Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SMITH INTERNATIONAL, INC. 401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 20.18% | 3.62% | 6.62% | 6.52% | 7.75% | 6.53% | 5.62% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMITH INTERNATIONAL, INC. 401(k) RETIREMENT 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 | 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 (%) | -1.03 | 20.18 | 3.62 | 6.62 | 6.52 | 7.75 | 6.53 | 5.62 | NA | 7.58 | 13.80 | -11.78 | 12.82 | 6.28 | 13.08 | -0.12 | 18.62 | 5.06 | -0.91 | 8.34 | 20.58 | 7.89 | -0.88 | 11.59 | -2.94 | -12.31 | 9.99 | 14.52 | 7.37 | 12.08 | 15.44 | -13.39 | -5.68 |
| Sharpe Ratio | NA | 0.10 | -0.12 | 0.20 | 0.39 | NA | NA | 0.37 | -0.14 | 0.11 | 1.14 | -0.96 | 1.45 | 0.26 | 1.71 | -0.13 | 3.34 | 0.61 | -0.10 | 1.17 | 2.82 | 1.18 | -0.06 | 0.97 | -0.21 | -0.93 | 0.57 | 1.23 | 0.77 | 1.30 | 1.71 | -2.24 | -1.18 |
| Standard Deviation(%) | NA | 9.01 | 10.63 | 13.84 | 11.40 | NA | NA | 10.70 | 0.70 | 9.06 | 8.40 | 13.69 | 8.83 | 23.23 | 6.83 | 10.74 | 5.38 | 7.95 | 9.50 | 7.13 | 7.28 | 6.65 | 15.21 | 11.80 | 14.41 | 14.22 | 12.28 | 9.17 | 6.77 | 8.57 | 8.62 | 6.48 | 6.74 |
| Draw Down(%) | NA | 6.73 | 17.84 | 24.97 | 24.97 | NA | NA | 27.96 | 0.09 | 6.73 | 6.15 | 18.13 | 3.99 | 24.97 | 4.11 | 8.58 | 1.53 | 7.58 | 10.20 | 5.05 | 3.82 | 5.58 | 14.00 | 8.52 | 17.91 | 22.47 | 8.01 | 9.99 | 4.93 | 7.78 | 8.78 | 14.52 | 12.36 |
| Yield(%) | NA | 5.63 | 5.92 | 5.23 | 4.20 | NA | NA | 0.00 | NA | 1.68 | 5.19 | 3.22 | 7.83 | 4.55 | 4.54 | 3.36 | 2.88 | 2.78 | 3.51 | 3.30 | 2.62 | 1.77 | 2.16 | 1.69 | 1.34 | 6.86 | 5.91 | 6.43 | 3.07 | 1.32 | 1.28 | 1.58 | 1.70 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMITH INTERNATIONAL, INC. 401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate |
-6.23%
Jun 2007 - Jun 2010 |
-1.03%
Oct 2007 - Oct 2012 |
2.93%
Sep 2001 - Sep 2011 |
4.06%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMITH INTERNATIONAL, INC. 401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate |
16.11%
Apr 2003 - Apr 2006 |
12.19%
Apr 2003 - Apr 2008 |
9.24%
Sep 2011 - Sep 2021 |
8.01%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart