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 |
|---|---|---|---|---|---|---|---|---|
| Saic Frederick, Inc. Employee Savings Plan Strategic Asset Allocation - Optimal Moderate | NA | 23.96% | 4.28% | 9.37% | 7.81% | 8.02% | 6.69% | 5.79% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Saic Frederick, Inc. Employee 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 (%) | -0.89 | 23.96 | 4.28 | 9.37 | 7.81 | 8.02 | 6.69 | 5.79 | NA | 12.71 | 15.21 | -12.98 | 10.77 | 18.73 | 18.79 | -3.55 | 15.87 | 5.52 | 0.90 | 4.32 | 16.97 | 10.10 | -1.50 | 9.43 | 18.94 | -24.85 | 6.56 | 12.58 | 5.68 | 8.38 | 17.98 | -12.14 | -6.29 |
| Sharpe Ratio | NA | 0.86 | 0.07 | 0.46 | 0.58 | NA | NA | 0.38 | 0.07 | 0.73 | 1.31 | -0.96 | 1.20 | 0.98 | 2.26 | -0.48 | 3.63 | 0.63 | 0.10 | 0.63 | 2.43 | 1.22 | -0.11 | 0.83 | 1.14 | -1.10 | 0.36 | 1.42 | 0.62 | 1.24 | 2.00 | -0.99 | -0.75 |
| Standard Deviation(%) | NA | 8.39 | 10.99 | 12.64 | 10.62 | NA | NA | 11.27 | 8.25 | 8.41 | 8.33 | 14.90 | 8.95 | 18.86 | 7.69 | 10.10 | 4.20 | 8.42 | 8.99 | 6.80 | 6.96 | 8.23 | 14.51 | 11.28 | 16.49 | 23.43 | 10.00 | 6.54 | 5.64 | 6.00 | 8.64 | 13.39 | 11.50 |
| Draw Down(%) | NA | 5.21 | 17.74 | 19.91 | 19.91 | NA | NA | 37.85 | 0.59 | 5.21 | 7.56 | 18.57 | 4.32 | 19.91 | 4.55 | 11.62 | 1.22 | 7.19 | 8.40 | 5.11 | 4.51 | 7.04 | 13.41 | 9.07 | 16.64 | 33.13 | 6.21 | 6.49 | 3.87 | 4.50 | 8.42 | 19.88 | 18.67 |
| Yield(%) | NA | 2.88 | 2.96 | 2.33 | 1.85 | NA | NA | 1.91 | NA | 0.78 | 3.04 | 2.06 | 3.00 | 1.31 | 1.78 | 2.04 | 0.46 | 1.39 | 1.57 | 1.22 | 1.18 | 1.31 | 1.15 | 1.13 | 1.45 | 2.76 | 3.98 | 4.20 | 2.31 | 1.53 | 1.27 | 1.28 | 1.68 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Saic Frederick, Inc. Employee Savings Plan Strategic Asset Allocation - Optimal Moderate |
-7.91%
Feb 2006 - Feb 2009 |
-2.13%
Feb 2004 - Feb 2009 |
3.21%
Feb 2001 - Feb 2011 |
3.65%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Saic Frederick, Inc. Employee Savings Plan Strategic Asset Allocation - Optimal Moderate |
16.03%
Dec 2018 - Dec 2021 |
13.22%
Feb 2009 - Feb 2014 |
9.83%
Sep 2011 - Sep 2021 |
9.20%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart