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 Strategic Asset Allocation - Optimal Moderate | NA | 32.29% | 8.05% | 9.73% | 7.01% | 8.00% | 7.34% | 7.55% |
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 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 (%) | -0.86 | 32.29 | 8.05 | 9.73 | 7.01 | 8.00 | 7.34 | 7.55 | NA | 20.26 | 21.95 | -12.76 | 7.67 | 13.82 | 15.57 | -5.46 | 10.78 | 4.83 | -0.59 | 4.89 | 13.39 | 13.00 | 0.69 | 13.02 | 23.76 | -24.10 | 8.89 | 14.78 | 10.87 | 13.27 | 21.87 | -4.94 | 3.50 |
| Sharpe Ratio | NA | 2.08 | 0.57 | 0.60 | 0.57 | NA | NA | 0.56 | 0.09 | 1.91 | 2.34 | -1.08 | 0.90 | 0.76 | 2.19 | -0.77 | 2.48 | 0.57 | -0.08 | 0.80 | 1.87 | 1.74 | 0.05 | 1.11 | 1.29 | -1.17 | 0.63 | 1.65 | 1.44 | 1.78 | 2.51 | -0.56 | 0.14 |
| Standard Deviation(%) | NA | 7.11 | 9.65 | 11.62 | 9.72 | NA | NA | 10.63 | 6.42 | 7.14 | 7.55 | 13.09 | 8.50 | 17.92 | 6.48 | 8.81 | 4.09 | 8.14 | 8.24 | 6.12 | 7.13 | 7.43 | 14.34 | 11.67 | 18.32 | 21.43 | 9.34 | 6.98 | 6.06 | 6.91 | 8.45 | 10.81 | 8.67 |
| Draw Down(%) | NA | 4.02 | 18.38 | 21.75 | 21.75 | NA | NA | 36.98 | 0.45 | 4.02 | 4.66 | 19.79 | 5.35 | 20.74 | 3.26 | 11.91 | 2.40 | 7.12 | 8.95 | 5.25 | 6.40 | 5.38 | 13.50 | 8.78 | 16.11 | 33.64 | 6.60 | 7.07 | 3.79 | 5.32 | 7.53 | 15.93 | 11.16 |
| Yield(%) | NA | 14.93 | 9.79 | 6.93 | 5.08 | NA | NA | 4.28 | NA | 4.58 | 13.90 | 5.82 | 4.88 | 2.22 | 2.91 | 4.28 | 0.50 | 2.54 | 4.03 | 5.09 | 6.46 | 2.17 | 3.01 | 1.87 | 1.56 | 3.02 | 5.87 | 7.49 | 5.82 | 2.56 | 2.19 | 2.54 | 3.25 |
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 Strategic Asset Allocation - Optimal Moderate |
-6.52%
Feb 2006 - Feb 2009 |
0.55%
Feb 2004 - Feb 2009 |
4.21%
Sep 2012 - Sep 2022 |
3.96%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SERVIGISTICS INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
18.80%
Feb 2009 - Feb 2012 |
15.43%
Feb 2009 - Feb 2014 |
9.64%
Mar 2003 - Mar 2013 |
9.00%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart