Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SERVIGISTICS INC. 401K PLAN Tactical Asset Allocation Moderate | NA | 29.98% | 8.46% | 11.08% | 6.65% | 7.37% | 8.50% | 9.26% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SERVIGISTICS INC. 401K 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 (%) | -1.02 | 29.98 | 8.46 | 11.08 | 6.65 | 7.37 | 8.50 | 9.26 | NA | 14.87 | 20.83 | -8.62 | 12.57 | 16.99 | 4.56 | -2.39 | 13.08 | 1.85 | -6.22 | 0.07 | 13.36 | 11.26 | 5.31 | 13.69 | 17.25 | 0.50 | 9.92 | 22.29 | 6.79 | 14.12 | 19.69 | 9.82 | 6.55 |
| Sharpe Ratio | NA | 1.22 | 0.63 | 0.94 | 0.62 | NA | NA | 1.02 | 0.09 | 0.98 | 2.45 | -1.06 | 1.20 | 1.83 | 0.58 | -0.52 | 2.68 | 0.29 | -1.03 | 0.01 | 1.97 | 2.10 | 0.59 | 1.24 | 2.10 | -0.07 | 0.76 | 2.51 | 0.69 | 1.71 | 3.66 | 2.06 | 0.74 |
| Standard Deviation(%) | NA | 8.43 | 8.31 | 8.97 | 7.57 | NA | NA | 7.38 | 9.59 | 8.48 | 6.78 | 9.44 | 10.46 | 9.15 | 5.46 | 7.06 | 4.64 | 5.68 | 6.10 | 6.00 | 6.77 | 5.34 | 8.91 | 10.99 | 8.15 | 5.98 | 9.17 | 7.57 | 6.66 | 7.72 | 5.19 | 4.22 | 5.73 |
| Draw Down(%) | NA | 6.02 | 12.42 | 16.70 | 16.70 | NA | NA | 16.70 | 0.69 | 6.02 | 2.90 | 14.06 | 6.20 | 10.50 | 2.76 | 8.46 | 2.72 | 5.71 | 9.31 | 7.89 | 6.59 | 4.19 | 8.40 | 8.27 | 4.47 | 4.59 | 7.08 | 6.05 | 5.11 | 10.37 | 2.64 | 4.18 | 3.09 |
| Yield(%) | NA | 15.15 | 9.96 | 6.91 | 5.33 | NA | NA | 5.64 | NA | 4.47 | 14.21 | 6.58 | 3.71 | 2.28 | 3.15 | 3.96 | 0.46 | 3.83 | 5.57 | 4.75 | 4.42 | 5.11 | 3.90 | 5.60 | 6.59 | 4.56 | 5.55 | 8.74 | 7.44 | 5.37 | 5.13 | 6.60 | 7.64 |
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 |
|---|---|---|---|---|
| SERVIGISTICS INC. 401K PLAN Tactical Asset Allocation Moderate |
-1.50%
Dec 2013 - Dec 2016 |
0.99%
Mar 2015 - Mar 2020 |
3.95%
Feb 2013 - Feb 2023 |
5.59%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SERVIGISTICS INC. 401K PLAN Tactical Asset Allocation Moderate |
16.44%
May 2004 - May 2007 |
15.42%
Oct 2002 - Oct 2007 |
12.65%
Apr 2001 - Apr 2011 |
9.50%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart