Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE SAVINGS and INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 22.66% | 3.04% | 6.56% | 5.54% | 7.22% | 6.63% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE SAVINGS and INVESTMENT 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 (%) | -0.97 | 22.66 | 3.04 | 6.56 | 5.54 | 7.22 | 6.63 | … | … | 0.26 | 8.41 | 15.00 | -13.47 | 9.87 | 10.89 | 17.15 | -5.44 | 10.45 | 5.90 | -1.19 | 6.54 | 15.44 | 13.44 | 0.91 | 13.72 | 22.08 | -23.51 | 9.32 | 12.42 | 8.99 | 13.56 | 22.98 | -3.80 | 4.08 |
| Sharpe Ratio | NA | 0.34 | -0.11 | 0.26 | 0.37 | NA | NA | … | … | 0.03 | 0.24 | 1.29 | -1.06 | 1.20 | 0.58 | 2.23 | -0.73 | 1.95 | 0.69 | -0.14 | 1.00 | 2.15 | 1.78 | 0.06 | 1.13 | 1.32 | -1.13 | 0.68 | 1.19 | 1.09 | 1.87 | 2.68 | -0.48 | 0.20 |
| Standard Deviation(%) | NA | 7.59 | 10.41 | 12.06 | 10.14 | NA | NA | … | … | 5.93 | 7.64 | 8.35 | 14.03 | 8.19 | 18.29 | 7.07 | 9.28 | 5.04 | 8.31 | 8.56 | 6.51 | 7.17 | 7.50 | 13.63 | 12.05 | 16.71 | 21.62 | 9.37 | 7.71 | 6.28 | 6.74 | 8.33 | 10.28 | 9.08 |
| Draw Down(%) | NA | 4.91 | 19.93 | 22.31 | 22.31 | NA | NA | … | … | 0.46 | 4.83 | 7.81 | 20.20 | 3.92 | 22.31 | 3.72 | 12.68 | 2.97 | 6.83 | 8.77 | 4.73 | 6.45 | 5.84 | 13.92 | 9.23 | 17.12 | 35.17 | 6.26 | 7.91 | 4.15 | 6.29 | 6.74 | 16.52 | 10.96 |
| Yield(%) | NA | 4.13 | 4.67 | 4.27 | 3.47 | NA | NA | … | … | NA | 0.67 | 3.96 | 5.29 | 3.92 | 4.60 | 2.60 | 2.94 | 0.31 | 3.85 | 3.08 | 3.28 | 2.98 | 3.62 | 2.14 | 2.90 | 2.70 | 3.79 | 7.20 | 4.31 | 4.45 | 4.14 | 3.72 | 2.86 | 5.71 |
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 |
|---|---|---|---|---|
| THE SAVINGS and INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate |
-6.93%
Feb 2006 – Feb 2009 |
-0.06%
Feb 2004 – Feb 2009 |
4.20%
Oct 2013 – Oct 2023 |
4.29%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE SAVINGS and INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate |
18.85%
Feb 2009 – Feb 2012 |
16.17%
Feb 2009 – Feb 2014 |
9.96%
Feb 2009 – Feb 2019 |
8.70%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart