Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| S&C 401 K Retirement Savings And Esop Strategic Asset Allocation - Equal Weight Moderate | NA | 23.44% | 2.17% | 8.77% | 7.48% | 7.97% | 7.07% | 6.99% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| S&C 401 K Retirement Savings And Esop 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 (%) | -0.83 | 23.44 | 2.17 | 8.77 | 7.48 | 7.97 | 7.07 | 6.99 | NA | 5.65 | 14.28 | -13.41 | 6.41 | 24.64 | 21.54 | -7.63 | 16.21 | 6.09 | 2.34 | 3.35 | 14.81 | 10.74 | 1.28 | 11.44 | 19.66 | -21.29 | 9.55 | 11.07 | 7.27 | 9.15 | 17.15 | -2.91 | 1.94 |
| Sharpe Ratio | NA | 0.07 | -0.14 | 0.31 | 0.47 | NA | NA | 0.52 | 0.10 | -0.09 | 1.03 | -0.93 | 0.56 | 1.27 | 2.49 | -0.81 | 3.21 | 0.67 | 0.26 | 0.48 | 2.28 | 1.87 | 0.12 | 1.26 | 1.50 | -1.29 | 0.78 | 1.11 | 0.95 | 1.47 | 2.76 | -0.48 | -0.05 |
| Standard Deviation(%) | NA | 10.84 | 12.45 | 13.92 | 11.56 | NA | NA | 10.15 | 8.14 | 10.91 | 9.73 | 15.85 | 11.47 | 19.26 | 8.09 | 10.99 | 4.85 | 8.79 | 9.04 | 6.95 | 6.47 | 5.73 | 10.61 | 8.98 | 13.01 | 17.27 | 8.41 | 7.02 | 5.35 | 5.59 | 5.96 | 8.36 | 7.96 |
| Draw Down(%) | NA | 7.77 | 18.87 | 22.07 | 22.07 | NA | NA | 32.39 | 0.52 | 7.77 | 9.90 | 19.75 | 6.35 | 22.07 | 4.83 | 14.96 | 1.74 | 8.16 | 9.56 | 5.79 | 5.96 | 4.40 | 9.48 | 6.66 | 14.37 | 30.12 | 5.92 | 7.43 | 3.58 | 6.05 | 5.02 | 11.38 | 9.31 |
| Yield(%) | NA | 4.43 | 5.30 | 4.12 | 3.52 | NA | NA | 3.65 | NA | 0.68 | 4.62 | 3.78 | 6.73 | 2.43 | 2.46 | 3.20 | 0.42 | 2.25 | 5.99 | 2.74 | 1.63 | 3.24 | 2.30 | 2.84 | 3.57 | 4.45 | 5.46 | 5.37 | 4.08 | 3.53 | 3.35 | 3.72 | 5.07 |
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 |
|---|---|---|---|---|
| S&C 401 K Retirement Savings And Esop Strategic Asset Allocation - Equal Weight Moderate |
-5.63%
Feb 2006 - Feb 2009 |
-0.37%
Feb 2004 - Feb 2009 |
4.92%
Jan 2006 - Jan 2016 |
5.26%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| S&C 401 K Retirement Savings And Esop Strategic Asset Allocation - Equal Weight Moderate |
17.25%
Dec 2018 - Dec 2021 |
13.96%
Feb 2009 - Feb 2014 |
9.81%
Sep 2011 - Sep 2021 |
9.28%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart