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 |
|---|---|---|---|---|---|---|---|---|
| FEDERAL HOME LOAN MORTGAGE CORP THRIFT/401K SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 17.97% | -3.32% | 2.81% | 2.74% | 3.51% | 4.65% | 5.34% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEDERAL HOME LOAN MORTGAGE CORP THRIFT/401K 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 (%) | -0.31 | 17.97 | -3.32 | 2.81 | 2.74 | 3.51 | 4.65 | 5.34 | NA | 7.73 | 4.11 | -16.85 | 3.40 | 17.43 | 6.11 | -3.21 | 9.52 | 6.90 | -4.54 | -0.75 | 14.78 | 4.04 | 1.79 | 2.42 | 9.77 | 2.61 | 9.72 | 12.60 | 4.06 | 11.34 | 13.88 | 5.29 | 6.21 |
| Sharpe Ratio | NA | 1.28 | 0.27 | 0.41 | 0.35 | NA | NA | 0.53 | 0.17 | 0.10 | -0.02 | -1.81 | 0.36 | 2.04 | 1.08 | -0.61 | 1.90 | 1.40 | -0.91 | -0.14 | 2.19 | 0.74 | 0.18 | 0.23 | 1.16 | 0.29 | 0.74 | 1.28 | 0.31 | 1.31 | 2.54 | 1.29 | 1.08 |
| Standard Deviation(%) | NA | 36.50 | 22.35 | 18.21 | 13.42 | NA | NA | 10.18 | 248.24 | 10.87 | 7.45 | 10.10 | 9.52 | 8.44 | 4.36 | 7.39 | 4.69 | 4.77 | 5.01 | 5.49 | 6.72 | 5.37 | 9.68 | 10.31 | 8.36 | 5.73 | 9.04 | 7.31 | 6.01 | 7.94 | 5.18 | 3.24 | 3.60 |
| Draw Down(%) | NA | 7.13 | 20.61 | 25.32 | 25.32 | NA | NA | 25.32 | 0.64 | 7.13 | 7.36 | 17.67 | 6.64 | 9.33 | 3.61 | 9.14 | 2.90 | 3.11 | 5.87 | 5.33 | 4.68 | 4.50 | 9.83 | 10.68 | 4.48 | 2.97 | 6.87 | 8.79 | 4.68 | 6.33 | 2.83 | 1.67 | 2.24 |
| Yield(%) | NA | 5.12 | 4.15 | 3.69 | 3.04 | NA | NA | 3.45 | NA | 0.62 | 5.31 | 3.01 | 3.52 | 2.57 | 3.89 | 4.90 | 0.10 | 1.74 | 1.52 | 3.37 | 1.90 | 2.89 | 2.23 | 3.31 | 3.40 | 4.63 | 4.97 | 6.23 | 4.03 | 3.41 | 2.79 | 3.82 | 5.29 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDERAL HOME LOAN MORTGAGE CORP THRIFT/401K SAVINGS PLAN Tactical Asset Allocation Moderate |
-4.79%
Apr 2021 - Apr 2024 |
-0.43%
Sep 2018 - Sep 2023 |
1.25%
Oct 2013 - Oct 2023 |
2.86%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDERAL HOME LOAN MORTGAGE CORP THRIFT/401K SAVINGS PLAN Tactical Asset Allocation Moderate |
11.89%
Apr 2003 - Apr 2006 |
11.03%
Oct 2002 - Oct 2007 |
8.23%
Apr 2001 - Apr 2011 |
6.67%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart