Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| STERLING INFOSYSTEMS INC. 401K PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate | NA | 26.60% | 2.51% | 5.71% | 4.19% | 5.97% | 5.46% | 6.92% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STERLING INFOSYSTEMS INC. 401K PROFIT SHARING 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 (%) | -0.92 | 26.60 | 2.51 | 5.71 | 4.19 | 5.97 | 5.46 | 6.92 | NA | 11.12 | 13.93 | -14.38 | 4.53 | 11.37 | 17.60 | -9.73 | 4.28 | 7.09 | -1.50 | 3.79 | 17.91 | 12.46 | -4.52 | 15.15 | 19.06 | -24.97 | 11.26 | 11.67 | 6.09 | 16.82 | 44.36 | -5.85 | 9.39 |
| Sharpe Ratio | NA | 0.63 | -0.07 | 0.19 | 0.23 | NA | NA | 0.48 | 0.08 | 0.48 | 1.12 | -1.15 | 0.44 | 0.64 | 2.54 | -1.11 | 0.52 | 0.80 | -0.19 | 0.57 | 2.46 | 1.69 | -0.32 | 1.19 | 1.11 | -1.30 | 0.92 | 1.11 | 0.49 | 1.70 | 4.29 | -0.57 | 0.69 |
| Standard Deviation(%) | NA | 9.31 | 10.78 | 12.31 | 10.40 | NA | NA | 11.07 | 6.48 | 9.36 | 8.62 | 13.66 | 10.31 | 17.38 | 6.38 | 9.94 | 6.95 | 8.63 | 7.92 | 6.61 | 7.27 | 7.35 | 14.34 | 12.62 | 17.10 | 19.92 | 8.99 | 7.58 | 7.93 | 9.36 | 10.17 | 12.31 | 10.19 |
| Draw Down(%) | NA | 6.41 | 20.35 | 24.47 | 24.47 | NA | NA | 39.07 | 0.54 | 6.41 | 8.10 | 21.28 | 7.49 | 21.37 | 2.95 | 16.08 | 6.24 | 7.23 | 7.27 | 6.26 | 5.81 | 5.97 | 15.41 | 10.50 | 18.62 | 34.65 | 6.48 | 8.47 | 7.06 | 8.21 | 7.53 | 16.82 | 10.37 |
| Yield(%) | NA | 6.23 | 4.75 | 4.90 | 3.96 | NA | NA | 3.74 | NA | 0.55 | 5.95 | 2.10 | 6.56 | 5.28 | 4.36 | 5.07 | 0.33 | 3.89 | 3.68 | 2.36 | 2.71 | 2.73 | 2.40 | 3.50 | 2.30 | 3.85 | 4.22 | 3.20 | 1.85 | 6.92 | 5.49 | 2.35 | 4.39 |
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 |
|---|---|---|---|---|
| STERLING INFOSYSTEMS INC. 401K PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate |
-7.59%
Feb 2006 - Feb 2009 |
-1.11%
Sep 2017 - Sep 2022 |
2.38%
Oct 2013 - Oct 2023 |
2.68%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STERLING INFOSYSTEMS INC. 401K PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate |
23.78%
Jan 2003 - Jan 2006 |
18.26%
Oct 2002 - Oct 2007 |
10.07%
Mar 2003 - Mar 2013 |
8.85%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart