Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Sandia Corporation Master Savings Plan Trust Tactical Asset Allocation Moderate | NA | 23.48% | 4.46% | 7.72% | 5.40% | 5.91% | 5.68% | 6.28% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Sandia Corporation Master Savings Plan Trust Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | 0.26 | 23.48 | 4.46 | 7.72 | 5.40 | 5.91 | 5.68 | 6.28 | NA | 12.12 | 17.46 | -14.20 | 8.83 | 14.89 | 9.27 | -1.74 | 7.54 | 4.71 | -2.11 | -0.51 | 15.94 | 7.06 | 2.46 | 6.51 | 13.91 | -9.42 | 7.23 | 10.59 | 2.43 | 10.28 | 17.84 | 2.32 | 7.08 |
| Sharpe Ratio | NA | 0.61 | 0.06 | 0.49 | 0.48 | NA | NA | 0.67 | 0.02 | 0.55 | 1.60 | -1.59 | 0.95 | 1.68 | 1.97 | -0.38 | 1.33 | 0.99 | -0.45 | -0.09 | 2.19 | 1.13 | 0.31 | 0.61 | 1.82 | -2.78 | 0.49 | 1.11 | 0.05 | 1.39 | 3.27 | 0.27 | 1.15 |
| Standard Deviation(%) | NA | 10.00 | 9.41 | 9.25 | 7.61 | NA | NA | 7.07 | 7.81 | 10.06 | 8.26 | 9.79 | 9.25 | 8.71 | 4.00 | 8.04 | 5.21 | 4.54 | 4.78 | 5.60 | 7.27 | 6.22 | 7.82 | 10.53 | 7.58 | 3.72 | 8.58 | 6.61 | 5.16 | 6.71 | 5.24 | 4.54 | 4.15 |
| Draw Down(%) | NA | 7.41 | 14.32 | 15.78 | 15.78 | NA | NA | 15.78 | 0.60 | 7.41 | 6.23 | 15.17 | 3.96 | 9.78 | 3.29 | 7.82 | 1.93 | 3.52 | 5.08 | 5.11 | 5.10 | 5.62 | 5.52 | 9.67 | 4.79 | 10.23 | 7.37 | 7.52 | 4.41 | 6.57 | 2.70 | 4.95 | 3.35 |
| Yield(%) | NA | 3.47 | 4.16 | 4.11 | 2.84 | NA | NA | 3.72 | NA | 0.48 | 3.73 | 2.95 | 5.54 | 5.41 | 3.02 | 2.30 | 0.15 | 1.60 | 1.96 | 1.82 | 3.36 | 3.95 | 2.97 | 2.44 | 2.97 | 2.10 | 9.31 | 7.23 | 4.81 | 2.95 | 4.18 | 4.68 | 5.73 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Sandia Corporation Master Savings Plan Trust Tactical Asset Allocation Moderate |
0.38%
Apr 2006 - Apr 2009 |
1.51%
Dec 2013 - Dec 2018 |
3.40%
Oct 2013 - Oct 2023 |
3.85%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Sandia Corporation Master Savings Plan Trust Tactical Asset Allocation Moderate |
11.62%
Apr 2003 - Apr 2006 |
10.53%
Oct 2002 - Oct 2007 |
7.12%
Apr 2001 - Apr 2011 |
6.34%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart