Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DST SYSTEMS, INC. 401(k) PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate | NA | 24.68% | 3.51% | 9.00% | 7.46% | 8.50% | 7.56% | 7.98% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DST SYSTEMS, INC. 401(k) PROFIT SHARING PLAN Strategic Asset Allocation - Optimal 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 (%) | -0.99 | 24.68 | 3.51 | 9.00 | 7.46 | 8.50 | 7.56 | 7.98 | NA | 10.97 | 8.08 | -9.26 | 6.66 | 26.42 | 23.56 | -3.78 | 9.68 | 6.43 | -0.48 | 4.27 | 19.47 | 13.31 | -5.30 | 16.49 | 28.08 | -29.91 | 11.49 | 15.32 | 6.73 | 18.39 | 24.33 | -2.83 | 4.30 |
| Sharpe Ratio | NA | 0.67 | -0.08 | 0.43 | 0.53 | NA | NA | 0.56 | 0.05 | 0.49 | 0.43 | -0.82 | 0.63 | 1.37 | 2.90 | -0.42 | 1.49 | 0.78 | -0.06 | 0.54 | 2.68 | 1.62 | -0.34 | 1.33 | 1.65 | -1.35 | 0.79 | 1.60 | 0.75 | 2.39 | 3.14 | -0.44 | 0.24 |
| Standard Deviation(%) | NA | 8.89 | 10.49 | 12.71 | 10.83 | NA | NA | 11.26 | 11.03 | 8.95 | 8.94 | 13.01 | 10.51 | 19.14 | 7.64 | 12.16 | 6.07 | 7.97 | 7.76 | 7.87 | 7.26 | 8.20 | 15.81 | 12.29 | 16.97 | 22.78 | 10.79 | 7.54 | 6.09 | 7.32 | 7.52 | 9.01 | 8.43 |
| Draw Down(%) | NA | 5.91 | 17.55 | 21.78 | 21.78 | NA | NA | 43.26 | 0.85 | 5.91 | 9.22 | 17.55 | 7.45 | 21.78 | 3.20 | 12.80 | 2.96 | 7.03 | 7.34 | 6.47 | 5.48 | 6.90 | 17.64 | 9.89 | 17.56 | 38.99 | 8.22 | 9.40 | 5.91 | 6.49 | 7.55 | 14.25 | 10.99 |
| Yield(%) | NA | 3.95 | 3.74 | 3.81 | 4.45 | NA | NA | 4.57 | NA | 0.88 | 3.67 | 4.36 | 2.19 | 4.01 | 4.18 | 7.03 | 0.69 | 4.74 | 5.23 | 8.33 | 7.38 | 3.17 | 2.15 | 2.75 | 2.73 | 4.10 | 6.71 | 5.75 | 7.14 | 9.25 | 2.57 | 2.65 | 3.51 |
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 |
|---|---|---|---|---|
| DST SYSTEMS, INC. 401(k) PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate |
-8.45%
Feb 2006 - Feb 2009 |
-0.53%
Feb 2004 - Feb 2009 |
4.70%
Oct 2007 - Oct 2017 |
5.32%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DST SYSTEMS, INC. 401(k) PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate |
19.90%
Mar 2003 - Mar 2006 |
16.93%
Feb 2009 - Feb 2014 |
10.63%
Feb 2009 - Feb 2019 |
10.15%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart