Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SAS RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate | NA | 25.37% | 3.27% | 7.63% | 6.55% | 7.68% | 6.84% | 7.44% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAS RETIREMENT 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 (%) | -1.07 | 25.37 | 3.27 | 7.63 | 6.55 | 7.68 | 6.84 | 7.44 | NA | 9.56 | 13.03 | -15.68 | 12.39 | 16.09 | 21.58 | -6.09 | 9.41 | 4.89 | 2.23 | 4.95 | 16.02 | 12.56 | -0.77 | 14.07 | 25.03 | -26.57 | 10.46 | 13.32 | 7.42 | 13.38 | 23.74 | -2.32 | 6.60 |
| Sharpe Ratio | NA | 0.48 | -0.15 | 0.30 | 0.44 | NA | NA | 0.53 | 0.05 | 0.33 | 0.97 | -1.14 | 1.30 | 0.87 | 2.86 | -0.81 | 1.63 | 0.57 | 0.30 | 0.80 | 2.18 | 1.59 | -0.05 | 1.14 | 1.43 | -1.26 | 0.81 | 1.39 | 0.84 | 1.76 | 2.95 | -0.33 | 0.50 |
| Standard Deviation(%) | NA | 8.95 | 11.38 | 12.74 | 10.45 | NA | NA | 10.95 | 8.30 | 9.01 | 9.03 | 15.03 | 9.52 | 18.19 | 7.06 | 9.10 | 5.37 | 8.27 | 7.21 | 6.14 | 7.33 | 7.86 | 15.05 | 12.29 | 17.38 | 21.87 | 9.26 | 7.23 | 6.27 | 7.09 | 7.81 | 10.31 | 8.53 |
| Draw Down(%) | NA | 5.70 | 20.69 | 22.15 | 22.15 | NA | NA | 39.26 | 0.72 | 5.70 | 8.10 | 22.15 | 5.03 | 22.00 | 3.19 | 12.74 | 4.66 | 6.61 | 5.86 | 4.07 | 6.29 | 5.80 | 14.70 | 9.30 | 17.52 | 35.86 | 6.07 | 7.57 | 4.02 | 5.92 | 6.59 | 14.61 | 11.29 |
| Yield(%) | NA | 4.64 | 5.97 | 4.60 | 4.02 | NA | NA | 3.84 | NA | 0.75 | 4.44 | 2.27 | 10.72 | 2.98 | 2.27 | 5.64 | 0.41 | 3.91 | 4.04 | 3.35 | 3.56 | 3.77 | 2.82 | 4.24 | 3.22 | 4.28 | 5.70 | 5.49 | 2.70 | 3.60 | 2.54 | 3.16 | 2.57 |
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 |
|---|---|---|---|---|
| SAS RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
-7.68%
Feb 2006 - Feb 2009 |
-0.95%
Feb 2004 - Feb 2009 |
4.83%
Oct 2013 - Oct 2023 |
4.58%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAS RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
19.35%
Feb 2009 - Feb 2012 |
16.38%
Feb 2009 - Feb 2014 |
10.06%
Feb 2009 - Feb 2019 |
9.31%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart