Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SRA International Inc 401K Savings Plan Strategic Asset Allocation – Optimal Moderate | NA | 24.33% | 2.21% | 7.84% | 6.10% | 7.10% | 6.36% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SRA International Inc 401K Savings 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 (%) | -1.04 | 24.33 | 2.21 | 7.84 | 6.10 | 7.10 | 6.36 | … | … | 0.33 | 9.47 | 11.78 | -14.78 | 9.71 | 20.48 | 16.97 | -5.87 | 11.53 | 5.47 | -0.59 | 3.22 | 15.78 | 11.39 | -1.15 | 12.17 | 26.89 | -27.70 | 8.76 | 11.64 | 9.38 | 13.12 | 22.43 | -1.26 | 9.90 |
| Sharpe Ratio | NA | 0.42 | -0.22 | 0.34 | 0.43 | NA | NA | … | … | 0.03 | 0.33 | 0.93 | -1.22 | 1.09 | 1.12 | 2.21 | -0.74 | 2.29 | 0.63 | -0.08 | 0.52 | 2.31 | 1.45 | -0.08 | 1.10 | 1.62 | -1.29 | 0.57 | 1.00 | 1.08 | 1.54 | 2.69 | -0.24 | 0.88 |
| Standard Deviation(%) | NA | 8.63 | 10.30 | 12.06 | 10.15 | NA | NA | … | … | 8.06 | 8.66 | 8.09 | 13.29 | 8.85 | 18.15 | 7.05 | 9.74 | 4.75 | 8.34 | 8.27 | 6.17 | 6.82 | 7.84 | 13.84 | 10.94 | 16.54 | 22.15 | 10.08 | 8.36 | 6.68 | 7.93 | 8.10 | 9.89 | 8.64 |
| Draw Down(%) | NA | 5.22 | 22.15 | 22.79 | 22.79 | NA | NA | … | … | 0.75 | 5.22 | 7.61 | 22.15 | 4.16 | 21.38 | 4.03 | 13.02 | 2.20 | 7.02 | 8.82 | 5.36 | 5.83 | 7.50 | 13.31 | 8.01 | 17.05 | 35.38 | 7.16 | 9.25 | 4.63 | 6.68 | 6.93 | 14.42 | 10.04 |
| Yield(%) | NA | 3.33 | 4.67 | 3.90 | 3.52 | NA | NA | … | … | NA | 0.63 | 3.06 | 2.84 | 7.93 | 3.22 | 2.38 | 3.17 | 0.30 | 3.63 | 3.20 | 5.62 | 6.99 | 3.23 | 3.36 | 2.16 | 2.88 | 2.57 | 4.62 | 4.90 | 4.57 | 3.66 | 2.14 | 3.02 | 3.58 |
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 |
|---|---|---|---|---|
| SRA International Inc 401K Savings Plan Strategic Asset Allocation – Optimal Moderate |
-9.21%
Feb 2006 – Feb 2009 |
-1.40%
Feb 2004 – Feb 2009 |
4.25%
Feb 2006 – Feb 2016 |
3.92%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRA International Inc 401K Savings Plan Strategic Asset Allocation – Optimal Moderate |
19.65%
Feb 2009 – Feb 2012 |
15.81%
Feb 2009 – Feb 2014 |
9.60%
Feb 2009 – Feb 2019 |
8.85%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart