Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SANDIA CORPORATION SAVINGS AND INCOME PLAN Tactical Asset Allocation Moderate | NA | 21.55% | 2.46% | 5.71% | 3.91% | 4.22% | 4.89% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SANDIA CORPORATION SAVINGS AND INCOME 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 (%) | 0.14 | 21.55 | 2.46 | 5.71 | 3.91 | 4.22 | 4.89 | … | … | 0.69 | 11.46 | 8.68 | -12.21 | 10.61 | 11.11 | 3.57 | -2.77 | 10.43 | 5.32 | -4.77 | -2.20 | 14.48 | 5.20 | 0.94 | 3.06 | 12.10 | 0.42 | 8.11 | 12.07 | 0.78 | 9.23 | 17.44 | 7.89 | 7.18 |
| Sharpe Ratio | NA | 0.61 | -0.20 | 0.33 | 0.30 | NA | NA | … | … | 0.07 | 0.47 | 0.60 | -1.38 | 1.09 | 1.28 | 0.56 | -0.53 | 2.00 | 1.24 | -0.93 | -0.38 | 2.12 | 0.89 | 0.08 | 0.28 | 1.55 | -0.23 | 0.61 | 1.40 | -0.28 | 1.26 | 3.19 | 1.72 | 1.18 |
| Standard Deviation(%) | NA | 10.37 | 9.29 | 9.22 | 7.53 | NA | NA | … | … | 9.04 | 10.36 | 7.32 | 9.83 | 9.68 | 8.52 | 3.90 | 7.68 | 4.89 | 4.14 | 5.18 | 5.86 | 6.81 | 5.76 | 10.74 | 10.73 | 7.75 | 2.15 | 8.42 | 6.28 | 4.92 | 6.57 | 5.26 | 3.94 | 4.13 |
| Draw Down(%) | NA | 7.68 | 16.05 | 16.05 | 16.05 | NA | NA | … | … | 0.71 | 7.68 | 6.04 | 13.59 | 4.15 | 9.76 | 4.02 | 9.03 | 1.59 | 2.31 | 6.57 | 6.33 | 4.27 | 4.86 | 10.59 | 10.87 | 4.87 | 1.73 | 7.43 | 7.39 | 4.50 | 6.73 | 2.70 | 2.32 | 3.35 |
| Yield(%) | NA | 3.62 | 4.70 | 4.12 | 3.23 | NA | NA | … | … | NA | 0.53 | 3.97 | 2.26 | 7.71 | 4.10 | 2.65 | 2.10 | 0.12 | 2.83 | 4.26 | 2.34 | 1.75 | 2.08 | 2.15 | 2.74 | 3.22 | 1.62 | 10.45 | 6.15 | 4.61 | 2.55 | 4.13 | 5.43 | 5.61 |
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 |
|---|---|---|---|---|
| SANDIA CORPORATION SAVINGS AND INCOME PLAN Tactical Asset Allocation Moderate |
-0.64%
Dec 2013 – Dec 2016 |
0.95%
Jan 2018 – Jan 2023 |
1.88%
Oct 2013 – Oct 2023 |
3.29%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SANDIA CORPORATION SAVINGS AND INCOME PLAN Tactical Asset Allocation Moderate |
11.44%
Dec 2001 – Dec 2004 |
10.29%
May 2002 – May 2007 |
8.26%
Apr 2001 – Apr 2011 |
6.28%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart