Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 20.01% | 3.11% | 6.53% | 5.80% | 6.45% | 6.25% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION 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 (%) | -0.98 | 20.01 | 3.11 | 6.53 | 5.80 | 6.45 | 6.25 | … | … | 0.09 | 5.68 | 16.10 | -13.34 | 7.51 | 14.76 | 14.92 | -6.12 | 13.47 | 5.03 | -1.03 | 6.08 | 13.03 | 11.32 | -5.44 | 12.70 | 27.11 | -26.26 | 9.47 | 14.91 | 10.29 | 11.88 | 22.95 | -4.58 | 1.65 |
| Sharpe Ratio | NA | -0.05 | -0.17 | 0.26 | 0.37 | NA | NA | … | … | 0.01 | -0.12 | 1.50 | -1.09 | 0.82 | 0.86 | 1.89 | -0.80 | 2.73 | 0.57 | -0.14 | 0.94 | 2.07 | 1.47 | -0.37 | 1.07 | 1.56 | -1.21 | 0.69 | 1.57 | 1.60 | 1.74 | 2.83 | -0.59 | -0.08 |
| Standard Deviation(%) | NA | 7.64 | 10.06 | 11.58 | 9.80 | NA | NA | … | … | 4.84 | 7.68 | 7.91 | 13.48 | 9.13 | 16.84 | 7.14 | 9.29 | 4.70 | 8.48 | 7.68 | 6.46 | 6.28 | 7.68 | 14.98 | 11.82 | 17.35 | 22.49 | 9.41 | 7.41 | 5.07 | 6.30 | 7.87 | 9.60 | 8.21 |
| Draw Down(%) | NA | 5.45 | 20.73 | 22.19 | 22.19 | NA | NA | … | … | 0.44 | 5.42 | 6.30 | 20.73 | 5.20 | 22.19 | 3.77 | 13.10 | 1.70 | 7.43 | 9.06 | 4.75 | 5.45 | 6.79 | 16.25 | 8.77 | 16.06 | 35.01 | 6.81 | 9.29 | 3.96 | 6.03 | 8.54 | 17.08 | 12.65 |
| Yield(%) | NA | 6.81 | 3.86 | 3.56 | 3.93 | NA | NA | … | … | NA | 0.47 | 6.99 | 2.31 | 2.21 | 3.66 | 2.46 | 3.56 | 0.47 | 4.76 | 3.79 | 9.14 | 3.67 | 2.63 | 1.80 | 1.46 | 0.75 | 3.53 | 7.61 | 7.82 | 4.16 | 2.80 | 0.99 | 1.39 | 3.57 |
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 |
|---|---|---|---|---|
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION RETIREMENT PLAN Strategic Asset Allocation – Optimal |
-7.19%
Feb 2006 – Feb 2009 |
0.00%
Feb 2004 – Feb 2009 |
4.21%
May 2007 – May 2017 |
3.46%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION RETIREMENT PLAN Strategic Asset Allocation – Optimal |
18.31%
Mar 2003 – Mar 2006 |
14.95%
Sep 2002 – Sep 2007 |
9.12%
Feb 2009 – Feb 2019 |
8.16%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart