Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| State Auto Insurance Companies Capital Accumulation Plan Tactical Asset Allocation Moderate | NA | -3.27% | 0.59% | 1.47% | 2.76% | 4.59% | 5.22% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| State Auto Insurance Companies Capital Accumulation Plan 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 (%) | -0.46 | -3.27 | 0.59 | 1.47 | 2.76 | 4.59 | 5.22 | … | … | 1.17 | 6.81 | -12.95 | 6.94 | 9.28 | 9.82 | -1.20 | 16.14 | 1.92 | -1.22 | 0.45 | 14.28 | 7.24 | -5.07 | 9.41 | 19.58 | -7.28 | 12.06 | 14.03 | 6.47 | 7.42 | 18.83 | 4.46 | 8.05 |
| Sharpe Ratio | NA | 0.28 | -0.17 | 0.26 | 0.39 | NA | NA | … | … | 0.13 | 0.36 | -1.51 | 0.84 | 1.07 | 1.91 | -0.34 | 3.62 | 0.40 | -0.24 | 0.07 | 2.06 | 1.34 | -0.55 | 0.85 | 2.45 | -1.43 | 0.96 | 1.41 | 0.74 | 0.91 | 3.69 | 0.72 | 1.16 |
| Standard Deviation(%) | NA | 7.19 | 8.28 | 7.77 | 6.72 | NA | NA | … | … | 6.79 | 7.08 | 9.51 | 8.24 | 8.44 | 4.39 | 7.38 | 4.29 | 4.25 | 5.17 | 6.00 | 6.91 | 5.35 | 9.28 | 11.02 | 7.95 | 5.74 | 9.46 | 7.66 | 5.80 | 7.08 | 4.91 | 4.65 | 4.93 |
| Draw Down(%) | NA | 5.97 | 18.13 | 18.13 | 18.13 | NA | NA | … | … | 1.39 | 5.97 | 14.29 | 4.98 | 10.73 | 2.35 | 7.96 | 1.62 | 3.87 | 4.95 | 5.59 | 6.03 | 4.75 | 11.26 | 9.04 | 3.68 | 11.54 | 6.89 | 9.01 | 4.66 | 6.72 | 2.01 | 4.65 | 3.70 |
| Yield(%) | NA | 3.32 | 3.74 | 4.10 | 3.66 | NA | NA | … | … | 0.01 | 3.53 | 3.12 | 4.47 | 5.56 | 3.83 | 1.59 | 4.19 | 4.35 | 2.10 | 3.95 | 2.81 | 4.06 | 2.34 | 4.15 | 4.42 | 3.53 | 4.96 | 5.17 | 3.19 | 3.09 | 4.64 | 5.90 | 7.88 |
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 |
|---|---|---|---|---|
| State Auto Insurance Companies Capital Accumulation Plan Tactical Asset Allocation Moderate |
-0.19%
Dec 2020 – Dec 2023 |
1.01%
Sep 2018 – Sep 2023 |
2.76%
Oct 2013 – Oct 2023 |
3.87%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| State Auto Insurance Companies Capital Accumulation Plan Tactical Asset Allocation Moderate |
12.94%
Oct 2004 – Oct 2007 |
12.62%
Oct 2002 – Oct 2007 |
9.52%
Apr 2001 – Apr 2011 |
7.56%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart