Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Rightstar Systems Principal 401K Strategic Asset Allocation - Optimal Moderate | NA | 21.42% | 1.95% | 4.72% | 4.04% | 5.78% | 5.57% | 6.01% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Rightstar Systems Principal 401K 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 (%) | -1.42 | 21.42 | 1.95 | 4.72 | 4.04 | 5.78 | 5.57 | 6.01 | NA | 3.98 | 12.42 | -14.57 | 5.66 | 11.71 | 17.88 | -6.67 | 11.03 | 2.53 | -2.80 | 2.71 | 12.45 | 12.34 | -2.32 | 16.31 | 29.46 | -33.11 | 13.61 | 12.46 | 12.88 | 13.71 | 26.96 | -6.04 | 2.31 |
| Sharpe Ratio | NA | -0.15 | -0.33 | 0.07 | 0.20 | NA | NA | 0.39 | 0.03 | -0.28 | 0.87 | -1.14 | 0.56 | 0.62 | 2.25 | -0.84 | 1.89 | 0.27 | -0.33 | 0.40 | 1.69 | 1.68 | -0.16 | 1.36 | 1.70 | -1.48 | 1.00 | 1.12 | 1.67 | 1.74 | 3.34 | -0.68 | 0.01 |
| Standard Deviation(%) | NA | 9.25 | 11.13 | 12.74 | 10.63 | NA | NA | 11.01 | 6.15 | 9.35 | 9.35 | 14.03 | 10.00 | 18.42 | 7.32 | 9.53 | 5.49 | 8.59 | 8.58 | 6.67 | 7.35 | 7.32 | 14.23 | 11.93 | 17.23 | 22.93 | 10.62 | 8.23 | 6.40 | 7.35 | 7.87 | 10.44 | 0.05 |
| Draw Down(%) | NA | 7.30 | 22.28 | 25.96 | 25.96 | NA | NA | 46.21 | 0.57 | 7.28 | 8.16 | 22.61 | 6.56 | 25.96 | 3.51 | 14.30 | 2.94 | 7.86 | 9.31 | 5.78 | 7.66 | 6.44 | 16.09 | 8.97 | 18.90 | 43.08 | 7.96 | 11.51 | 5.11 | 7.08 | 8.45 | 13.69 | 0.00 |
| Yield(%) | NA | 5.27 | 5.02 | 4.10 | 3.38 | NA | NA | 3.67 | NA | 0.73 | 4.99 | 3.01 | 6.51 | 3.56 | 1.28 | 4.52 | 0.29 | 1.43 | 4.74 | 2.68 | 5.37 | 2.13 | 2.75 | 2.11 | 2.37 | 6.95 | 8.45 | 5.68 | 4.90 | 3.79 | 3.04 | 0.78 | 2.31 |
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 |
|---|---|---|---|---|
| Rightstar Systems Principal 401K Strategic Asset Allocation - Optimal Moderate |
-10.51%
Feb 2006 - Feb 2009 |
-1.43%
Feb 2004 - Feb 2009 |
2.59%
Oct 2013 - Oct 2023 |
2.44%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Rightstar Systems Principal 401K Strategic Asset Allocation - Optimal Moderate |
21.67%
Feb 2009 - Feb 2012 |
16.70%
Oct 2002 - Oct 2007 |
9.48%
Mar 2003 - Mar 2013 |
7.95%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart