Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Commonspirit 401K Tactical Asset Allocation Moderate | NA | 2.02% | 1.49% | 3.80% | 4.47% | 7.18% | 7.18% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Commonspirit 401K Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 2.02 | 1.49 | 3.80 | 4.47 | 7.18 | 7.18 | … | … | -0.32 | 10.05 | -14.09 | 7.25 | 14.04 | 16.95 | -3.53 | 15.85 | 6.30 | 0.59 | 2.34 | 15.31 | 12.69 | -1.12 | 20.03 | 17.13 | -0.02 | 9.97 | 11.62 | 9.01 | 5.92 | 15.26 | 0.86 | 7.79 |
| Sharpe Ratio | NA | 0.11 | -0.15 | 0.32 | 0.43 | NA | NA | … | … | -0.07 | 0.73 | -1.18 | 0.80 | 0.76 | 2.22 | -0.51 | 3.16 | 0.71 | 0.07 | 0.34 | 2.10 | 1.62 | -0.08 | 1.68 | 1.75 | -0.17 | 0.75 | 1.03 | 0.90 | 0.54 | 1.80 | -0.05 | 1.04 |
| Standard Deviation(%) | NA | 8.02 | 10.20 | 11.77 | 9.99 | NA | NA | … | … | 8.79 | 7.99 | 13.07 | 9.05 | 18.10 | 7.00 | 9.54 | 4.81 | 8.60 | 8.33 | 6.78 | 7.26 | 7.82 | 14.92 | 11.86 | 9.71 | 5.51 | 9.31 | 8.09 | 7.63 | 9.14 | 8.08 | 5.40 | 5.24 |
| Draw Down(%) | NA | 7.62 | 21.20 | 21.75 | 21.75 | NA | NA | … | … | 2.73 | 7.62 | 19.44 | 5.08 | 21.75 | 3.69 | 11.82 | 1.71 | 6.24 | 8.67 | 5.29 | 5.63 | 6.57 | 13.80 | 10.27 | 4.93 | 4.92 | 6.40 | 9.13 | 6.53 | 9.17 | 4.33 | 7.88 | 4.36 |
| Yield(%) | NA | 2.17 | 2.80 | 3.69 | 3.56 | NA | NA | … | … | 0.01 | 2.35 | 2.37 | 3.63 | 5.61 | 4.65 | 3.37 | 3.73 | 3.29 | 2.58 | 4.17 | 2.26 | 3.90 | 2.02 | 5.68 | 3.96 | 4.31 | 7.48 | 5.47 | 1.52 | 1.52 | 1.12 | 4.45 | 6.42 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Commonspirit 401K Tactical Asset Allocation Moderate |
0.47%
Dec 2020 – Dec 2023 |
2.78%
Sep 2018 – Sep 2023 |
4.47%
Oct 2013 – Oct 2023 |
6.54%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Commonspirit 401K Tactical Asset Allocation Moderate |
14.79%
May 2008 – May 2011 |
13.27%
Feb 2009 – Feb 2014 |
10.50%
Apr 2005 – Apr 2015 |
9.46%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart