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 |
|---|---|---|---|---|---|---|---|---|
| SAS Institute Inc. Retirement Plan Tactical Asset Allocation Moderate | NA | 23.85% | 5.38% | 8.67% | 7.96% | 9.15% | 9.51% | 10.12% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAS Institute Inc. Retirement Plan Tactical Asset Allocation 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 (%) | -1.07 | 23.85 | 5.38 | 8.67 | 7.96 | 9.15 | 9.51 | 10.12 | NA | 11.21 | 14.23 | -8.84 | 11.67 | 11.69 | 17.50 | -2.62 | 14.25 | 7.45 | 2.97 | 5.71 | 18.75 | 12.01 | 1.77 | 17.90 | 19.25 | -0.59 | 9.64 | 13.52 | 9.14 | 14.94 | 25.06 | 5.85 | 4.99 |
| Sharpe Ratio | NA | 0.62 | 0.15 | 0.39 | 0.56 | NA | NA | 0.86 | 0.06 | 0.48 | 1.14 | -0.75 | 1.10 | 0.59 | 2.15 | -0.37 | 2.69 | 0.88 | 0.32 | 0.73 | 2.33 | 1.54 | 0.12 | 1.43 | 1.95 | -0.24 | 0.67 | 1.27 | 1.05 | 1.95 | 3.71 | 0.86 | 0.40 |
| Standard Deviation(%) | NA | 9.49 | 10.88 | 13.02 | 10.92 | NA | NA | 9.73 | 7.85 | 9.58 | 8.79 | 13.65 | 10.55 | 19.51 | 7.48 | 10.60 | 5.06 | 8.23 | 9.22 | 7.81 | 8.02 | 7.76 | 14.93 | 12.44 | 9.81 | 6.29 | 10.00 | 8.09 | 6.65 | 7.16 | 6.56 | 5.49 | 6.76 |
| Draw Down(%) | NA | 5.52 | 13.14 | 21.14 | 21.14 | NA | NA | 21.14 | 0.56 | 5.52 | 8.04 | 13.96 | 4.55 | 21.14 | 4.14 | 12.09 | 2.23 | 6.46 | 7.05 | 4.99 | 5.88 | 5.38 | 13.52 | 8.69 | 4.40 | 7.77 | 6.35 | 8.68 | 4.13 | 6.07 | 2.96 | 3.03 | 5.36 |
| Yield(%) | NA | 4.66 | 4.47 | 4.40 | 4.22 | NA | NA | 0.00 | NA | 1.38 | 4.69 | 3.19 | 5.24 | 5.16 | 4.32 | 3.53 | 6.54 | 3.63 | 4.83 | 2.06 | 3.70 | 4.80 | 2.69 | 4.28 | 4.96 | 4.64 | 4.02 | 3.74 | 2.36 | 3.92 | 3.19 | 5.79 | 7.80 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAS Institute Inc. Retirement Plan Tactical Asset Allocation Moderate |
3.82%
Apr 2021 - Apr 2024 |
4.72%
Mar 2015 - Mar 2020 |
6.38%
Oct 2013 - Oct 2023 |
7.86%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAS Institute Inc. Retirement Plan Tactical Asset Allocation Moderate |
17.03%
Apr 2003 - Apr 2006 |
14.62%
Feb 2009 - Feb 2014 |
12.72%
Apr 2001 - Apr 2011 |
11.40%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart