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 - Optimal Moderate | NA | 27.50% | 1.45% | 7.96% | 7.26% | 8.26% | 7.19% | 7.01% |
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 - 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 (%) | -0.86 | 27.50 | 1.45 | 7.96 | 7.26 | 8.26 | 7.19 | 7.01 | NA | 6.82 | 15.69 | -17.29 | 9.77 | 20.77 | 21.15 | -6.08 | 13.16 | 8.05 | 2.74 | 3.96 | 17.77 | 11.94 | 1.52 | 13.07 | 22.72 | -26.98 | 10.61 | 12.01 | 7.51 | 10.69 | 23.64 | -7.53 | -0.49 |
| Sharpe Ratio | NA | 0.16 | -0.20 | 0.27 | 0.46 | NA | NA | 0.46 | 0.06 | 0.02 | 1.16 | -1.13 | 0.84 | 1.05 | 2.65 | -0.73 | 2.63 | 0.91 | 0.30 | 0.63 | 2.38 | 1.47 | 0.10 | 1.17 | 1.38 | -1.22 | 0.76 | 1.08 | 0.79 | 1.31 | 2.69 | -0.73 | -0.27 |
| Standard Deviation(%) | NA | 10.49 | 12.68 | 14.13 | 11.54 | NA | NA | 11.57 | 7.98 | 10.56 | 9.90 | 16.52 | 11.64 | 19.47 | 7.45 | 10.10 | 4.76 | 8.62 | 8.98 | 6.26 | 7.45 | 8.07 | 14.64 | 11.12 | 16.35 | 22.84 | 10.06 | 8.06 | 6.79 | 7.47 | 8.53 | 11.78 | 10.52 |
| Draw Down(%) | NA | 7.65 | 22.38 | 25.39 | 25.39 | NA | NA | 39.19 | 0.66 | 7.65 | 10.59 | 23.43 | 5.49 | 22.70 | 4.13 | 13.24 | 1.74 | 7.36 | 8.54 | 5.24 | 5.87 | 6.26 | 13.08 | 7.99 | 17.15 | 37.11 | 6.81 | 8.52 | 4.38 | 6.92 | 6.87 | 16.15 | 14.32 |
| Yield(%) | NA | 5.08 | 5.69 | 4.35 | 3.78 | NA | NA | 3.51 | NA | 0.81 | 4.78 | 3.83 | 7.70 | 2.22 | 2.70 | 3.58 | 0.34 | 2.54 | 6.63 | 3.26 | 2.19 | 2.85 | 1.99 | 2.39 | 2.89 | 3.88 | 4.54 | 5.49 | 4.16 | 3.39 | 2.49 | 2.81 | 3.31 |
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 |
|---|---|---|---|---|
| S&C 401 K Retirement Savings And Esop Strategic Asset Allocation - Optimal Moderate |
-8.14%
Feb 2006 - Feb 2009 |
-1.62%
Feb 2004 - Feb 2009 |
5.22%
Jan 2006 - Jan 2016 |
5.03%
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 - Optimal Moderate |
19.53%
Feb 2009 - Feb 2012 |
16.34%
Feb 2009 - Feb 2014 |
10.81%
Feb 2009 - Feb 2019 |
9.78%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart