Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CGI 401k Tactical Asset Allocation Moderate | NA | 26.04% | 6.10% | 10.90% | 8.93% | 9.61% | 9.69% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CGI 401k 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 (%) | -1.04 | 26.04 | 6.10 | 10.90 | 8.93 | 9.61 | 9.69 | … | … | 0.33 | 10.84 | 16.10 | -11.61 | 9.76 | 24.75 | 18.60 | -1.69 | 14.40 | 5.92 | 1.73 | 6.35 | 19.19 | 13.23 | 1.86 | 13.44 | 13.71 | 0.47 | 10.65 | 14.22 | 8.20 | 12.32 | 11.54 | -2.83 | 7.60 |
| Sharpe Ratio | NA | 0.54 | 0.11 | 0.52 | 0.62 | NA | NA | … | … | 0.03 | 0.46 | 1.46 | -0.93 | 0.90 | 1.23 | 2.28 | -0.29 | 2.97 | 0.70 | 0.18 | 0.80 | 2.55 | 1.69 | 0.13 | 1.34 | 1.49 | -0.08 | 0.77 | 1.43 | 1.01 | 1.57 | 1.55 | -0.59 | 1.06 |
| Standard Deviation(%) | NA | 9.17 | 10.72 | 13.15 | 10.96 | NA | NA | … | … | 9.33 | 9.17 | 8.11 | 13.97 | 10.81 | 19.99 | 7.54 | 10.42 | 4.64 | 8.21 | 9.31 | 7.90 | 7.51 | 7.79 | 13.85 | 9.93 | 9.11 | 5.76 | 9.90 | 7.65 | 5.95 | 7.25 | 7.00 | 6.73 | 4.98 |
| Draw Down(%) | NA | 6.95 | 16.24 | 21.15 | 21.15 | NA | NA | … | … | 0.79 | 6.88 | 6.44 | 17.39 | 8.82 | 21.15 | 4.02 | 13.32 | 1.63 | 5.63 | 7.83 | 6.09 | 4.39 | 5.59 | 11.76 | 7.55 | 4.24 | 5.42 | 5.90 | 8.22 | 3.99 | 5.89 | 6.04 | 5.98 | 3.34 |
| Yield(%) | NA | 3.66 | 3.82 | 4.04 | 4.36 | NA | NA | … | … | NA | 0.71 | 4.14 | 2.81 | 4.59 | 5.65 | 4.44 | 4.50 | 5.19 | 5.00 | 3.51 | 6.85 | 3.59 | 3.95 | 3.16 | 2.38 | 4.08 | 4.49 | 6.47 | 4.54 | 3.17 | 2.82 | 3.22 | 5.86 | 6.63 |
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 |
|---|---|---|---|---|
| CGI 401k Tactical Asset Allocation Moderate |
3.64%
Aug 2001 – Aug 2004 |
4.41%
Mar 2015 – Mar 2020 |
7.11%
Oct 2013 – Oct 2023 |
7.84%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CGI 401k Tactical Asset Allocation Moderate |
17.54%
Dec 2018 – Dec 2021 |
13.00%
Feb 2009 – Feb 2014 |
11.03%
Jul 2003 – Jul 2013 |
10.30%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart