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 Strategic Asset Allocation – Optimal Moderate | NA | 32.60% | 11.38% | 12.29% | 8.25% | 8.11% | 7.17% | … | … |
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 Strategic Asset Allocation – Optimal 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 (%) | -0.67 | 32.60 | 11.38 | 12.29 | 8.25 | 8.11 | 7.17 | … | … | 0.53 | 16.72 | 24.16 | -7.74 | 12.57 | 12.65 | 15.58 | -5.12 | 9.40 | 4.71 | 2.42 | 4.18 | 9.29 | 12.31 | -2.25 | 10.65 | 26.48 | -24.75 | 9.77 | 10.17 | 7.22 | 8.90 | 21.13 | -7.28 | -0.23 |
| Sharpe Ratio | NA | 1.62 | 0.74 | 0.78 | 0.69 | NA | NA | … | … | 0.07 | 1.41 | 2.91 | -0.76 | 1.42 | 0.70 | 2.26 | -0.77 | 2.26 | 0.56 | 0.27 | 0.73 | 1.41 | 1.74 | -0.19 | 0.99 | 1.55 | -1.15 | 0.79 | 1.09 | 0.79 | 1.15 | 2.53 | -0.75 | -0.24 |
| Standard Deviation(%) | NA | 7.10 | 8.97 | 11.25 | 9.47 | NA | NA | … | … | 6.76 | 7.17 | 6.85 | 11.93 | 8.85 | 17.67 | 6.28 | 8.31 | 3.87 | 8.00 | 8.85 | 5.68 | 6.57 | 7.04 | 11.92 | 10.65 | 17.07 | 22.27 | 8.59 | 6.34 | 6.35 | 6.91 | 8.07 | 11.12 | 10.44 |
| Draw Down(%) | NA | 5.80 | 14.50 | 22.53 | 22.53 | NA | NA | … | … | 0.47 | 5.80 | 3.61 | 14.74 | 3.86 | 22.53 | 3.53 | 11.25 | 2.35 | 6.45 | 6.47 | 5.31 | 6.81 | 5.84 | 12.39 | 8.34 | 15.97 | 35.24 | 5.37 | 6.22 | 4.08 | 5.26 | 7.03 | 16.72 | 14.48 |
| Yield(%) | NA | 15.71 | 12.06 | 8.50 | 5.93 | NA | NA | … | … | NA | 4.48 | 14.72 | 10.15 | 6.55 | 2.67 | 3.41 | 4.88 | 0.54 | 1.44 | 5.36 | 4.93 | 3.31 | 2.97 | 3.03 | 2.62 | 1.85 | 4.12 | 6.93 | 6.67 | 4.27 | 4.28 | 2.30 | 1.96 | 3.49 |
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 Strategic Asset Allocation – Optimal Moderate |
-7.35%
Feb 2006 – Feb 2009 |
-1.58%
Feb 2004 – Feb 2009 |
4.01%
Mar 2010 – Mar 2020 |
4.17%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SI Organization Inc. 401k plan Strategic Asset Allocation – Optimal Moderate |
17.50%
Feb 2009 – Feb 2012 |
13.67%
Feb 2009 – Feb 2014 |
8.80%
Feb 2009 – Feb 2019 |
9.28%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart