Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PFILX (STRATEGIC ASSET MANAGEMENT FLEXIBLE INCOME PORTFOLIO R-4) | NA | 11.87% | -0.93% | 1.77% | 2.89% | 4.33% | NA | … | … |
Data as of 11/25/2024, Common starting date is 01/19/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PFILX (STRATEGIC ASSET MANAGEMENT FLEXIBLE INCOME PORTFOLIO R-4) | 01/19/2007 | 11/25/2024 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.49 | 11.87 | -0.93 | 1.77 | 2.89 | 4.33 | NA | … | … | 7.31 | 8.45 | -14.07 | 2.16 | 5.73 | 12.76 | -2.54 | 7.77 | 6.41 | -1.81 | 4.92 | 7.58 | 10.17 | 2.90 | 9.80 | 20.78 | -14.16 | 4.14 |
| Sharpe Ratio | NA | 1.08 | -0.71 | -0.09 | 0.23 | NA | NA | … | … | 0.23 | 0.70 | -1.80 | 0.34 | 0.56 | 4.14 | -1.16 | 3.59 | 1.47 | -0.43 | 1.34 | 1.85 | 2.96 | 0.44 | 1.81 | 2.46 | -1.41 | 0.32 |
| Standard Deviation(%) | NA | 5.12 | 7.23 | 7.32 | 5.73 | NA | NA | … | … | 4.97 | 6.04 | 8.62 | 6.28 | 9.70 | 2.74 | 3.33 | 2.00 | 4.21 | 4.23 | 3.66 | 4.07 | 3.44 | 6.54 | 5.37 | 8.42 | 10.68 | 4.38 |
| Draw Down(%) | NA | 2.82 | 20.59 | 21.45 | 21.45 | NA | NA | … | … | 2.82 | 6.13 | 17.72 | 5.93 | 15.48 | 0.92 | 4.80 | 1.22 | 3.23 | 5.23 | 2.67 | 4.59 | 2.93 | 6.69 | 4.12 | 10.42 | 20.92 | 2.38 |
| Yield(%) | 0.00 | 2.72 | 1.81 | 1.99 | 3.04 | 3.71 | 3.25 | … | … | 1.55 | 2.13 | 1.56 | 1.88 | 2.07 | 3.14 | 6.42 | 3.25 | 3.08 | 4.78 | 3.84 | 4.25 | 4.26 | 3.50 | 3.41 | 4.55 | 5.72 | 5.67 |
Data as of 11/25/2024, Common starting date is 01/19/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFILX (STRATEGIC ASSET MANAGEMENT FLEXIBLE INCOME PORTFOLIO R-4) |
-2.93%
Oct 2020 – Oct 2023 |
0.14%
Sep 2017 – Sep 2022 |
1.95%
Oct 2013 – Oct 2023 |
3.31%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFILX (STRATEGIC ASSET MANAGEMENT FLEXIBLE INCOME PORTFOLIO R-4) |
14.63%
Feb 2009 – Feb 2012 |
11.65%
Feb 2009 – Feb 2014 |
7.44%
Feb 2009 – Feb 2019 |
5.56%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart