Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SITA Employee 401K Savings Plan Tactical Asset Allocation Moderate | NA | 37.99% | 15.01% | 16.13% | 11.75% | 11.63% | 11.11% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SITA Employee 401K Savings Plan 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 | Common | Inception | 2025 | 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 (%) | -0.80 | 37.99 | 15.01 | 16.13 | 11.75 | 11.63 | 11.11 | … | … | 0.57 | 21.08 | 26.96 | -0.72 | 7.15 | 20.42 | 17.59 | -0.36 | 12.17 | 11.06 | 0.74 | 5.73 | 22.24 | 10.66 | 2.02 | 14.59 | 15.84 | 2.40 | 9.91 | 13.32 | 5.02 | 14.81 | 24.36 | 5.23 | 2.52 |
| Sharpe Ratio | NA | 1.47 | 1.11 | 0.93 | 0.88 | NA | NA | … | … | 0.05 | 1.41 | 2.85 | -0.17 | 0.67 | 1.03 | 2.01 | -0.16 | 2.14 | 1.15 | 0.08 | 0.62 | 2.64 | 1.22 | 0.12 | 1.18 | 1.70 | 9.41 | 0.69 | 1.32 | 0.42 | 1.74 | 3.28 | 1.46 | 0.07 |
| Standard Deviation(%) | NA | 10.31 | 10.43 | 12.86 | 10.98 | NA | NA | … | … | 10.84 | 10.31 | 7.96 | 12.44 | 10.70 | 19.63 | 8.06 | 10.67 | 5.38 | 9.41 | 9.24 | 9.16 | 8.41 | 8.67 | 16.17 | 12.29 | 9.24 | 0.16 | 10.01 | 7.62 | 6.76 | 7.98 | 7.21 | 2.83 | 3.15 |
| Draw Down(%) | NA | 7.93 | 10.22 | 21.42 | 21.42 | NA | NA | … | … | 0.85 | 7.93 | 3.90 | 10.81 | 7.23 | 21.42 | 4.21 | 12.73 | 2.37 | 8.72 | 8.85 | 6.58 | 4.77 | 5.98 | 14.28 | 10.08 | 4.34 | 0.15 | 7.73 | 7.98 | 4.81 | 5.86 | 3.49 | 1.83 | 3.67 |
| Yield(%) | NA | 15.22 | 13.29 | 9.91 | 7.17 | NA | NA | … | … | NA | 9.64 | 14.19 | 10.99 | 4.04 | 6.74 | 3.99 | 5.40 | 4.10 | 4.92 | 3.20 | 5.29 | 4.25 | 3.67 | 5.31 | 3.90 | 3.10 | 2.55 | 9.60 | 9.73 | 5.85 | 5.68 | 3.41 | 5.66 | 3.12 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SITA Employee 401K Savings Plan Tactical Asset Allocation Moderate |
5.09%
Oct 2013 – Oct 2016 |
5.29%
Mar 2015 – Mar 2020 |
7.89%
Mar 2010 – Mar 2020 |
8.55%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SITA Employee 401K Savings Plan Tactical Asset Allocation Moderate |
18.36%
Nov 2021 – Nov 2024 |
16.75%
Nov 2019 – Nov 2024 |
12.05%
Nov 2014 – Nov 2024 |
12.02%
Jun 2009 – Jun 2024 |
Annualized Rolling Returns Comparison Chart