Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SIM2K Retirement Plan Strategic Asset Allocation - Optimal Moderate | NA | 27.39% | 4.54% | 9.45% | 4.73% | 6.21% | 5.76% | 5.91% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIM2K Retirement 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 (%) | -1.09 | 27.39 | 4.54 | 9.45 | 4.73 | 6.21 | 5.76 | 5.91 | NA | 12.31 | 16.71 | -14.47 | 10.15 | 21.06 | 19.25 | -19.69 | 6.77 | 1.41 | 1.34 | 0.70 | 15.98 | 14.33 | -2.78 | 13.71 | 22.01 | -24.75 | 9.59 | 10.78 | 9.03 | 12.63 | 28.60 | -7.55 | -2.03 |
| Sharpe Ratio | NA | 0.79 | 0.06 | 0.47 | 0.25 | NA | NA | 0.36 | 0.07 | 0.59 | 1.47 | -1.19 | 0.99 | 1.10 | 2.68 | -0.91 | 0.97 | 0.15 | 0.16 | 0.10 | 2.46 | 2.02 | -0.18 | 1.06 | 1.31 | -1.20 | 0.68 | 1.04 | 0.98 | 1.31 | 3.02 | -0.71 | -0.46 |
| Standard Deviation(%) | NA | 9.64 | 10.72 | 12.73 | 12.52 | NA | NA | 12.00 | 11.64 | 9.66 | 8.48 | 13.29 | 10.26 | 18.95 | 6.65 | 23.16 | 6.35 | 8.18 | 8.37 | 7.19 | 6.47 | 7.08 | 15.33 | 12.86 | 16.71 | 21.42 | 9.71 | 7.21 | 7.01 | 8.89 | 9.23 | 12.29 | 9.47 |
| Draw Down(%) | NA | 5.65 | 19.86 | 22.49 | 27.52 | NA | NA | 37.88 | 0.96 | 5.65 | 7.33 | 20.76 | 6.55 | 22.49 | 2.99 | 26.32 | 6.09 | 8.77 | 7.75 | 5.91 | 5.98 | 5.81 | 15.43 | 11.29 | 16.48 | 33.95 | 6.63 | 7.55 | 5.54 | 8.57 | 7.88 | 18.07 | 13.55 |
| Yield(%) | NA | 2.93 | 4.23 | 4.41 | 3.88 | NA | NA | 3.68 | NA | 0.55 | 2.90 | 3.52 | 5.71 | 5.95 | 3.48 | 3.92 | 0.31 | 1.83 | 5.64 | 5.53 | 5.49 | 4.01 | 2.66 | 3.19 | 3.67 | 2.38 | 5.91 | 4.90 | 2.84 | 2.97 | 2.59 | 2.07 | 2.61 |
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 |
|---|---|---|---|---|
| SIM2K Retirement Plan Strategic Asset Allocation - Optimal Moderate |
-7.18%
Feb 2006 - Feb 2009 |
-2.36%
Dec 2013 - Dec 2018 |
2.35%
May 2008 - May 2018 |
2.83%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIM2K Retirement Plan Strategic Asset Allocation - Optimal Moderate |
18.84%
Mar 2003 - Mar 2006 |
15.08%
Feb 2009 - Feb 2014 |
9.16%
Mar 2003 - Mar 2013 |
7.85%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart