Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SKF USA INC. PRETAX ACCUMULATION OF CAPITAL FOR EMPLOYEES SINGLE PLAN A Tactical Asset Allocation Moderate | NA | -12.06% | -6.38% | 1.30% | 3.69% | 6.41% | 7.24% | 7.73% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SKF USA INC. PRETAX ACCUMULATION OF CAPITAL FOR EMPLOYEES SINGLE PLAN A Tactical Asset Allocation 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 (%) | -0.49 | -12.06 | -6.38 | 1.30 | 3.69 | 6.41 | 7.24 | 7.73 | NA | 6.82 | 12.84 | -10.01 | 13.35 | 11.20 | 17.30 | -3.32 | 12.61 | 7.63 | -0.19 | 10.44 | 18.21 | 10.12 | 3.97 | 16.45 | 14.25 | 0.47 | 10.11 | 13.35 | 8.26 | 12.52 | 24.22 | 2.33 | 1.93 |
| Sharpe Ratio | NA | 0.03 | -0.02 | 0.18 | 0.29 | NA | NA | 0.59 | 0.06 | 0.01 | 1.04 | -0.80 | 1.41 | 0.57 | 2.26 | -0.46 | 2.47 | 0.86 | -0.03 | 1.45 | 2.50 | 1.34 | 0.27 | 1.34 | 1.46 | -0.08 | 0.73 | 1.24 | 0.93 | 1.56 | 3.25 | 0.22 | -0.06 |
| Standard Deviation(%) | NA | 42.36 | 26.24 | 22.44 | 16.86 | NA | NA | 12.70 | 6.78 | 42.37 | 8.29 | 14.18 | 9.44 | 19.12 | 7.02 | 10.16 | 4.86 | 8.61 | 8.76 | 7.21 | 7.28 | 7.51 | 14.48 | 12.23 | 9.73 | 5.76 | 9.70 | 8.10 | 6.58 | 7.41 | 7.24 | 5.66 | 6.47 |
| Draw Down(%) | NA | 26.83 | 26.83 | 26.83 | 26.83 | NA | NA | 26.83 | 0.39 | 26.83 | 7.92 | 15.60 | 3.89 | 21.93 | 3.28 | 12.29 | 2.01 | 7.01 | 8.72 | 4.44 | 5.06 | 5.39 | 11.91 | 8.45 | 4.70 | 5.42 | 6.49 | 8.84 | 4.31 | 6.62 | 3.12 | 4.25 | 6.52 |
| Yield(%) | NA | 5.36 | 5.10 | 4.59 | 4.21 | NA | NA | 0.00 | NA | 1.20 | 5.69 | 5.01 | 3.76 | 1.43 | 7.38 | 5.34 | 3.46 | 3.04 | 3.22 | 3.80 | 2.99 | 3.27 | 2.01 | 2.38 | 3.68 | 4.49 | 4.17 | 3.02 | 2.85 | 3.09 | 3.61 | 5.41 | 5.37 |
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 |
|---|---|---|---|---|
| SKF USA INC. PRETAX ACCUMULATION OF CAPITAL FOR EMPLOYEES SINGLE PLAN A Tactical Asset Allocation Moderate |
-6.16%
Oct 2021 - Oct 2024 |
1.30%
Oct 2019 - Oct 2024 |
3.69%
Oct 2014 - Oct 2024 |
6.43%
Oct 2009 - Oct 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKF USA INC. PRETAX ACCUMULATION OF CAPITAL FOR EMPLOYEES SINGLE PLAN A Tactical Asset Allocation Moderate |
15.97%
Apr 2003 - Apr 2006 |
13.86%
Jun 2009 - Jun 2014 |
11.59%
Apr 2003 - Apr 2013 |
10.74%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart