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 Strategic Asset Allocation – Optimal Moderate | NA | 23.91% | 3.20% | 7.69% | 6.47% | 7.43% | 7.06% | … | … |
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 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 (%) | -0.73 | 23.91 | 3.20 | 7.69 | 6.47 | 7.43 | 7.06 | … | … | 0.09 | 6.29 | 13.34 | -13.17 | 7.94 | 18.08 | 17.61 | -6.29 | 14.17 | 6.40 | -1.66 | 6.74 | 11.47 | 13.95 | -2.38 | 15.00 | 31.19 | -24.67 | 11.55 | 12.64 | 7.30 | 13.01 | 22.78 | -4.50 | 5.37 |
| Sharpe Ratio | NA | 0.03 | -0.22 | 0.30 | 0.43 | NA | NA | … | … | 0.01 | -0.04 | 1.11 | -1.09 | 0.90 | 1.08 | 2.39 | -0.74 | 3.07 | 0.72 | -0.21 | 1.02 | 1.65 | 1.77 | -0.17 | 1.30 | 1.78 | -1.17 | 0.90 | 1.33 | 0.91 | 2.02 | 2.94 | -0.54 | 0.35 |
| Standard Deviation(%) | NA | 7.77 | 10.07 | 11.44 | 9.80 | NA | NA | … | … | 6.20 | 7.79 | 8.15 | 13.31 | 8.82 | 16.49 | 6.77 | 10.27 | 4.41 | 8.55 | 7.89 | 6.58 | 6.93 | 7.87 | 14.42 | 11.49 | 17.48 | 21.80 | 9.54 | 7.06 | 5.63 | 5.98 | 7.52 | 10.37 | 8.80 |
| Draw Down(%) | NA | 6.51 | 20.30 | 20.34 | 20.34 | NA | NA | … | … | 0.57 | 6.46 | 8.37 | 20.34 | 5.44 | 20.07 | 3.63 | 13.10 | 1.29 | 7.13 | 10.45 | 5.21 | 7.31 | 6.61 | 15.34 | 8.44 | 16.64 | 36.06 | 6.91 | 6.94 | 3.85 | 5.36 | 7.91 | 16.83 | 11.00 |
| Yield(%) | NA | 4.52 | 4.37 | 3.84 | 4.13 | NA | NA | … | … | NA | 0.95 | 4.16 | 5.01 | 2.74 | 2.47 | 3.76 | 4.19 | 0.54 | 5.95 | 3.18 | 8.59 | 2.57 | 4.36 | 3.25 | 4.06 | 2.35 | 4.23 | 7.48 | 8.23 | 4.75 | 6.01 | 3.20 | 4.19 | 5.74 |
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 Strategic Asset Allocation – Optimal Moderate |
-6.30%
Feb 2006 – Feb 2009 |
-0.09%
Feb 2004 – Feb 2009 |
4.83%
Oct 2013 – Oct 2023 |
4.82%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAIC Retirement Plan Strategic Asset Allocation – Optimal Moderate |
20.86%
Feb 2009 – Feb 2012 |
16.15%
Feb 2009 – Feb 2014 |
10.34%
Feb 2009 – Feb 2019 |
9.24%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart