Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| THE SCI 401(k) RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 19.38% | 2.71% | 8.87% | 6.12% | 6.27% | 6.52% | 7.52% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE SCI 401(k) RETIREMENT SAVINGS 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 (%) | -1.30 | 19.38 | 2.71 | 8.87 | 6.12 | 6.27 | 6.52 | 7.52 | NA | -2.46 | 11.21 | -12.30 | 15.42 | 19.93 | 19.57 | -3.10 | 7.29 | 5.33 | -3.36 | -5.38 | 13.58 | 9.07 | 2.62 | 8.73 | 17.76 | -4.35 | 5.85 | 11.66 | 3.36 | 11.51 | 20.84 | 10.38 | 7.53 |
| Sharpe Ratio | NA | -0.01 | -0.01 | 0.01 | 0.01 | NA | NA | 0.02 | 0.00 | -0.80 | 0.80 | -0.96 | 1.26 | 1.53 | 2.14 | -0.72 | 1.15 | 1.12 | -0.60 | -0.12 | 1.84 | 1.53 | 0.32 | 0.75 | 2.16 | -0.88 | 0.30 | 1.08 | 0.20 | 1.32 | 3.40 | 2.41 | 1.05 |
| Standard Deviation(%) | NA | 1,166.93 | 674.24 | 521.56 | 368.61 | NA | NA | 238.18 | 9,243.37 | 11.36 | 8.67 | 14.27 | 12.23 | 12.89 | 8.50 | 6.11 | 5.79 | 4.58 | 5.63 | 45.82 | 7.36 | 5.88 | 8.03 | 11.52 | 8.17 | 6.01 | 9.42 | 7.75 | 5.99 | 7.99 | 5.93 | 3.85 | 4.96 |
| Draw Down(%) | NA | 99.97 | 99.97 | 99.97 | 99.97 | NA | NA | 99.97 | 99.97 | 12.73 | 9.03 | 19.90 | 7.63 | 7.62 | 0.50 | 7.26 | 4.41 | 3.28 | 8.66 | 31.81 | 6.08 | 5.19 | 5.97 | 9.95 | 4.28 | 8.57 | 6.48 | 9.20 | 4.74 | 6.80 | 2.85 | 2.87 | 4.48 |
| Yield(%) | NA | 3.44 | 8.88 | 12.90 | 8.65 | NA | NA | 6.35 | NA | 0.34 | 3.47 | 9.21 | 13.93 | 20.64 | 17.99 | 3.32 | 0.20 | 1.12 | 1.98 | 14.99 | 5.72 | 5.01 | 2.23 | 3.85 | 3.98 | 3.43 | 5.37 | 4.29 | 3.08 | 2.45 | 4.02 | 7.15 | 8.27 |
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 |
|---|---|---|---|---|
| THE SCI 401(k) RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-1.65%
Dec 2021 - Dec 2024 |
0.03%
Dec 2013 - Dec 2018 |
4.12%
Oct 2013 - Oct 2023 |
4.95%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE SCI 401(k) RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
18.29%
Dec 2018 - Dec 2021 |
12.04%
May 2002 - May 2007 |
9.69%
Apr 2001 - Apr 2011 |
7.14%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart