Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE GEO GROUP, INC. 401(K) PLAN Tactical Asset Allocation Moderate | NA | 24.35% | 7.36% | 11.53% | 8.14% | 7.11% | 6.81% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE GEO GROUP, INC. 401(K) 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 (%) | -0.81 | 24.35 | 7.36 | 11.53 | 8.14 | 7.11 | 6.81 | … | … | -2.77 | -1.20 | 17.57 | -19.53 | 33.58 | 19.92 | 20.46 | -2.35 | 5.50 | 6.82 | -0.40 | 2.99 | 12.38 | 5.38 | -3.96 | 6.38 | 10.19 | -0.77 | 8.09 | 11.00 | 4.17 | 2.96 | 11.51 | -7.73 | 1.31 |
| Sharpe Ratio | NA | -0.10 | -0.09 | 0.09 | 0.12 | NA | NA | … | … | 0.00 | -0.58 | 0.14 | -0.95 | 1.32 | 2.21 | 2.25 | -0.56 | 0.68 | 1.37 | -0.09 | 0.49 | 1.56 | 0.93 | -0.35 | 0.61 | 1.35 | -0.38 | 0.49 | 0.98 | 0.35 | 0.29 | 1.58 | -1.81 | -0.41 |
| Standard Deviation(%) | NA | 91.52 | 76.08 | 60.07 | 42.70 | NA | NA | … | … | 717.18 | 13.46 | 92.43 | 22.08 | 25.38 | 8.91 | 8.47 | 6.54 | 7.12 | 4.83 | 4.93 | 6.06 | 7.92 | 5.76 | 11.25 | 10.34 | 7.51 | 4.41 | 10.30 | 7.88 | 5.75 | 6.94 | 6.87 | 4.88 | 2.47 |
| Draw Down(%) | NA | 48.82 | 51.85 | 51.85 | 51.85 | NA | NA | … | … | 48.82 | 13.23 | 51.85 | 25.62 | 10.39 | 4.32 | 0.52 | 6.72 | 7.40 | 3.91 | 4.26 | 5.41 | 4.65 | 5.59 | 11.52 | 9.05 | 4.33 | 6.72 | 7.57 | 9.19 | 4.18 | 4.62 | 3.63 | 9.93 | 2.11 |
| Yield(%) | NA | 14.43 | 18.95 | 17.52 | 9.57 | NA | NA | … | … | NA | 0.44 | 15.01 | 10.39 | 31.52 | 13.49 | 17.82 | 2.93 | 0.11 | 1.39 | 1.59 | 1.94 | 5.44 | 3.78 | 2.76 | 3.67 | 1.46 | 2.75 | 4.38 | 2.24 | 1.87 | 0.62 | 0.27 | 0.73 | 1.24 |
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 |
|---|---|---|---|---|
| THE GEO GROUP, INC. 401(K) PLAN Tactical Asset Allocation Moderate |
-2.22%
Dec 2021 – Dec 2024 |
2.30%
May 2014 – May 2019 |
3.80%
Oct 2001 – Oct 2011 |
4.15%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE GEO GROUP, INC. 401(K) PLAN Tactical Asset Allocation Moderate |
34.82%
Jun 2020 – Jun 2023 |
25.77%
Jun 2018 – Jun 2023 |
14.75%
Jun 2013 – Jun 2023 |
11.32%
Jun 2008 – Jun 2023 |
Annualized Rolling Returns Comparison Chart