Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ASCENA RETAIL GROUP INC. 401K SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 18.40% | 3.99% | 9.22% | 7.32% | 8.02% | 8.79% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASCENA RETAIL GROUP INC. 401K 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 (%) | -0.98 | 18.40 | 3.99 | 9.22 | 7.32 | 8.02 | 8.79 | … | … | 0.94 | 6.22 | 17.17 | -10.46 | 9.96 | 12.59 | 28.18 | -6.52 | 11.19 | 6.56 | 0.43 | 6.50 | 13.81 | 10.20 | 1.51 | 12.28 | 9.86 | 11.75 | 11.18 | 12.87 | 8.86 | 13.98 | 12.51 | 2.28 | -0.80 |
| Sharpe Ratio | NA | 0.17 | 0.02 | 0.34 | 0.52 | NA | NA | … | … | 0.09 | -0.04 | 1.62 | -0.91 | 0.97 | 0.70 | 2.83 | -0.81 | 2.48 | 0.79 | 0.05 | 0.89 | 1.90 | 1.29 | 0.10 | 1.17 | 0.96 | 1.58 | 0.85 | 1.23 | 0.98 | 1.50 | 1.67 | 0.15 | -0.45 |
| Standard Deviation(%) | NA | 10.15 | 10.62 | 12.28 | 10.46 | NA | NA | … | … | 10.31 | 10.21 | 7.99 | 13.01 | 10.22 | 17.61 | 9.47 | 9.65 | 4.26 | 8.06 | 8.70 | 7.28 | 7.26 | 7.85 | 14.53 | 10.38 | 10.17 | 6.86 | 9.64 | 7.81 | 6.85 | 8.68 | 7.09 | 8.07 | 6.87 |
| Draw Down(%) | NA | 5.81 | 14.96 | 19.51 | 19.51 | NA | NA | … | … | 0.73 | 5.81 | 6.07 | 15.70 | 6.22 | 19.51 | 3.05 | 14.06 | 2.07 | 6.26 | 7.84 | 5.06 | 4.85 | 5.91 | 13.72 | 7.79 | 8.59 | 4.52 | 7.04 | 9.37 | 5.07 | 6.83 | 7.11 | 5.27 | 8.41 |
| Yield(%) | NA | 7.56 | 6.30 | 8.00 | 7.71 | NA | NA | … | … | NA | 1.06 | 7.99 | 4.14 | 6.76 | 7.93 | 14.95 | 7.19 | 6.58 | 8.98 | 4.48 | 10.74 | 3.07 | 3.77 | 3.30 | 3.24 | 3.21 | 4.15 | 6.32 | 6.89 | 4.46 | 3.30 | 3.15 | 4.61 | 4.60 |
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 |
|---|---|---|---|---|
| ASCENA RETAIL GROUP INC. 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
2.91%
Mar 2022 – Mar 2025 |
3.45%
Dec 2013 – Dec 2018 |
6.24%
Mar 2015 – Mar 2025 |
6.83%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASCENA RETAIL GROUP INC. 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
16.64%
Dec 2018 – Dec 2021 |
13.39%
Mar 2003 – Mar 2008 |
11.49%
Mar 2003 – Mar 2013 |
9.90%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart