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 |
|---|---|---|---|---|---|---|---|---|
| SIX FLAGS 401K PLAN Tactical Asset Allocation Moderate | NA | 19.92% | 1.30% | 4.60% | 3.06% | 3.40% | 4.86% | 5.92% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIX FLAGS 401K PLAN Tactical Asset Allocation 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 (%) | -0.72 | 19.92 | 1.30 | 4.60 | 3.06 | 3.40 | 4.86 | 5.92 | NA | 2.64 | 12.06 | -12.32 | 5.84 | 11.55 | 6.33 | -3.34 | 6.71 | 4.05 | -4.01 | -0.62 | 9.87 | 6.34 | -0.86 | 1.75 | 13.89 | -0.08 | 12.64 | 14.64 | 5.17 | 11.33 | 20.29 | 6.38 | 7.97 |
| Sharpe Ratio | NA | -0.35 | -0.35 | 0.10 | 0.13 | NA | NA | 0.56 | -0.03 | -0.44 | 0.84 | -1.01 | 0.68 | 1.36 | 0.98 | -0.67 | 1.12 | 0.88 | -0.77 | -0.10 | 1.32 | 1.13 | -0.09 | 0.16 | 1.73 | -0.26 | 0.84 | 1.36 | 0.50 | 1.25 | 3.83 | 1.65 | 1.45 |
| Standard Deviation(%) | NA | 8.85 | 10.81 | 9.91 | 8.00 | NA | NA | 7.65 | 4.97 | 8.93 | 9.25 | 13.61 | 8.49 | 8.31 | 5.01 | 6.92 | 5.41 | 4.38 | 5.24 | 6.36 | 7.44 | 5.59 | 9.80 | 10.23 | 7.96 | 3.90 | 11.47 | 8.34 | 6.04 | 8.28 | 5.12 | 3.19 | 3.90 |
| Draw Down(%) | NA | 6.93 | 20.76 | 21.35 | 21.35 | NA | NA | 21.35 | 0.47 | 6.91 | 9.38 | 20.76 | 4.59 | 10.74 | 3.73 | 9.29 | 4.78 | 2.50 | 6.69 | 5.91 | 4.57 | 4.57 | 10.60 | 10.80 | 3.96 | 3.35 | 8.29 | 9.84 | 4.61 | 6.93 | 2.71 | 1.64 | 2.76 |
| Yield(%) | NA | 4.77 | 5.42 | 4.53 | 4.38 | NA | NA | 4.28 | NA | 0.70 | 4.74 | 4.61 | 6.18 | 3.23 | 4.05 | 2.17 | 0.28 | 3.66 | 5.81 | 8.89 | 4.50 | 3.85 | 1.88 | 3.95 | 4.29 | 2.90 | 4.67 | 5.11 | 4.35 | 2.87 | 3.77 | 5.60 | 6.50 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIX FLAGS 401K PLAN Tactical Asset Allocation Moderate |
-1.19%
Sep 2019 - Sep 2022 |
-1.17%
Sep 2017 - Sep 2022 |
1.03%
Oct 2013 - Oct 2023 |
2.28%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIX FLAGS 401K PLAN Tactical Asset Allocation Moderate |
14.43%
Apr 2003 - Apr 2006 |
13.58%
Oct 2002 - Oct 2007 |
9.80%
Apr 2001 - Apr 2011 |
6.93%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart