Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 19.07% | 4.78% | 7.43% | 6.69% | 8.23% | 11.43% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION RETIREMENT 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 (%) | -1.10 | 19.07 | 4.78 | 7.43 | 6.69 | 8.23 | 11.43 | … | … | 0.56 | 6.48 | 17.17 | -8.55 | 9.94 | 9.17 | 16.82 | -4.51 | 12.47 | 6.48 | 2.20 | 10.43 | 15.35 | 13.27 | 1.46 | 11.63 | 35.95 | -2.40 | 27.01 | 28.72 | 21.12 | 14.94 | 28.65 | -7.35 | -10.35 |
| Sharpe Ratio | NA | 0.10 | 0.10 | 0.33 | 0.48 | NA | NA | … | … | 0.06 | -0.01 | 1.55 | -0.78 | 0.98 | 0.51 | 2.08 | -0.57 | 2.33 | 0.75 | 0.26 | 1.37 | 2.19 | 1.74 | 0.10 | 0.90 | 2.14 | -0.24 | 1.26 | 1.76 | 2.30 | 1.64 | 4.67 | -0.95 | -1.61 |
| Standard Deviation(%) | NA | 8.85 | 10.20 | 12.04 | 10.24 | NA | NA | … | … | 9.08 | 8.90 | 8.32 | 12.79 | 10.08 | 17.62 | 7.39 | 10.16 | 5.07 | 8.39 | 8.50 | 7.60 | 7.00 | 7.59 | 14.34 | 12.76 | 16.75 | 13.88 | 19.07 | 14.50 | 8.26 | 8.56 | 5.98 | 8.87 | 7.86 |
| Draw Down(%) | NA | 6.69 | 14.78 | 21.31 | 21.31 | NA | NA | … | … | 0.67 | 6.69 | 6.51 | 15.34 | 5.82 | 21.31 | 3.11 | 13.16 | 2.46 | 7.18 | 6.57 | 5.12 | 4.50 | 5.41 | 13.65 | 11.77 | 7.50 | 15.57 | 14.93 | 19.44 | 6.66 | 10.37 | 2.31 | 16.31 | 16.62 |
| Yield(%) | NA | 8.56 | 5.67 | 5.13 | 4.80 | NA | NA | … | … | NA | 1.13 | 9.00 | 2.59 | 5.53 | 2.82 | 6.20 | 8.26 | 2.21 | 2.55 | 4.44 | 5.58 | 6.12 | 5.69 | 2.14 | 1.74 | 1.74 | 3.04 | 9.94 | 8.99 | 2.15 | 1.43 | 1.23 | 0.87 | 1.88 |
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 |
|---|---|---|---|---|
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION RETIREMENT PLAN Tactical Asset Allocation Moderate |
2.03%
Mar 2017 – Mar 2020 |
2.79%
Mar 2015 – Mar 2020 |
5.99%
Oct 2013 – Oct 2023 |
7.58%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION RETIREMENT PLAN Tactical Asset Allocation Moderate |
31.83%
Oct 2004 – Oct 2007 |
24.82%
Oct 2002 – Oct 2007 |
17.87%
Apr 2003 – Apr 2013 |
14.92%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart