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 |
|---|---|---|---|---|---|---|---|---|
| SITA EMPLOYEE 401K SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 34.87% | 10.97% | 10.99% | 8.78% | 9.12% | 7.48% | 7.97% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SITA EMPLOYEE 401K SAVINGS PLAN Strategic Asset Allocation - Optimal 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 (%) | -0.91 | 34.87 | 10.97 | 10.99 | 8.78 | 9.12 | 7.48 | 7.97 | NA | 17.30 | 19.32 | -2.94 | 2.31 | 15.85 | 14.29 | -0.86 | 11.05 | 6.32 | 2.96 | 2.25 | 16.97 | 10.68 | 0.87 | 14.79 | 17.72 | -21.58 | 6.22 | 9.74 | 6.36 | 13.86 | 21.01 | -0.54 | 5.10 |
| Sharpe Ratio | NA | 1.19 | 0.69 | 0.63 | 0.65 | NA | NA | 0.57 | 0.07 | 1.09 | 1.92 | -0.32 | 0.25 | 0.88 | 1.70 | -0.21 | 2.04 | 0.69 | 0.34 | 0.30 | 2.43 | 1.24 | 0.05 | 1.27 | 1.09 | -1.04 | 0.33 | 0.93 | 0.68 | 1.77 | 2.50 | -0.17 | 0.38 |
| Standard Deviation(%) | NA | 9.78 | 10.61 | 12.19 | 10.41 | NA | NA | 10.84 | 8.53 | 9.81 | 7.84 | 13.43 | 9.34 | 17.79 | 7.57 | 10.26 | 5.10 | 8.93 | 8.71 | 7.42 | 6.96 | 8.59 | 15.38 | 11.61 | 16.12 | 21.73 | 9.67 | 6.98 | 6.15 | 7.28 | 8.13 | 9.86 | 7.40 |
| Draw Down(%) | NA | 8.85 | 12.54 | 19.91 | 20.51 | NA | NA | 35.55 | 0.58 | 8.85 | 4.77 | 13.39 | 6.89 | 19.91 | 3.96 | 11.72 | 2.45 | 8.33 | 7.04 | 5.66 | 4.01 | 7.14 | 13.61 | 8.76 | 16.83 | 31.06 | 7.15 | 7.36 | 4.00 | 4.82 | 7.91 | 14.36 | 9.46 |
| Yield(%) | NA | 14.57 | 11.20 | 7.99 | 5.87 | NA | NA | 4.65 | NA | 4.53 | 13.84 | 10.20 | 3.83 | 3.81 | 2.73 | 6.10 | 0.67 | 3.29 | 3.79 | 5.22 | 4.06 | 1.46 | 4.05 | 2.77 | 1.66 | 5.07 | 5.74 | 6.07 | 5.31 | 4.03 | 2.00 | 2.65 | 4.06 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SITA EMPLOYEE 401K SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-7.72%
Feb 2006 - Feb 2009 |
-0.97%
Feb 2004 - Feb 2009 |
4.51%
Feb 2006 - Feb 2016 |
4.67%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SITA EMPLOYEE 401K SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
17.76%
Feb 2009 - Feb 2012 |
15.20%
Feb 2009 - Feb 2014 |
10.24%
Feb 2009 - Feb 2019 |
9.79%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart