Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALLEGIS GROUP INC. RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 27.12% | 3.11% | 6.95% | 4.22% | 4.98% | 6.09% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALLEGIS GROUP INC. 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 (%) | -0.40 | 27.12 | 3.11 | 6.95 | 4.22 | 4.98 | 6.09 | … | … | 0.66 | 11.69 | 18.29 | -15.16 | 1.73 | 14.97 | 14.77 | -12.34 | 4.96 | 5.77 | -1.68 | 5.92 | 15.81 | 9.36 | -1.41 | 0.91 | 21.42 | -17.99 | 14.55 | 17.35 | 13.74 | 12.58 | 23.21 | -13.92 | -0.83 |
| Sharpe Ratio | NA | 0.60 | 0.07 | 0.28 | 0.22 | NA | NA | … | … | 0.09 | 0.50 | 1.78 | -1.24 | 0.13 | 1.36 | 1.58 | -1.37 | 0.70 | 0.75 | -0.18 | 0.75 | 2.09 | 0.82 | -0.11 | 0.06 | 1.81 | -1.74 | 0.93 | 1.16 | 1.44 | 1.21 | 3.46 | -1.72 | -0.81 |
| Standard Deviation(%) | NA | 10.19 | 10.75 | 11.35 | 9.97 | NA | NA | … | … | 7.01 | 10.23 | 7.90 | 13.38 | 13.37 | 10.85 | 8.44 | 9.94 | 6.18 | 7.38 | 9.61 | 7.91 | 7.54 | 11.28 | 13.21 | 12.80 | 11.76 | 10.89 | 12.47 | 12.11 | 8.02 | 9.62 | 6.52 | 8.72 | 3.87 |
| Draw Down(%) | NA | 8.79 | 16.50 | 24.16 | 24.16 | NA | NA | … | … | 0.57 | 8.79 | 5.52 | 17.98 | 10.48 | 7.92 | 5.08 | 19.35 | 4.25 | 4.41 | 8.60 | 5.04 | 3.18 | 11.03 | 13.03 | 14.26 | 7.41 | 19.80 | 7.98 | 14.88 | 6.66 | 7.35 | 2.16 | 17.88 | 5.18 |
| Yield(%) | NA | 4.99 | 3.50 | 3.10 | 2.92 | NA | NA | … | … | NA | 0.54 | 5.46 | 1.69 | 2.84 | 3.55 | 1.70 | 8.51 | 0.25 | 0.91 | 0.06 | 3.80 | 0.96 | 3.02 | 1.01 | 0.04 | 1.12 | 0.37 | 5.83 | 5.65 | 4.07 | 1.49 | 1.98 | 0.72 | 2.56 |
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 |
|---|---|---|---|---|
| ALLEGIS GROUP INC. RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-1.71%
Nov 2007 – Nov 2010 |
-0.98%
Sep 2017 – Sep 2022 |
2.53%
Oct 2013 – Oct 2023 |
2.38%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALLEGIS GROUP INC. RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
20.33%
Apr 2003 – Apr 2006 |
16.88%
Oct 2002 – Oct 2007 |
9.06%
Apr 2003 – Apr 2013 |
8.07%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart