Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Federal Employee Thrift Savings Plan Asset Allocation Composite Moderate | NA | 27.69% | 13.38% | 11.19% | 8.05% | 7.95% | 8.33% | 8.41% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Federal Employee Thrift Savings Plan Asset Allocation Composite Moderate | 12/31/2000 | 02/27/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
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 (%) | 0.86 | 27.69 | 13.38 | 11.19 | 8.05 | 7.95 | 8.33 | 8.41 | NA | 19.47 | 23.86 | -4.68 | 8.42 | 6.92 | 15.11 | -6.23 | 14.33 | 7.12 | -0.99 | 2.40 | 13.49 | 11.37 | -2.05 | 12.67 | 14.78 | 2.23 | 8.25 | 14.64 | 6.62 | 11.07 | 20.10 | -1.00 | 0.44 |
| Sharpe Ratio | NA | 1.72 | 1.11 | 0.83 | 0.64 | NA | NA | 0.78 | 0.36 | 1.78 | 2.60 | -0.47 | 1.07 | 0.37 | 2.26 | -0.88 | 3.24 | 0.78 | -0.12 | 0.37 | 1.92 | 1.33 | -0.14 | 1.15 | 1.66 | 4.10 | 0.52 | 1.52 | 0.73 | 1.43 | 3.23 | -0.61 | -0.60 |
| Standard Deviation(%) | NA | 7.23 | 9.42 | 11.41 | 9.70 | NA | NA | 8.68 | 7.02 | 7.22 | 7.55 | 12.90 | 7.88 | 17.90 | 6.07 | 8.53 | 4.22 | 8.89 | 8.68 | 6.52 | 7.01 | 8.54 | 14.41 | 10.92 | 8.83 | 0.32 | 10.12 | 7.46 | 6.06 | 7.10 | 6.02 | 3.47 | 3.14 |
| Draw Down(%) | NA | 4.14 | 11.19 | 19.44 | 22.40 | NA | NA | 22.40 | 1.57 | 4.14 | 4.39 | 13.46 | 3.91 | 22.40 | 3.42 | 12.10 | 1.28 | 7.24 | 9.23 | 5.71 | 5.56 | 8.06 | 13.80 | 8.76 | 4.16 | 0.31 | 6.94 | 8.21 | 4.30 | 6.55 | 3.11 | 3.48 | 5.59 |
| Yield(%) | NA | 14.83 | 9.23 | 6.43 | 4.30 | NA | NA | 3.45 | NA | 4.81 | 13.97 | 6.44 | 1.88 | 1.83 | 2.72 | 2.12 | 2.19 | 2.34 | 1.96 | 2.45 | 2.12 | 2.76 | 2.66 | 2.43 | 3.08 | 2.55 | 3.25 | 2.94 | 2.57 | 2.54 | 2.94 | 3.72 | 3.16 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Federal Employee Thrift Savings Plan Asset Allocation Composite Moderate |
0.56%
Mar 2017 - Mar 2020 |
1.84%
Mar 2015 - Mar 2020 |
4.58%
Mar 2010 - Mar 2020 |
5.41%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Federal Employee Thrift Savings Plan Asset Allocation Composite Moderate |
15.03%
Apr 2003 - Apr 2006 |
12.38%
Oct 2002 - Oct 2007 |
10.33%
Apr 2003 - Apr 2013 |
9.05%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart