Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SIX FLAGS 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 15.72% | 1.99% | 6.39% | 4.90% | 6.03% | 6.34% | 6.76% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIX FLAGS 401K PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -0.93 | 15.72 | 1.99 | 6.39 | 4.90 | 6.03 | 6.34 | 6.76 | NA | 1.62 | 11.60 | -5.57 | 4.33 | 15.14 | 19.51 | -7.38 | 7.81 | 4.61 | -0.72 | -0.17 | 11.13 | 13.41 | 1.01 | 11.76 | 25.67 | -19.18 | 11.96 | 12.93 | 9.74 | 10.80 | 19.88 | -0.67 | 5.15 |
| Sharpe Ratio | NA | -0.45 | -0.18 | 0.23 | 0.31 | NA | NA | 0.51 | 0.10 | -0.61 | 0.86 | -0.58 | 0.46 | 0.82 | 2.52 | -0.72 | 1.43 | 0.48 | -0.09 | -0.03 | 1.66 | 1.90 | 0.08 | 1.23 | 1.78 | -1.03 | 0.95 | 1.42 | 1.34 | 1.36 | 3.01 | -0.23 | 0.40 |
| Standard Deviation(%) | NA | 8.03 | 9.71 | 11.86 | 10.42 | NA | NA | 10.05 | 5.56 | 8.10 | 8.54 | 12.02 | 9.39 | 18.22 | 7.20 | 12.13 | 5.03 | 9.21 | 8.72 | 6.85 | 6.67 | 7.03 | 12.06 | 9.50 | 14.36 | 19.60 | 9.48 | 6.80 | 5.63 | 7.23 | 6.38 | 7.57 | 7.14 |
| Draw Down(%) | NA | 5.80 | 14.38 | 23.05 | 23.05 | NA | NA | 32.51 | 0.34 | 5.80 | 7.85 | 14.38 | 7.10 | 23.05 | 3.67 | 13.72 | 3.58 | 7.23 | 10.39 | 6.32 | 6.28 | 5.22 | 12.27 | 7.33 | 14.43 | 32.51 | 5.81 | 7.06 | 3.47 | 6.32 | 5.35 | 9.99 | 6.90 |
| Yield(%) | NA | 6.44 | 5.81 | 4.57 | 5.41 | NA | NA | 4.78 | NA | 0.75 | 6.59 | 4.16 | 6.33 | 2.90 | 2.63 | 12.58 | 0.41 | 3.04 | 7.32 | 8.19 | 4.70 | 3.95 | 4.25 | 4.13 | 3.47 | 4.64 | 7.24 | 3.97 | 3.75 | 2.82 | 3.31 | 3.88 | 4.89 |
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 |
|---|---|---|---|---|
| SIX FLAGS 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
-3.25%
Feb 2006 - Feb 2009 |
0.70%
Dec 2013 - Dec 2018 |
3.63%
Oct 2013 - Oct 2023 |
4.35%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIX FLAGS 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.47%
Feb 2009 - Feb 2012 |
14.46%
Feb 2009 - Feb 2014 |
9.69%
Mar 2003 - Mar 2013 |
7.94%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart