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 Strategic Asset Allocation - Equal Weight Moderate | NA | -16.11% | -6.29% | 1.47% | 3.86% | 5.80% | 5.37% | 5.42% |
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 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 (%) | -0.49 | -16.11 | -6.29 | 1.47 | 3.86 | 5.80 | 5.37 | 5.42 | NA | 8.96 | 18.11 | -9.00 | 11.25 | 14.26 | 18.62 | -4.52 | 10.43 | 7.70 | 2.56 | 8.09 | 15.02 | 11.56 | 1.98 | 10.84 | 19.66 | -22.29 | 9.47 | 10.93 | 6.63 | 9.88 | 20.22 | -5.23 | -0.65 |
| Sharpe Ratio | NA | 0.05 | 0.06 | 0.22 | 0.30 | NA | NA | 0.37 | 0.06 | 0.04 | 1.71 | -0.76 | 1.20 | 0.72 | 2.31 | -0.54 | 2.01 | 0.87 | 0.28 | 1.21 | 2.38 | 1.59 | 0.17 | 1.12 | 1.32 | -1.14 | 0.76 | 1.22 | 0.82 | 1.41 | 2.70 | -0.63 | -0.36 |
| Standard Deviation(%) | NA | 53.46 | 32.23 | 26.75 | 19.82 | NA | NA | 14.92 | 6.77 | 53.47 | 8.12 | 13.73 | 9.36 | 19.54 | 7.46 | 10.85 | 4.89 | 8.58 | 9.15 | 6.67 | 6.31 | 7.23 | 11.81 | 9.59 | 14.84 | 20.42 | 8.55 | 6.25 | 5.45 | 6.33 | 7.24 | 10.10 | 8.32 |
| Draw Down(%) | NA | 32.48 | 32.48 | 32.48 | 32.48 | NA | NA | 34.73 | 0.38 | 32.48 | 5.53 | 14.54 | 3.94 | 21.97 | 3.87 | 13.65 | 2.18 | 7.65 | 7.76 | 4.53 | 5.28 | 6.14 | 9.68 | 7.74 | 15.86 | 32.42 | 5.45 | 6.71 | 3.65 | 6.17 | 6.74 | 14.34 | 10.66 |
| Yield(%) | NA | 7.22 | 5.29 | 5.06 | 4.14 | NA | NA | 3.83 | NA | 0.56 | 7.57 | 4.88 | 2.97 | 4.79 | 4.81 | 3.13 | 0.33 | 1.91 | 5.10 | 5.47 | 2.81 | 3.60 | 2.50 | 3.09 | 2.99 | 3.95 | 4.96 | 4.74 | 3.89 | 3.55 | 2.79 | 3.14 | 4.47 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.20%
Feb 2006 - Feb 2009 |
-0.79%
Feb 2004 - Feb 2009 |
3.86%
Oct 2014 - Oct 2024 |
5.41%
Sep 2007 - Sep 2022 |
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 Strategic Asset Allocation - Equal Weight Moderate |
16.95%
Feb 2009 - Feb 2012 |
14.47%
Feb 2009 - Feb 2014 |
10.21%
Feb 2009 - Feb 2019 |
9.86%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart