Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SABER ENGINEERING INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 27.17% | 1.69% | 4.93% | 4.13% | 5.80% | 5.79% | 6.52% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SABER ENGINEERING INC. 401K PLAN 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 (%) | -1.12 | 27.17 | 1.69 | 4.93 | 4.13 | 5.80 | 5.79 | 6.52 | NA | 5.81 | 8.00 | -15.40 | 8.59 | 10.22 | 22.16 | -5.41 | 7.06 | 0.86 | -1.91 | 2.52 | 11.99 | 10.46 | 1.57 | 13.06 | 26.44 | -25.22 | 10.28 | 13.29 | 10.74 | 16.18 | 21.30 | 0.71 | 4.36 |
| Sharpe Ratio | NA | 0.03 | -0.38 | 0.04 | 0.19 | NA | NA | 0.44 | 0.03 | -0.07 | 0.40 | -1.19 | 0.93 | 0.59 | 3.24 | -0.71 | 1.22 | 0.08 | -0.23 | 0.36 | 1.74 | 1.57 | 0.12 | 1.09 | 1.45 | -1.20 | 0.74 | 1.33 | 1.36 | 2.19 | 3.16 | -0.04 | 0.26 |
| Standard Deviation(%) | NA | 11.34 | 11.79 | 12.58 | 10.43 | NA | NA | 10.78 | 8.49 | 11.41 | 9.38 | 14.10 | 9.20 | 17.00 | 6.40 | 9.40 | 5.27 | 8.25 | 8.51 | 6.97 | 6.86 | 6.65 | 13.26 | 11.86 | 18.12 | 21.86 | 9.85 | 7.51 | 6.28 | 6.97 | 6.52 | 9.30 | 7.96 |
| Draw Down(%) | NA | 11.06 | 20.74 | 25.54 | 25.54 | NA | NA | 39.80 | 0.83 | 11.06 | 11.10 | 22.01 | 7.63 | 25.54 | 2.31 | 13.63 | 3.76 | 8.00 | 9.02 | 5.37 | 7.08 | 4.70 | 13.12 | 9.62 | 17.36 | 36.21 | 6.44 | 8.59 | 4.28 | 7.08 | 6.16 | 14.10 | 10.64 |
| Yield(%) | NA | 6.27 | 6.01 | 5.50 | 4.65 | NA | NA | 4.27 | NA | 0.94 | 6.16 | 5.97 | 4.58 | 5.60 | 3.53 | 6.22 | 0.28 | 1.67 | 5.19 | 5.78 | 4.90 | 4.01 | 3.51 | 3.32 | 2.08 | 2.56 | 5.35 | 6.96 | 3.12 | 5.07 | 4.37 | 2.99 | 4.15 |
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 |
|---|---|---|---|---|
| SABER ENGINEERING INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-7.88%
Feb 2006 - Feb 2009 |
0.05%
Feb 2004 - Feb 2009 |
2.15%
Oct 2013 - Oct 2023 |
3.10%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SABER ENGINEERING INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
20.22%
Feb 2009 - Feb 2012 |
16.17%
Feb 2009 - Feb 2014 |
9.73%
Mar 2003 - Mar 2013 |
7.58%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart