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 Strategic Asset Allocation - Equal Weight Moderate | NA | 22.49% | 6.15% | 8.43% | 5.45% | 6.38% | 6.49% | 6.46% |
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 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 (%) | -0.92 | 22.49 | 6.15 | 8.43 | 5.45 | 6.38 | 6.49 | 6.46 | NA | 9.04 | 12.26 | -5.28 | 8.66 | 16.17 | 14.51 | -6.40 | 10.36 | -0.90 | -0.91 | -1.07 | 14.48 | 13.91 | -5.83 | 14.32 | 29.79 | -28.90 | 10.47 | 18.86 | 14.06 | 14.28 | 28.13 | -9.02 | -4.92 |
| Sharpe Ratio | NA | 0.37 | 0.10 | 0.46 | 0.38 | NA | NA | 0.45 | 0.07 | 0.30 | 0.89 | -0.54 | 0.96 | 0.86 | 1.69 | -0.86 | 1.84 | -0.11 | -0.10 | -0.13 | 1.89 | 1.89 | -0.41 | 1.35 | 1.87 | -1.44 | 0.79 | 1.90 | 1.75 | 1.62 | 3.26 | -1.00 | -0.75 |
| Standard Deviation(%) | NA | 8.28 | 10.04 | 12.06 | 10.42 | NA | NA | 10.83 | 7.01 | 8.30 | 8.95 | 12.39 | 8.98 | 18.54 | 7.76 | 8.97 | 5.29 | 10.09 | 9.59 | 8.26 | 7.63 | 7.32 | 14.45 | 10.53 | 15.90 | 20.74 | 9.44 | 8.21 | 6.79 | 8.22 | 8.42 | 10.18 | 9.64 |
| Draw Down(%) | NA | 4.97 | 15.58 | 23.82 | 23.87 | NA | NA | 39.28 | 0.47 | 4.97 | 7.13 | 15.58 | 4.41 | 23.82 | 3.99 | 13.51 | 2.69 | 8.93 | 9.00 | 9.16 | 6.64 | 6.56 | 16.56 | 8.05 | 14.70 | 38.47 | 7.54 | 9.62 | 4.30 | 8.60 | 9.05 | 19.60 | 16.97 |
| Yield(%) | NA | 4.80 | 5.31 | 4.69 | 4.04 | NA | NA | 3.94 | NA | 0.73 | 4.77 | 4.44 | 6.15 | 4.26 | 3.07 | 3.27 | 0.29 | 3.58 | 3.63 | 6.61 | 6.45 | 3.83 | 4.48 | 3.58 | 2.20 | 3.41 | 7.54 | 3.85 | 3.94 | 2.42 | 2.12 | 1.93 | 4.00 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.69%
Feb 2006 - Feb 2009 |
-0.29%
Mar 2015 - Mar 2020 |
2.71%
Mar 2010 - Mar 2020 |
3.24%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFN GROUP 401(k) Benefit Plan Strategic Asset Allocation - Equal Weight Moderate |
23.13%
Mar 2003 - Mar 2006 |
18.21%
Oct 2002 - Oct 2007 |
10.27%
Mar 2003 - Mar 2013 |
8.08%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart