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 |
|---|---|---|---|---|---|---|---|---|
| SAP America, Inc. 401(k) Plan Strategic Asset Allocation - Optimal Moderate | NA | 23.87% | 0.78% | 7.99% | 6.92% | 7.65% | 7.22% | 7.57% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAP America, Inc. 401(k) 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 (%) | -0.87 | 23.87 | 0.78 | 7.99 | 6.92 | 7.65 | 7.22 | 7.57 | NA | 7.00 | 12.03 | -16.68 | 4.85 | 29.79 | 21.48 | -5.00 | 13.19 | 5.81 | 0.30 | 5.15 | 13.34 | 11.53 | -1.42 | 13.38 | 28.57 | -26.36 | 12.32 | 11.86 | 9.31 | 13.44 | 25.97 | -3.03 | 2.72 |
| Sharpe Ratio | NA | 0.19 | -0.31 | 0.31 | 0.39 | NA | NA | 0.49 | 0.03 | 0.05 | 0.87 | -1.23 | 0.50 | 1.94 | 2.70 | -0.24 | 2.50 | 0.67 | 0.03 | 0.78 | 1.83 | 1.45 | -0.10 | 1.15 | 1.71 | -1.22 | 0.91 | 1.04 | 1.10 | 1.68 | 3.28 | -0.42 | 0.04 |
| Standard Deviation(%) | NA | 9.04 | 11.26 | 11.88 | 12.72 | NA | NA | 12.00 | 8.84 | 9.11 | 8.94 | 14.72 | 9.56 | 15.23 | 7.43 | 26.24 | 5.02 | 8.42 | 8.67 | 6.57 | 7.28 | 7.89 | 15.01 | 11.51 | 16.61 | 22.39 | 10.28 | 8.29 | 6.48 | 7.43 | 7.70 | 9.77 | 10.56 |
| Draw Down(%) | NA | 6.88 | 22.27 | 23.94 | 23.94 | NA | NA | 37.85 | 0.80 | 6.88 | 9.98 | 22.59 | 7.26 | 16.28 | 3.51 | 23.62 | 2.91 | 7.15 | 8.90 | 5.38 | 6.57 | 6.89 | 14.99 | 8.76 | 15.82 | 36.24 | 7.30 | 9.67 | 4.53 | 8.47 | 6.86 | 16.06 | 14.10 |
| Yield(%) | NA | 3.07 | 4.35 | 4.04 | 3.60 | NA | NA | 3.60 | NA | 0.91 | 2.60 | 4.20 | 4.95 | 4.05 | 5.02 | 3.51 | 0.38 | 2.62 | 4.70 | 3.51 | 3.90 | 2.61 | 2.26 | 2.24 | 3.29 | 3.55 | 6.89 | 4.92 | 3.14 | 3.63 | 2.88 | 2.91 | 4.12 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAP America, Inc. 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
-7.05%
Feb 2006 - Feb 2009 |
-0.21%
Feb 2004 - Feb 2009 |
5.12%
Jan 2006 - Jan 2016 |
4.98%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAP America, Inc. 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
19.70%
Feb 2009 - Feb 2012 |
15.67%
Oct 2002 - Oct 2007 |
10.10%
Feb 2009 - Feb 2019 |
9.43%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart