Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAIC Retirement Plan Tactical Asset Allocation Moderate | NA | 13.25% | -1.45% | 5.53% | 4.71% | 5.36% | 6.92% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAIC 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 (%) | -0.82 | 13.25 | -1.45 | 5.53 | 4.71 | 5.36 | 6.92 | … | … | 0.51 | 3.90 | 12.47 | -16.61 | 9.19 | 20.08 | 6.37 | -3.49 | 15.45 | 7.06 | -3.16 | 1.72 | 14.93 | 6.05 | 1.60 | 6.12 | 19.32 | -7.46 | 21.21 | 19.76 | 6.79 | 11.11 | 17.44 | 3.49 | 7.57 |
| Sharpe Ratio | NA | -0.22 | -0.48 | 0.28 | 0.41 | NA | NA | … | … | 0.05 | -0.31 | 1.10 | -1.92 | 0.91 | 2.37 | 1.03 | -0.68 | 2.94 | 1.32 | -0.64 | 0.27 | 2.20 | 1.26 | 0.19 | 0.54 | 1.92 | -1.23 | 1.32 | 1.70 | 0.77 | 1.50 | 3.11 | 0.51 | 1.07 |
| Standard Deviation(%) | NA | 8.73 | 8.58 | 8.88 | 7.38 | NA | NA | … | … | 9.24 | 8.73 | 7.50 | 9.36 | 10.06 | 8.38 | 4.83 | 7.03 | 5.04 | 5.18 | 4.97 | 6.21 | 6.78 | 4.77 | 8.36 | 11.27 | 9.99 | 6.84 | 13.83 | 9.69 | 5.98 | 6.79 | 5.38 | 4.67 | 4.93 |
| Draw Down(%) | NA | 6.81 | 16.32 | 19.44 | 19.44 | NA | NA | … | … | 0.68 | 6.81 | 6.45 | 17.10 | 5.59 | 9.15 | 4.18 | 9.42 | 2.13 | 2.75 | 7.70 | 5.91 | 4.75 | 3.74 | 7.25 | 9.39 | 5.49 | 10.60 | 11.14 | 13.47 | 4.23 | 7.29 | 3.56 | 4.91 | 3.85 |
| Yield(%) | NA | 4.99 | 4.31 | 3.61 | 3.06 | NA | NA | … | … | NA | 0.85 | 4.76 | 2.44 | 5.21 | 1.84 | 3.84 | 3.32 | 0.47 | 2.13 | 2.83 | 3.41 | 1.03 | 4.30 | 3.16 | 3.88 | 4.39 | 4.07 | 4.53 | 4.12 | 2.92 | 4.81 | 3.76 | 6.22 | 8.08 |
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 |
|---|---|---|---|---|
| SAIC Retirement Plan Tactical Asset Allocation Moderate |
-1.19%
Oct 2021 – Oct 2024 |
2.34%
Dec 2017 – Dec 2022 |
3.76%
Oct 2013 – Oct 2023 |
4.44%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAIC Retirement Plan Tactical Asset Allocation Moderate |
19.67%
Oct 2004 – Oct 2007 |
16.58%
Oct 2002 – Oct 2007 |
10.67%
Apr 2001 – Apr 2011 |
9.11%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart