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 SAVINGS AND INCOME PLAN Strategic Asset Allocation - Optimal Moderate | NA | 24.81% | 4.74% | 8.93% | 6.61% | 7.76% | 6.35% | 6.45% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SANDIA CORPORATION SAVINGS AND INCOME PLAN Strategic Asset Allocation - Optimal 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 (%) | 0.39 | 24.81 | 4.74 | 8.93 | 6.61 | 7.76 | 6.35 | 6.45 | NA | 12.65 | 13.17 | -11.17 | 9.71 | 22.21 | 13.97 | -5.42 | 8.14 | 6.20 | 0.32 | 3.23 | 16.06 | 12.68 | 0.50 | 14.39 | 25.57 | -28.39 | 6.61 | 10.25 | 4.78 | 10.19 | 21.41 | -7.86 | 5.24 |
| Sharpe Ratio | NA | 0.76 | 0.05 | 0.50 | 0.49 | NA | NA | 0.46 | 0.03 | 0.67 | 1.04 | -0.94 | 1.05 | 1.18 | 1.78 | -0.75 | 1.67 | 0.71 | 0.03 | 0.50 | 2.39 | 1.56 | 0.03 | 1.28 | 1.53 | -1.35 | 0.45 | 1.07 | 0.49 | 1.33 | 2.47 | -0.85 | 0.31 |
| Standard Deviation(%) | NA | 9.16 | 10.62 | 12.43 | 10.34 | NA | NA | 10.72 | 15.55 | 9.07 | 8.58 | 13.38 | 9.24 | 18.66 | 7.04 | 8.97 | 4.50 | 8.45 | 8.79 | 6.40 | 6.71 | 8.09 | 14.15 | 11.22 | 16.67 | 21.68 | 8.00 | 6.53 | 5.34 | 6.96 | 8.38 | 10.60 | 9.59 |
| Draw Down(%) | NA | 5.56 | 17.91 | 20.77 | 20.77 | NA | NA | 40.03 | 1.03 | 5.56 | 6.93 | 18.40 | 5.37 | 20.77 | 3.62 | 12.16 | 1.92 | 8.32 | 7.46 | 5.14 | 5.09 | 7.12 | 12.55 | 8.69 | 17.45 | 35.91 | 6.52 | 6.87 | 3.88 | 6.36 | 8.28 | 17.74 | 12.35 |
| Yield(%) | NA | 3.42 | 4.31 | 4.24 | 3.38 | NA | NA | 3.83 | NA | 0.50 | 3.29 | 4.87 | 4.54 | 6.06 | 1.81 | 2.43 | 0.22 | 3.71 | 3.42 | 2.88 | 4.10 | 2.38 | 2.69 | 1.95 | 2.78 | 8.71 | 9.74 | 5.15 | 3.83 | 2.92 | 2.15 | 3.11 | 4.74 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SANDIA CORPORATION SAVINGS AND INCOME PLAN Strategic Asset Allocation - Optimal Moderate |
-9.67%
Feb 2006 - Feb 2009 |
-3.44%
Feb 2004 - Feb 2009 |
4.40%
Feb 2006 - Feb 2016 |
4.41%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SANDIA CORPORATION SAVINGS AND INCOME PLAN Strategic Asset Allocation - Optimal Moderate |
20.13%
Feb 2009 - Feb 2012 |
16.38%
Feb 2009 - Feb 2014 |
9.85%
Feb 2009 - Feb 2019 |
9.42%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart