Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Sirsidynix 401(k) Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate | NA | -1.37% | 1.81% | 4.38% | 2.76% | 5.70% | 5.14% | 5.79% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Sirsidynix 401(k) Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.22 | -1.37 | 1.81 | 4.38 | 2.76 | 5.70 | 5.14 | 5.79 | -0.35 | 8.91 | -10.02 | 11.90 | 11.09 | 18.24 | -5.78 | 8.14 | -0.13 | -0.29 | 4.74 | 3.17 | 10.82 | 0.18 | 13.65 | 28.23 | -20.05 | 5.82 | 12.95 | 7.85 | 12.19 | 20.78 | 2.07 | 7.46 |
| Sharpe Ratio | NA | 0.12 | 0.11 | 0.45 | 0.35 | NA | NA | 0.55 | -0.08 | 0.53 | -1.02 | 1.49 | 0.59 | 2.75 | -0.88 | 1.64 | -0.04 | -0.04 | 0.78 | 0.48 | 2.21 | 0.01 | 1.65 | 1.82 | -1.30 | 0.36 | 1.81 | 1.07 | 1.87 | 4.06 | 0.16 | 0.93 |
| Standard Deviation(%) | NA | 8.71 | 9.40 | 11.30 | 9.57 | NA | NA | 9.11 | 7.93 | 8.75 | 11.23 | 7.99 | 18.26 | 6.13 | 8.07 | 4.57 | 9.07 | 8.53 | 6.07 | 6.57 | 4.87 | 10.63 | 8.21 | 15.42 | 16.14 | 7.75 | 5.35 | 5.30 | 6.01 | 4.95 | 6.07 | 5.56 |
| Draw Down(%) | NA | 9.36 | 16.13 | 23.02 | 23.02 | NA | NA | 32.97 | 1.83 | 9.36 | 16.13 | 5.13 | 23.02 | 2.49 | 10.19 | 3.82 | 7.49 | 7.81 | 4.72 | 7.19 | 3.66 | 11.42 | 5.57 | 16.07 | 31.21 | 4.97 | 4.46 | 3.73 | 7.20 | 3.06 | 8.99 | 5.21 |
| Yield(%) | NA | 3.28 | 3.51 | 3.90 | 3.60 | NA | NA | 4.27 | 0.00 | 3.48 | 3.96 | 3.10 | 4.66 | 4.61 | 3.43 | 0.30 | 1.86 | 7.83 | 3.16 | 1.26 | 4.30 | 3.13 | 4.85 | 5.04 | 5.99 | 7.02 | 5.94 | 4.86 | 4.49 | 4.56 | 4.84 | 5.53 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Sirsidynix 401(k) Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.82%
Feb 2006 - Feb 2009 |
0.19%
Feb 2004 - Feb 2009 |
2.76%
Oct 2013 - Oct 2023 |
3.84%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Sirsidynix 401(k) Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate |
19.36%
Feb 2009 - Feb 2012 |
13.80%
Feb 2009 - Feb 2014 |
8.84%
Apr 2001 - Apr 2011 |
7.05%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart