Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SMUGMUG INC. 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | 23.88% | 0.45% | 5.71% | 5.23% | 7.23% | 6.54% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMUGMUG 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 (%) | -1.01 | 23.88 | 0.45 | 5.71 | 5.23 | 7.23 | 6.54 | … | … | 0.63 | 7.63 | 12.43 | -18.22 | 6.41 | 17.09 | 19.87 | -5.90 | 10.57 | 2.58 | 0.61 | 4.36 | 15.95 | 14.26 | 0.37 | 16.90 | 35.00 | -31.22 | 7.33 | 12.88 | 10.77 | 14.91 | 29.52 | -2.39 | 2.07 |
| Sharpe Ratio | NA | 0.29 | -0.27 | 0.15 | 0.25 | NA | NA | … | … | 0.08 | 0.12 | 1.01 | -1.41 | 0.65 | 0.91 | 2.81 | -0.28 | 2.13 | 0.36 | 0.07 | 0.73 | 2.43 | 1.84 | 0.02 | 1.31 | 1.59 | -1.28 | 0.43 | 1.41 | 1.27 | 1.78 | 3.47 | -0.34 | -0.03 |
| Standard Deviation(%) | NA | 8.70 | 10.55 | 12.49 | 12.78 | NA | NA | … | … | 7.37 | 8.82 | 8.06 | 13.90 | 9.89 | 18.54 | 6.57 | 26.11 | 4.67 | 6.66 | 8.06 | 5.93 | 6.55 | 7.73 | 15.20 | 12.80 | 21.98 | 25.11 | 10.14 | 6.83 | 6.79 | 7.85 | 8.31 | 10.28 | 8.17 |
| Draw Down(%) | NA | 6.83 | 21.61 | 26.35 | 26.35 | NA | NA | … | … | 0.62 | 6.83 | 7.79 | 24.54 | 6.62 | 22.33 | 2.85 | 17.19 | 2.02 | 5.91 | 7.31 | 4.59 | 4.92 | 6.02 | 13.20 | 9.78 | 21.12 | 42.07 | 7.65 | 6.93 | 4.87 | 7.46 | 7.23 | 16.05 | 10.89 |
| Yield(%) | NA | 3.59 | 3.37 | 3.49 | 2.87 | NA | NA | … | … | NA | 0.25 | 3.88 | 2.90 | 3.08 | 4.50 | 2.96 | 3.20 | 0.42 | 2.69 | 2.13 | 2.83 | 1.75 | 3.58 | 3.28 | 3.05 | 3.07 | 2.51 | 5.67 | 7.23 | 5.31 | 4.36 | 2.27 | 2.15 | 3.91 |
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 |
|---|---|---|---|---|
| SMUGMUG INC. 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-11.24%
Feb 2006 – Feb 2009 |
-2.42%
Feb 2004 – Feb 2009 |
3.53%
Oct 2013 – Oct 2023 |
4.08%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMUGMUG INC. 401K PLAN Strategic Asset Allocation – Optimal Moderate |
25.21%
Feb 2009 – Feb 2012 |
19.65%
Feb 2009 – Feb 2014 |
11.34%
Feb 2009 – Feb 2019 |
9.51%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart