Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SAP America, Inc. 401(k) Plan Tactical Asset Allocation Moderate | NA | 19.35% | -1.34% | 3.75% | 3.02% | 4.24% | 4.93% | 5.36% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAP America, Inc. 401(k) 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 (%) | -1.02 | 19.35 | -1.34 | 3.75 | 3.02 | 4.24 | 4.93 | 5.36 | NA | 6.34 | 5.91 | -15.30 | 3.35 | 16.63 | 3.08 | -3.55 | 13.71 | 7.81 | -6.44 | 2.02 | 16.83 | 3.69 | -0.54 | 9.16 | 11.67 | -1.23 | 8.89 | 12.06 | 3.80 | 6.40 | 17.16 | 0.14 | 6.10 |
| Sharpe Ratio | NA | 0.15 | -0.47 | 0.04 | 0.15 | NA | NA | 0.51 | 0.07 | -0.02 | 0.21 | -1.44 | 0.34 | 1.82 | 0.32 | -0.67 | 2.58 | 1.44 | -1.23 | 0.33 | 2.33 | 0.64 | -0.07 | 0.83 | 1.55 | -0.48 | 0.57 | 1.17 | 0.27 | 0.79 | 2.89 | -0.22 | 1.06 |
| Standard Deviation(%) | NA | 10.25 | 10.05 | 9.78 | 8.00 | NA | NA | 7.43 | 10.88 | 10.31 | 7.91 | 11.58 | 9.63 | 9.00 | 5.23 | 7.25 | 5.06 | 5.28 | 5.24 | 6.05 | 7.20 | 5.64 | 7.86 | 10.88 | 7.46 | 4.45 | 10.39 | 7.52 | 5.96 | 6.87 | 5.69 | 4.39 | 3.56 |
| Draw Down(%) | NA | 7.65 | 18.18 | 21.60 | 21.60 | NA | NA | 21.60 | 0.91 | 7.65 | 8.13 | 16.12 | 5.98 | 8.83 | 5.17 | 10.40 | 2.07 | 3.33 | 8.11 | 5.66 | 4.57 | 5.55 | 7.95 | 9.06 | 4.14 | 7.66 | 8.00 | 8.54 | 4.72 | 7.35 | 3.65 | 5.39 | 2.28 |
| Yield(%) | NA | 3.05 | 4.65 | 4.42 | 3.40 | NA | NA | 3.51 | NA | 0.63 | 3.13 | 3.50 | 6.41 | 3.95 | 6.10 | 2.15 | 0.17 | 3.20 | 1.39 | 3.47 | 3.10 | 2.48 | 2.51 | 2.22 | 3.23 | 2.98 | 5.05 | 5.36 | 4.05 | 3.46 | 3.28 | 3.83 | 5.18 |
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 |
|---|---|---|---|---|
| SAP America, Inc. 401(k) Plan Tactical Asset Allocation Moderate |
-3.51%
Apr 2021 - Apr 2024 |
-0.76%
Sep 2018 - Sep 2023 |
1.66%
Oct 2013 - Oct 2023 |
3.42%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAP America, Inc. 401(k) Plan Tactical Asset Allocation Moderate |
10.82%
Apr 2003 - Apr 2006 |
10.51%
Oct 2002 - Oct 2007 |
7.74%
Apr 2001 - Apr 2011 |
7.10%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart