Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| INTERACTIVE DATA 401K PLAN Tactical Asset Allocation Moderate | NA | 20.78% | 2.35% | 7.98% | 6.42% | 7.81% | 8.45% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INTERACTIVE DATA 401K 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 (%) | -1.22 | 20.78 | 2.35 | 7.98 | 6.42 | 7.81 | 8.45 | … | … | 0.70 | 8.03 | 13.90 | -12.96 | 11.39 | 16.97 | 15.75 | -5.54 | 10.83 | 9.45 | -2.24 | 3.95 | 17.25 | 16.23 | 2.17 | 14.00 | 21.37 | -0.25 | 6.77 | 14.03 | 6.92 | 15.13 | 24.83 | 8.16 | 8.72 |
| Sharpe Ratio | NA | 0.33 | -0.14 | 0.36 | 0.45 | NA | NA | … | … | 0.07 | 0.15 | 1.10 | -1.10 | 0.98 | 1.14 | 1.94 | -0.65 | 1.99 | 1.09 | -0.26 | 0.52 | 2.40 | 2.19 | 0.19 | 1.33 | 2.30 | -0.15 | 0.45 | 1.58 | 0.82 | 2.03 | 3.75 | 1.27 | 1.09 |
| Standard Deviation(%) | NA | 9.34 | 10.59 | 11.74 | 10.14 | NA | NA | … | … | 9.71 | 9.43 | 8.74 | 13.06 | 11.61 | 14.75 | 7.39 | 10.54 | 5.12 | 8.50 | 8.68 | 7.60 | 7.17 | 7.39 | 11.29 | 10.44 | 9.25 | 8.04 | 8.44 | 6.80 | 5.82 | 7.00 | 6.44 | 5.55 | 5.89 |
| Draw Down(%) | NA | 6.19 | 18.03 | 19.95 | 19.95 | NA | NA | … | … | 0.78 | 6.19 | 8.21 | 18.03 | 6.67 | 17.90 | 3.51 | 14.72 | 2.71 | 6.65 | 8.54 | 5.95 | 5.12 | 4.83 | 11.75 | 7.90 | 4.30 | 8.62 | 5.59 | 6.80 | 3.48 | 5.82 | 4.42 | 4.63 | 5.41 |
| Yield(%) | NA | 3.59 | 6.16 | 6.17 | 5.34 | NA | NA | … | … | NA | 1.92 | 2.56 | 4.40 | 11.36 | 4.83 | 7.71 | 5.75 | 5.60 | 2.49 | 4.91 | 4.54 | 3.70 | 5.78 | 4.86 | 4.16 | 4.55 | 3.82 | 9.20 | 8.42 | 5.10 | 5.69 | 5.12 | 5.52 | 9.31 |
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 |
|---|---|---|---|---|
| INTERACTIVE DATA 401K PLAN Tactical Asset Allocation Moderate |
1.99%
Mar 2022 – Mar 2025 |
3.09%
Dec 2013 – Dec 2018 |
4.99%
Oct 2013 – Oct 2023 |
6.92%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INTERACTIVE DATA 401K PLAN Tactical Asset Allocation Moderate |
16.57%
Apr 2003 – Apr 2006 |
14.82%
Apr 2002 – Apr 2007 |
12.24%
Apr 2001 – Apr 2011 |
10.58%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart