Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The Savings Plan of the Saudi Arabian Oil Company Tactical Asset Allocation Moderate | NA | 33.31% | 9.11% | 10.41% | 7.19% | 7.19% | 7.50% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The Savings Plan of the Saudi Arabian Oil Company 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 (%) | -0.62 | 33.31 | 9.11 | 10.41 | 7.19 | 7.19 | 7.50 | … | … | 1.24 | 17.69 | 24.68 | -11.58 | 7.89 | 12.30 | 9.21 | 1.31 | 11.07 | 3.07 | -1.44 | 2.69 | 14.71 | 7.58 | 5.35 | 4.27 | 15.26 | -2.33 | 9.73 | 12.80 | 6.02 | 8.88 | 19.62 | -2.90 | 1.07 |
| Sharpe Ratio | NA | 1.41 | 0.58 | 0.72 | 0.70 | NA | NA | … | … | 0.17 | 1.21 | 2.36 | -1.10 | 0.81 | 1.28 | 2.00 | 0.00 | 2.58 | 0.64 | -0.32 | 0.42 | 2.13 | 2.60 | 1.13 | 0.47 | 2.90 | -0.79 | 0.66 | 1.19 | 0.81 | 1.18 | 3.20 | -1.08 | -0.60 |
| Standard Deviation(%) | NA | 9.10 | 9.98 | 9.83 | 7.87 | NA | NA | … | … | 6.85 | 9.13 | 8.67 | 11.76 | 9.75 | 9.46 | 3.91 | 8.00 | 4.04 | 4.46 | 4.56 | 6.39 | 6.89 | 2.89 | 4.70 | 8.97 | 5.24 | 4.13 | 10.14 | 8.01 | 4.73 | 6.71 | 5.91 | 3.70 | 2.07 |
| Draw Down(%) | NA | 6.29 | 15.71 | 17.34 | 17.34 | NA | NA | … | … | 0.25 | 6.29 | 5.50 | 16.12 | 6.02 | 9.01 | 2.29 | 6.43 | 1.57 | 4.93 | 4.74 | 5.69 | 4.36 | 2.44 | 2.81 | 8.66 | 2.39 | 6.36 | 6.81 | 9.32 | 3.62 | 5.94 | 2.64 | 6.20 | 2.10 |
| Yield(%) | NA | 15.62 | 11.99 | 8.77 | 5.80 | NA | NA | … | … | NA | 4.40 | 15.32 | 9.14 | 6.15 | 3.84 | 4.86 | 3.26 | 1.07 | 3.48 | 3.67 | 2.07 | 3.32 | 4.10 | 3.50 | 3.36 | 4.61 | 2.92 | 5.79 | 5.87 | 4.58 | 1.94 | 1.92 | 2.11 | 4.13 |
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 |
|---|---|---|---|---|
| The Savings Plan of the Saudi Arabian Oil Company Tactical Asset Allocation Moderate |
1.42%
Dec 2013 – Dec 2016 |
3.26%
Dec 2013 – Dec 2018 |
4.61%
Oct 2013 – Oct 2023 |
4.95%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Savings Plan of the Saudi Arabian Oil Company Tactical Asset Allocation Moderate |
13.58%
Apr 2003 – Apr 2006 |
12.24%
Oct 2002 – Oct 2007 |
8.82%
Apr 2003 – Apr 2013 |
7.95%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart