Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BIG LOTS SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 24.46% | 2.76% | 6.82% | 6.46% | 7.82% | 8.93% | 8.91% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BIG LOTS SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -0.62 | 24.46 | 2.76 | 6.82 | 6.46 | 7.82 | 8.93 | 8.91 | NA | 4.52 | 16.83 | -15.54 | 9.32 | 13.38 | 17.36 | -2.90 | 13.66 | 8.42 | -2.66 | 6.07 | 16.38 | 10.28 | 5.54 | 11.27 | 18.32 | 2.78 | 12.45 | 15.59 | 8.63 | 14.73 | 12.85 | 7.78 | 0.53 |
| Sharpe Ratio | NA | -0.04 | -0.12 | 0.19 | 0.38 | NA | NA | 0.76 | 0.08 | -0.18 | 1.36 | -1.34 | 0.88 | 0.66 | 2.30 | -0.41 | 1.73 | 1.04 | -0.32 | 0.78 | 2.40 | 1.41 | 0.42 | 1.22 | 2.08 | 0.26 | 1.01 | 1.67 | 1.09 | 1.86 | 2.06 | 1.59 | -0.38 |
| Standard Deviation(%) | NA | 11.46 | 11.19 | 13.30 | 11.06 | NA | NA | 9.29 | 8.35 | 11.51 | 9.23 | 12.65 | 10.58 | 19.81 | 6.94 | 10.16 | 7.55 | 7.93 | 8.37 | 7.77 | 6.81 | 7.24 | 13.12 | 9.16 | 8.78 | 7.06 | 9.38 | 7.38 | 5.92 | 7.43 | 5.91 | 4.20 | 4.66 |
| Draw Down(%) | NA | 10.49 | 17.58 | 25.61 | 25.61 | NA | NA | 25.61 | 0.61 | 10.46 | 7.50 | 20.68 | 4.80 | 25.61 | 4.25 | 13.66 | 4.35 | 7.34 | 9.44 | 5.79 | 5.14 | 5.87 | 11.90 | 6.72 | 5.22 | 5.45 | 6.67 | 9.39 | 4.41 | 8.22 | 4.49 | 5.05 | 6.33 |
| Yield(%) | NA | 9.26 | 7.10 | 6.43 | 6.70 | NA | NA | 0.00 | NA | 3.54 | 7.69 | 3.24 | 9.90 | 3.81 | 4.98 | 5.74 | 9.29 | 6.79 | 7.18 | 9.60 | 7.36 | 3.42 | 4.58 | 2.11 | 3.54 | 9.38 | 8.47 | 9.04 | 6.31 | 5.87 | 1.96 | 6.34 | 1.25 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BIG LOTS SAVINGS PLAN Tactical Asset Allocation Moderate |
0.82%
Sep 2019 - Sep 2022 |
2.71%
Mar 2015 - Mar 2020 |
4.92%
Oct 2013 - Oct 2023 |
6.74%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BIG LOTS SAVINGS PLAN Tactical Asset Allocation Moderate |
16.28%
Oct 2004 - Oct 2007 |
13.86%
Oct 2002 - Oct 2007 |
11.93%
Apr 2003 - Apr 2013 |
10.36%
Aug 2003 - Aug 2018 |
Annualized Rolling Returns Comparison Chart