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 Strategic Asset Allocation - Equal Weight Moderate | NA | 28.46% | 9.87% | 11.05% | 6.99% | 7.63% | 6.63% | 5.96% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.85 | 28.46 | 9.87 | 11.05 | 6.99 | 7.63 | 6.63 | 5.96 | NA | 10.19 | 20.84 | -3.79 | 9.11 | 13.45 | 11.26 | -4.07 | 8.77 | 1.39 | 0.91 | -0.42 | 14.88 | 12.07 | 2.04 | 12.22 | 23.20 | -21.51 | 8.44 | 8.47 | 6.22 | 8.11 | 23.63 | -13.85 | -5.92 |
| Sharpe Ratio | NA | 0.50 | 0.48 | 0.52 | 0.46 | NA | NA | 0.41 | 0.09 | 0.38 | 2.00 | -0.41 | 0.50 | 0.75 | 1.71 | -0.85 | 1.32 | 0.13 | 0.10 | -0.05 | 2.41 | 1.49 | 0.19 | 1.38 | 1.64 | -1.24 | 0.66 | 0.79 | 0.76 | 0.92 | 2.96 | -1.57 | -0.71 |
| Standard Deviation(%) | NA | 9.37 | 10.29 | 13.85 | 11.07 | NA | NA | 10.42 | 5.33 | 9.44 | 8.30 | 12.64 | 18.16 | 17.68 | 5.77 | 6.33 | 6.18 | 8.87 | 8.94 | 8.29 | 6.16 | 8.06 | 10.60 | 8.81 | 14.05 | 18.14 | 8.28 | 6.57 | 5.30 | 7.77 | 7.74 | 9.54 | 11.56 |
| Draw Down(%) | NA | 8.58 | 12.60 | 21.70 | 21.70 | NA | NA | 34.36 | 0.30 | 8.58 | 5.47 | 13.25 | 11.48 | 21.70 | 4.22 | 9.08 | 4.58 | 7.15 | 8.85 | 6.65 | 4.07 | 4.31 | 9.24 | 6.93 | 16.26 | 32.39 | 5.18 | 6.97 | 3.80 | 7.27 | 7.46 | 21.30 | 21.09 |
| Yield(%) | NA | 14.78 | 13.06 | 8.90 | 6.40 | NA | NA | 5.33 | NA | 4.26 | 14.48 | 7.99 | 12.20 | 3.00 | 2.35 | 5.46 | 0.65 | 1.65 | 8.36 | 3.84 | 7.45 | 6.14 | 5.14 | 4.31 | 2.66 | 9.23 | 4.13 | 4.90 | 2.84 | 2.62 | 2.88 | 2.68 | 3.29 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.82%
Feb 2006 - Feb 2009 |
-1.61%
Feb 2004 - Feb 2009 |
3.92%
Mar 2010 - Mar 2020 |
4.13%
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 Strategic Asset Allocation - Equal Weight Moderate |
18.76%
Feb 2009 - Feb 2012 |
15.32%
Feb 2009 - Feb 2014 |
8.48%
Feb 2009 - Feb 2019 |
8.83%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart