Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Saic Frederick, Inc. Employee Savings Plan Tactical Asset Allocation Moderate | NA | 22.92% | 5.51% | 8.08% | 7.40% | 8.24% | 8.57% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Saic Frederick, Inc. Employee Savings 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 (%) | -0.97 | 22.92 | 5.51 | 8.08 | 7.40 | 8.24 | 8.57 | … | … | 0.29 | 14.37 | 11.75 | -8.77 | 15.38 | 6.89 | 15.86 | -0.80 | 15.46 | 6.12 | 0.83 | 6.43 | 17.45 | 10.34 | 0.03 | 12.13 | 13.75 | 3.47 | 7.96 | 15.23 | 6.56 | 11.38 | 12.17 | -11.15 | -7.79 |
| Sharpe Ratio | NA | 1.14 | 0.16 | 0.39 | 0.55 | NA | NA | … | … | 0.04 | 1.06 | 0.96 | -0.73 | 1.93 | 0.31 | 1.84 | -0.22 | 3.20 | 0.78 | 0.09 | 0.97 | 2.48 | 1.33 | 0.00 | 1.02 | 1.26 | 0.27 | 0.40 | 1.43 | 0.69 | 1.31 | 1.37 | -1.90 | -1.38 |
| Standard Deviation(%) | NA | 7.31 | 10.15 | 12.88 | 10.65 | NA | NA | … | … | 6.29 | 7.34 | 7.84 | 13.92 | 7.94 | 21.37 | 7.86 | 9.46 | 4.63 | 7.53 | 8.84 | 6.64 | 7.01 | 7.74 | 13.69 | 11.77 | 10.83 | 9.44 | 12.51 | 8.35 | 6.39 | 7.95 | 8.40 | 6.47 | 7.32 |
| Draw Down(%) | NA | 4.80 | 14.40 | 23.66 | 23.66 | NA | NA | … | … | 0.49 | 4.80 | 5.77 | 14.99 | 3.33 | 23.66 | 5.33 | 8.44 | 1.27 | 6.45 | 6.95 | 4.46 | 3.75 | 6.12 | 12.26 | 8.14 | 7.78 | 7.38 | 8.02 | 8.79 | 4.51 | 7.21 | 8.78 | 12.30 | 13.19 |
| Yield(%) | NA | 3.26 | 3.33 | 2.54 | 2.03 | NA | NA | … | … | NA | 1.97 | 2.71 | 1.08 | 4.72 | 1.51 | 1.94 | 1.23 | 1.61 | 1.60 | 1.51 | 1.22 | 1.31 | 1.85 | 1.36 | 1.05 | 1.52 | 3.07 | 4.69 | 5.03 | 2.48 | 1.38 | 1.64 | 1.77 | 1.81 |
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 |
|---|---|---|---|---|
| Saic Frederick, Inc. Employee Savings Plan Tactical Asset Allocation Moderate |
-0.07%
Feb 2001 – Feb 2004 |
3.50%
Feb 2001 – Feb 2006 |
6.06%
Oct 2013 – Oct 2023 |
6.41%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Saic Frederick, Inc. Employee Savings Plan Tactical Asset Allocation Moderate |
14.04%
Apr 2003 – Apr 2006 |
12.18%
Nov 2008 – Nov 2013 |
10.40%
Apr 2003 – Apr 2013 |
9.54%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart