Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Securian Financial Group 401K Tactical Asset Allocation Moderate | NA | 13.68% | 1.93% | 6.40% | 3.44% | 5.74% | 7.92% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Securian Financial Group 401K 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 (%) | -0.89 | 13.68 | 1.93 | 6.40 | 3.44 | 5.74 | 7.92 | … | … | 0.50 | 3.46 | 11.17 | -12.25 | 17.99 | 11.25 | 5.62 | -5.62 | 8.02 | 2.49 | -5.54 | 8.98 | 11.58 | 8.63 | 3.56 | 13.70 | 29.52 | -4.48 | 17.93 | 18.03 | 12.68 | 17.10 | 28.18 | 2.37 | 0.67 |
| Sharpe Ratio | NA | -0.24 | -0.36 | 0.38 | 0.21 | NA | NA | … | … | 0.06 | -0.39 | 0.92 | -1.32 | 1.59 | 1.50 | 0.79 | -0.95 | 1.33 | 0.40 | -0.76 | 1.05 | 1.70 | 1.77 | 0.41 | 1.01 | 2.85 | -1.30 | 1.29 | 1.62 | 1.64 | 2.12 | 5.80 | 0.27 | -0.81 |
| Standard Deviation(%) | NA | 8.04 | 8.73 | 9.06 | 7.79 | NA | NA | … | … | 7.50 | 8.10 | 7.52 | 10.30 | 11.27 | 7.34 | 5.32 | 7.28 | 5.54 | 5.66 | 7.32 | 8.50 | 6.78 | 4.86 | 8.61 | 13.42 | 10.32 | 4.17 | 11.63 | 9.11 | 6.43 | 7.62 | 4.74 | 4.72 | 2.02 |
| Draw Down(%) | NA | 5.39 | 13.57 | 16.41 | 16.41 | NA | NA | … | … | 0.57 | 5.39 | 7.37 | 14.72 | 5.32 | 6.32 | 4.13 | 12.31 | 3.14 | 5.03 | 10.53 | 5.53 | 6.15 | 4.39 | 7.05 | 9.22 | 5.11 | 6.00 | 9.77 | 12.18 | 6.27 | 10.24 | 2.44 | 8.73 | 1.96 |
| Yield(%) | NA | 3.12 | 4.29 | 4.23 | 3.69 | NA | NA | … | … | NA | 0.54 | 3.34 | 2.22 | 7.13 | 3.13 | 5.78 | 5.02 | 0.77 | 2.61 | 2.94 | 4.66 | 4.61 | 3.90 | 3.63 | 1.61 | 2.38 | 1.52 | 4.40 | 4.03 | 3.00 | 2.68 | 2.49 | 2.16 | 4.12 |
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 |
|---|---|---|---|---|
| Securian Financial Group 401K Tactical Asset Allocation Moderate |
-1.07%
Oct 2017 – Oct 2020 |
-0.59%
Feb 2015 – Feb 2020 |
3.13%
Apr 2014 – Apr 2024 |
5.23%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Securian Financial Group 401K Tactical Asset Allocation Moderate |
21.08%
Oct 2004 – Oct 2007 |
20.02%
Oct 2002 – Oct 2007 |
14.17%
Jan 2003 – Jan 2013 |
11.19%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart