Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ADP TOTALSOURCE RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 22.25% | 3.36% | 9.12% | 7.98% | 9.38% | 9.93% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ADP TOTALSOURCE RETIREMENT SAVINGS 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 (%) | -0.65 | 22.25 | 3.36 | 9.12 | 7.98 | 9.38 | 9.93 | … | … | 0.10 | 4.96 | 12.89 | -10.15 | 6.78 | 24.30 | 18.47 | -1.38 | 11.90 | 8.85 | -0.14 | 7.32 | 19.65 | 11.13 | 2.57 | 18.51 | 20.99 | 2.37 | 10.70 | 11.55 | 10.52 | 13.02 | 12.19 | -5.32 | 1.41 |
| Sharpe Ratio | NA | -0.09 | -0.16 | 0.35 | 0.52 | NA | NA | … | … | 0.01 | -0.17 | 1.08 | -0.88 | 0.60 | 1.21 | 2.43 | -0.27 | 2.35 | 1.03 | -0.02 | 1.00 | 2.64 | 1.35 | 0.17 | 1.76 | 2.19 | 0.24 | 0.81 | 1.02 | 1.25 | 1.42 | 1.49 | -0.96 | -0.10 |
| Standard Deviation(%) | NA | 9.27 | 10.36 | 12.99 | 10.77 | NA | NA | … | … | 7.69 | 9.36 | 7.97 | 13.11 | 11.23 | 19.82 | 7.02 | 10.06 | 4.79 | 8.40 | 8.61 | 7.28 | 7.43 | 8.18 | 15.37 | 10.47 | 9.55 | 5.92 | 9.53 | 8.13 | 6.66 | 8.50 | 7.72 | 6.70 | 8.64 |
| Draw Down(%) | NA | 8.99 | 16.24 | 24.47 | 24.47 | NA | NA | … | … | 0.57 | 8.86 | 6.51 | 17.00 | 5.66 | 24.47 | 4.50 | 14.94 | 2.57 | 7.16 | 9.09 | 4.27 | 4.52 | 5.90 | 14.50 | 7.63 | 4.35 | 5.05 | 6.70 | 9.72 | 4.75 | 7.13 | 6.20 | 10.03 | 11.37 |
| Yield(%) | NA | 3.83 | 3.81 | 5.89 | 5.92 | NA | NA | … | … | NA | 1.18 | 3.85 | 2.80 | 4.06 | 7.34 | 16.43 | 7.94 | 6.93 | 2.71 | 5.82 | 4.44 | 3.85 | 4.28 | 1.94 | 6.86 | 4.91 | 8.59 | 6.59 | 9.30 | 4.73 | 5.18 | 3.60 | 4.10 | 7.11 |
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 |
|---|---|---|---|---|
| ADP TOTALSOURCE RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
1.20%
Apr 2021 – Apr 2024 |
3.71%
Mar 2015 – Mar 2020 |
6.46%
Apr 2015 – Apr 2025 |
7.79%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADP TOTALSOURCE RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
16.29%
Dec 2018 – Dec 2021 |
15.13%
Feb 2009 – Feb 2014 |
12.37%
Aug 2004 – Aug 2014 |
11.16%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart