Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SRA International Inc 401K Savings Plan Tactical Asset Allocation Moderate | NA | 21.47% | 2.97% | 8.20% | 5.74% | 5.97% | 7.01% | 7.41% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SRA International Inc 401K Savings 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 (%) | -0.57 | 21.47 | 2.97 | 8.20 | 5.74 | 5.97 | 7.01 | 7.41 | NA | 2.40 | 11.81 | -10.39 | 13.16 | 18.71 | 7.45 | -4.76 | 13.27 | 6.88 | -4.61 | 1.39 | 19.63 | 3.93 | -0.09 | 5.64 | 24.00 | -1.32 | 10.53 | 14.51 | 3.46 | 11.33 | 13.94 | 4.17 | 6.36 |
| Sharpe Ratio | NA | -0.39 | -0.32 | 0.40 | 0.41 | NA | NA | 0.71 | 0.03 | -0.45 | 0.84 | -0.89 | 1.33 | 1.92 | 1.06 | -0.81 | 2.69 | 1.28 | -0.93 | 0.21 | 2.94 | 0.68 | -0.02 | 0.54 | 2.42 | -0.42 | 0.61 | 1.17 | 0.21 | 1.40 | 2.30 | 0.81 | 1.06 |
| Standard Deviation(%) | NA | 9.28 | 10.66 | 10.32 | 8.34 | NA | NA | 7.89 | 4.08 | 9.33 | 8.94 | 13.20 | 9.91 | 9.65 | 5.69 | 7.48 | 4.69 | 5.21 | 4.99 | 6.44 | 6.68 | 5.67 | 7.09 | 10.29 | 9.86 | 5.29 | 12.45 | 9.61 | 6.01 | 7.43 | 5.77 | 3.78 | 3.83 |
| Draw Down(%) | NA | 8.69 | 19.96 | 19.99 | 19.99 | NA | NA | 19.99 | 0.31 | 8.69 | 8.62 | 19.96 | 5.11 | 9.01 | 4.58 | 11.38 | 2.21 | 3.84 | 7.83 | 5.62 | 3.79 | 5.17 | 6.30 | 7.76 | 4.42 | 7.16 | 9.88 | 12.69 | 4.82 | 6.24 | 3.22 | 3.36 | 2.24 |
| Yield(%) | NA | 5.54 | 6.21 | 5.48 | 3.83 | NA | NA | 3.59 | NA | 0.61 | 5.41 | 5.16 | 7.88 | 4.39 | 4.97 | 2.89 | 0.17 | 2.60 | 1.55 | 3.38 | 4.65 | 2.65 | 2.57 | 2.47 | 3.33 | 2.88 | 4.36 | 3.15 | 3.57 | 2.76 | 2.12 | 3.49 | 5.48 |
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 |
|---|---|---|---|---|
| SRA International Inc 401K Savings Plan Tactical Asset Allocation Moderate |
0.86%
Dec 2021 - Dec 2024 |
2.08%
Feb 2015 - Feb 2020 |
4.03%
Apr 2010 - Apr 2020 |
4.92%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRA International Inc 401K Savings Plan Tactical Asset Allocation Moderate |
14.09%
Oct 2004 - Oct 2007 |
12.58%
Oct 2002 - Oct 2007 |
9.17%
Sep 2003 - Sep 2013 |
8.21%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart