal Moderate |
23.86%
Sep 2022 – Sep 2025 |
14.28%
Mar 2020 – Mar 2025 |
9.96%
Sep 2015 – Sep 2025 |
9.13%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart