Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SAS 401K PLAN AND TRUST Tactical Asset Allocation Moderate | NA | -5.50% | -0.90% | 0.22% | 1.50% | 3.91% | 4.60% | 5.50% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAS 401K PLAN AND TRUST Tactical Asset Allocation 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 (%) | -0.43 | -5.50 | -0.90 | 0.22 | 1.50 | 3.91 | 4.60 | 5.50 | 1.01 | 4.85 | -15.27 | 8.66 | 10.45 | 5.72 | -3.54 | 12.04 | 4.63 | -2.53 | -1.21 | 15.95 | 8.86 | 3.40 | 3.72 | 13.84 | -1.09 | 8.01 | 10.99 | 3.36 | 10.00 | 17.34 | 8.83 | 8.06 |
| Sharpe Ratio | NA | 0.18 | -0.33 | 0.12 | 0.20 | NA | NA | 0.66 | 0.10 | 0.08 | -1.75 | 1.08 | 1.20 | 1.02 | -0.68 | 2.34 | 0.98 | -0.49 | -0.21 | 2.35 | 1.64 | 0.42 | 0.33 | 1.61 | -0.38 | 0.54 | 1.00 | 0.20 | 1.32 | 2.65 | 1.85 | 1.13 |
| Standard Deviation(%) | NA | 7.38 | 8.22 | 7.73 | 6.72 | NA | NA | 6.99 | 7.38 | 7.11 | 9.49 | 8.02 | 8.53 | 4.23 | 7.13 | 4.88 | 4.53 | 5.24 | 5.77 | 6.77 | 5.38 | 8.05 | 11.00 | 8.52 | 5.34 | 9.27 | 7.68 | 6.01 | 6.88 | 6.29 | 4.18 | 5.09 |
| Draw Down(%) | NA | 6.50 | 21.43 | 21.43 | 21.43 | NA | NA | 21.43 | 1.70 | 6.50 | 15.81 | 3.93 | 9.14 | 3.29 | 8.92 | 2.66 | 3.56 | 4.53 | 5.54 | 4.98 | 4.38 | 5.65 | 10.84 | 4.22 | 6.72 | 6.51 | 8.99 | 4.37 | 6.90 | 3.46 | 2.31 | 3.86 |
| Yield(%) | NA | 3.90 | 4.16 | 3.58 | 2.98 | NA | NA | 3.83 | 0.01 | 4.13 | 2.63 | 5.68 | 2.60 | 2.87 | 2.12 | 0.20 | 3.82 | 2.67 | 3.18 | 3.12 | 4.44 | 3.17 | 4.09 | 5.12 | 3.49 | 5.24 | 5.18 | 3.14 | 3.48 | 3.15 | 6.59 | 7.95 |
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 |
|---|---|---|---|---|
| SAS 401K PLAN AND TRUST Tactical Asset Allocation Moderate |
-1.17%
Dec 2020 - Dec 2023 |
-0.15%
Sep 2018 - Sep 2023 |
1.50%
Oct 2013 - Oct 2023 |
3.55%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAS 401K PLAN AND TRUST Tactical Asset Allocation Moderate |
12.18%
Mar 2001 - Mar 2004 |
10.99%
Oct 2002 - Oct 2007 |
8.79%
Apr 2001 - Apr 2011 |
7.24%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart