Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SFN GROUP 401(k) Benefit Plan Tactical Asset Allocation Moderate | NA | 23.80% | 3.58% | 6.79% | 4.39% | 4.52% | 6.14% | 6.63% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFN GROUP 401(k) Benefit 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 (%) | -1.04 | 23.80 | 3.58 | 6.79 | 4.39 | 4.52 | 6.14 | 6.63 | NA | 12.24 | 10.73 | -10.52 | 7.19 | 15.52 | 5.65 | -3.70 | 8.72 | 4.44 | -3.56 | -1.85 | 13.63 | 9.91 | -12.90 | 11.57 | 25.62 | -5.97 | 13.38 | 17.74 | 8.50 | 9.39 | 27.70 | -1.31 | 0.97 |
| Sharpe Ratio | NA | 0.74 | 0.00 | 0.48 | 0.38 | NA | NA | 0.65 | 0.08 | 0.57 | 0.76 | -1.30 | 0.79 | 1.92 | 0.81 | -0.69 | 1.29 | 0.83 | -0.68 | -0.25 | 1.70 | 1.43 | -1.07 | 0.93 | 2.86 | -1.62 | 0.97 | 1.82 | 1.09 | 1.01 | 4.46 | -0.67 | -0.92 |
| Standard Deviation(%) | NA | 9.90 | 9.25 | 8.97 | 7.59 | NA | NA | 7.85 | 8.54 | 9.95 | 8.52 | 9.16 | 9.05 | 7.98 | 5.24 | 7.30 | 6.28 | 5.12 | 5.31 | 7.54 | 8.02 | 6.90 | 12.09 | 12.34 | 8.92 | 4.25 | 10.75 | 7.97 | 5.81 | 8.34 | 6.05 | 3.63 | 1.45 |
| Draw Down(%) | NA | 5.74 | 11.91 | 13.82 | 13.82 | NA | NA | 18.81 | 0.66 | 5.74 | 7.44 | 11.91 | 5.87 | 10.82 | 4.69 | 9.30 | 5.35 | 3.66 | 7.19 | 8.03 | 5.62 | 6.57 | 18.81 | 10.14 | 5.42 | 8.12 | 7.96 | 9.59 | 4.85 | 8.76 | 4.30 | 5.98 | 1.51 |
| Yield(%) | NA | 5.31 | 4.67 | 4.56 | 3.76 | NA | NA | 3.59 | NA | 0.85 | 5.12 | 3.81 | 4.67 | 4.33 | 4.89 | 2.46 | 0.30 | 3.27 | 1.94 | 6.80 | 3.84 | 3.32 | 2.61 | 4.17 | 3.65 | 2.82 | 6.28 | 3.20 | 3.13 | 2.21 | 3.19 | 2.26 | 3.33 |
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 |
|---|---|---|---|---|
| SFN GROUP 401(k) Benefit Plan Tactical Asset Allocation Moderate |
-0.38%
Dec 2013 - Dec 2016 |
-0.41%
Feb 2011 - Feb 2016 |
1.83%
Apr 2010 - Apr 2020 |
3.56%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFN GROUP 401(k) Benefit Plan Tactical Asset Allocation Moderate |
16.48%
Mar 2003 - Mar 2006 |
16.55%
Oct 2002 - Oct 2007 |
10.88%
Apr 2001 - Apr 2011 |
8.34%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart