Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Samsung 401K Strategic Asset Allocation – Equal Weight Moderate | NA | 4.93% | 2.15% | 2.54% | 4.89% | 5.45% | NA | … | … |
Data as of 05/29/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Samsung 401K Strategic Asset Allocation – Equal Weight Moderate | 12/31/2000 | 08/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.58 | 4.93 | 2.15 | 2.54 | 4.89 | 5.45 | NA | … | … | 3.69 | 14.18 | -7.10 | 9.55 | 5.88 | -2.95 | 1.99 | 5.87 | 13.29 | -0.56 | 13.63 | 29.89 | -23.14 | 10.76 | 14.82 | 10.30 | 12.15 | 26.68 | 1.66 | 2.03 |
| Sharpe Ratio | NA | 0.70 | 0.28 | 0.50 | 0.59 | NA | NA | … | … | 0.23 | 2.39 | -1.03 | 1.99 | 0.65 | -0.40 | 0.34 | 0.95 | 2.43 | -0.06 | 1.60 | 2.06 | -1.32 | 0.99 | 1.96 | 1.75 | 1.94 | 4.61 | 0.08 | -0.03 |
| Standard Deviation(%) | NA | 12.70 | 9.28 | 8.58 | 7.91 | NA | NA | … | … | 15.30 | 5.35 | 8.21 | 4.49 | 8.72 | 7.46 | 5.74 | 6.13 | 5.45 | 10.37 | 8.44 | 14.45 | 18.23 | 7.78 | 5.89 | 4.65 | 5.78 | 5.64 | 6.74 | 9.00 |
| Draw Down(%) | NA | 17.65 | 17.65 | 17.65 | 17.65 | NA | NA | … | … | 17.65 | 2.93 | 12.43 | 2.60 | 6.63 | 9.66 | 5.73 | 6.63 | 4.53 | 11.47 | 6.64 | 15.68 | 34.04 | 5.35 | 7.43 | 3.48 | 6.88 | 5.26 | 12.84 | 12.10 |
| Yield(%) | NA | 4.44 | 3.16 | 3.63 | 3.77 | NA | NA | … | … | 0.65 | 5.11 | 3.88 | 0.54 | 2.99 | 6.39 | 3.30 | 2.79 | 5.09 | 3.67 | 4.96 | 5.05 | 5.96 | 6.56 | 5.51 | 5.05 | 4.06 | 4.73 | 4.09 | 3.01 |
Data as of 05/29/2020, 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 |
|---|---|---|---|---|
| Samsung 401K Strategic Asset Allocation – Equal Weight Moderate |
-5.16%
Feb 2006 – Feb 2009 |
0.83%
Mar 2015 – Mar 2020 |
3.48%
Mar 2010 – Mar 2020 |
4.85%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Samsung 401K Strategic Asset Allocation – Equal Weight Moderate |
20.01%
Feb 2009 – Feb 2012 |
16.10%
Oct 2002 – Oct 2007 |
10.21%
Mar 2003 – Mar 2013 |
8.20%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart