Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SUN ADVANTAGE SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | -2.75% | -0.03% | 2.61% | 2.31% | 4.70% | 5.34% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SUN ADVANTAGE SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.11 | -2.75 | -0.03 | 2.61 | 2.31 | 4.70 | 5.34 | … | … | 0.77 | 7.36 | -16.52 | 8.32 | 17.77 | 10.28 | -3.57 | 7.36 | 6.57 | -4.48 | 2.35 | 10.52 | 5.54 | 4.64 | 5.31 | 18.03 | -0.92 | 11.40 | 10.08 | 5.07 | 10.29 | 18.96 | 5.00 | 5.81 |
| Sharpe Ratio | NA | 0.05 | -0.33 | 0.39 | 0.34 | NA | NA | … | … | 0.06 | 0.41 | -1.97 | 0.87 | 2.20 | 2.04 | -0.68 | 1.39 | 1.33 | -0.75 | 0.36 | 1.53 | 1.14 | 0.59 | 0.52 | 2.25 | -0.32 | 0.86 | 0.80 | 0.49 | 1.26 | 2.91 | 0.84 | 0.91 |
| Standard Deviation(%) | NA | 7.61 | 8.73 | 7.99 | 7.01 | NA | NA | … | … | 7.51 | 7.60 | 9.09 | 9.55 | 7.98 | 4.35 | 7.15 | 4.85 | 4.79 | 6.00 | 6.57 | 6.86 | 4.82 | 7.75 | 9.98 | 7.96 | 5.70 | 9.76 | 8.46 | 5.93 | 7.44 | 6.28 | 4.64 | 3.85 |
| Draw Down(%) | NA | 6.47 | 19.10 | 19.10 | 19.10 | NA | NA | … | … | 1.61 | 6.47 | 17.05 | 5.81 | 8.84 | 2.32 | 9.30 | 4.07 | 3.65 | 8.04 | 5.69 | 5.48 | 4.95 | 5.36 | 10.32 | 5.00 | 8.41 | 7.13 | 10.30 | 4.72 | 6.90 | 3.29 | 4.15 | 3.35 |
| Yield(%) | NA | 3.14 | 3.75 | 3.71 | 2.87 | NA | NA | … | … | 0.01 | 3.34 | 2.60 | 5.38 | 2.94 | 4.47 | 1.36 | 0.38 | 2.64 | 2.74 | 3.12 | 0.82 | 3.22 | 2.54 | 3.28 | 4.10 | 4.08 | 7.55 | 7.10 | 3.62 | 3.52 | 4.14 | 3.33 | 5.29 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| SUN ADVANTAGE SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate |
-0.98%
Dec 2020 – Dec 2023 |
1.52%
Dec 2013 – Dec 2018 |
2.31%
Oct 2013 – Oct 2023 |
4.27%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SUN ADVANTAGE SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate |
12.99%
Apr 2003 – Apr 2006 |
12.16%
Oct 2002 – Oct 2007 |
9.30%
Apr 2001 – Apr 2011 |
7.59%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart