Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SI Organization Inc. 401k plan Tactical Asset Allocation Moderate | NA | 26.08% | 11.99% | 11.91% | 6.07% | 5.50% | 6.28% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SI Organization Inc. 401k 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 (%) | -0.51 | 26.08 | 11.99 | 11.91 | 6.07 | 5.50 | 6.28 | … | … | 0.92 | 13.70 | 17.10 | 2.74 | 9.47 | 13.20 | 1.22 | -7.02 | 11.39 | 5.93 | -6.78 | -0.70 | 13.73 | 7.25 | -3.65 | 1.41 | 20.17 | -10.79 | 15.76 | 18.70 | 1.92 | 8.74 | 13.53 | 1.60 | 4.92 |
| Sharpe Ratio | NA | 0.94 | 0.87 | 0.93 | 0.53 | NA | NA | … | … | 0.10 | 0.75 | 1.95 | 0.15 | 0.76 | 1.44 | -0.04 | -1.15 | 2.18 | 0.90 | -1.17 | -0.12 | 1.95 | 1.29 | -0.44 | 0.12 | 2.10 | -1.62 | 1.10 | 2.18 | -0.04 | 1.05 | 2.38 | 0.13 | 0.73 |
| Standard Deviation(%) | NA | 9.51 | 8.49 | 9.48 | 7.92 | NA | NA | … | … | 8.42 | 9.54 | 6.58 | 9.00 | 12.40 | 8.99 | 5.01 | 7.27 | 4.95 | 6.39 | 5.82 | 6.07 | 7.02 | 5.60 | 8.42 | 11.23 | 9.55 | 7.22 | 11.58 | 7.07 | 5.99 | 7.45 | 5.40 | 3.82 | 3.60 |
| Draw Down(%) | NA | 8.50 | 8.50 | 12.34 | 19.93 | NA | NA | … | … | 0.57 | 8.50 | 3.71 | 8.45 | 8.43 | 12.34 | 6.74 | 12.70 | 2.62 | 3.75 | 9.44 | 7.07 | 6.63 | 4.91 | 11.03 | 10.89 | 5.02 | 13.34 | 8.59 | 7.27 | 4.63 | 6.49 | 4.42 | 3.95 | 4.35 |
| Yield(%) | NA | 16.22 | 13.94 | 9.27 | 5.92 | NA | NA | … | … | NA | 4.72 | 14.94 | 15.67 | 7.06 | 1.99 | 2.83 | 4.38 | 0.43 | 1.44 | 2.10 | 4.45 | 4.19 | 2.61 | 5.99 | 2.06 | 4.33 | 3.73 | 5.46 | 1.83 | 4.40 | 3.22 | 3.80 | 2.74 | 4.03 |
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 |
|---|---|---|---|---|
| SI Organization Inc. 401k plan Tactical Asset Allocation Moderate |
-1.93%
Oct 2017 – Oct 2020 |
-0.70%
Aug 2014 – Aug 2019 |
1.18%
Apr 2010 – Apr 2020 |
3.29%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SI Organization Inc. 401k plan Tactical Asset Allocation Moderate |
15.36%
Nov 2021 – Nov 2024 |
13.09%
Nov 2019 – Nov 2024 |
7.55%
Apr 2001 – Apr 2011 |
6.29%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart