Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SV 401k Tactical Asset Allocation Moderate | NA | 8.10% | 2.82% | 7.47% | 4.18% | 5.56% | 7.76% | 7.50% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SV 401k 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 (%) | -1.25 | 8.10 | 2.82 | 7.47 | 4.18 | 5.56 | 7.76 | 7.50 | NA | 4.21 | 1.75 | -1.81 | 20.74 | 12.04 | 8.04 | -7.47 | 6.69 | 3.03 | -3.90 | 3.36 | 9.04 | 11.26 | 0.66 | 11.31 | 21.86 | 2.04 | 23.08 | 17.69 | 11.52 | 9.71 | 16.28 | -4.81 | 2.94 |
| Sharpe Ratio | NA | -0.25 | -0.26 | 0.52 | 0.29 | NA | NA | 0.66 | -0.03 | -0.28 | -0.34 | -0.33 | 2.18 | 1.31 | 1.32 | -1.13 | 1.10 | 0.39 | -0.56 | 0.54 | 1.16 | 1.81 | 0.07 | 0.81 | 1.61 | 0.11 | 1.43 | 1.26 | 1.15 | 1.16 | 2.52 | -0.64 | 0.36 |
| Standard Deviation(%) | NA | 8.34 | 8.52 | 8.84 | 7.80 | NA | NA | 8.88 | 7.63 | 8.37 | 7.42 | 9.69 | 9.49 | 8.99 | 5.04 | 7.77 | 5.50 | 7.26 | 7.07 | 6.24 | 7.73 | 6.20 | 9.47 | 13.88 | 13.51 | 10.08 | 14.06 | 11.41 | 8.16 | 7.56 | 6.18 | 9.29 | 1.77 |
| Draw Down(%) | NA | 5.42 | 9.82 | 11.71 | 14.66 | NA | NA | 14.66 | 0.61 | 5.42 | 6.82 | 9.44 | 4.05 | 11.71 | 3.10 | 13.02 | 3.03 | 6.61 | 8.95 | 5.43 | 8.35 | 4.48 | 7.96 | 9.57 | 5.74 | 12.73 | 9.64 | 12.92 | 5.05 | 6.22 | 2.53 | 11.93 | 1.60 |
| Yield(%) | NA | 4.38 | 3.24 | 2.82 | 2.43 | NA | NA | 2.43 | NA | 0.91 | 4.05 | 2.59 | 2.68 | 1.24 | 3.57 | 1.52 | 0.68 | 2.94 | 2.47 | 2.44 | 1.75 | 3.54 | 2.02 | 3.67 | 3.43 | 2.29 | 2.84 | 2.51 | 2.61 | 1.57 | 1.45 | 0.91 | 2.18 |
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 |
|---|---|---|---|---|
| SV 401k Tactical Asset Allocation Moderate |
-0.47%
Jun 2014 - Jun 2017 |
-0.45%
Mar 2015 - Mar 2020 |
3.02%
Oct 2010 - Oct 2020 |
5.04%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SV 401k Tactical Asset Allocation Moderate |
21.77%
May 2005 - May 2008 |
17.62%
Jun 2003 - Jun 2008 |
12.88%
Apr 2003 - Apr 2013 |
9.56%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart