Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCRIPPS RETIREMENT AND INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | -42.41% | -16.85% | -5.53% | 0.81% | 4.02% | 3.87% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCRIPPS RETIREMENT 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 (%) | 0.54 | -42.41 | -16.85 | -5.53 | 0.81 | 4.02 | 3.87 | … | … | 1.10 | 7.41 | 18.35 | -8.52 | 12.83 | 11.11 | 16.71 | -0.40 | 13.53 | 6.73 | 5.14 | 11.13 | 22.52 | 9.09 | -0.75 | 8.06 | 20.39 | -19.82 | 8.10 | 8.72 | 6.01 | 11.23 | 21.74 | -14.55 | -4.87 |
| Sharpe Ratio | NA | 0.02 | 0.03 | 0.11 | 0.18 | NA | NA | … | … | 0.18 | 0.01 | 1.71 | -0.67 | 1.46 | 0.55 | 1.75 | -0.15 | 2.20 | 0.75 | 0.48 | 1.43 | 3.28 | 1.11 | -0.06 | 0.73 | 1.30 | -0.95 | 0.55 | 0.75 | 0.57 | 1.36 | 2.02 | -1.00 | -0.48 |
| Standard Deviation(%) | NA | 106.36 | 62.21 | 49.09 | 35.30 | NA | NA | … | … | 5.67 | 106.36 | 8.23 | 14.75 | 8.77 | 19.83 | 8.72 | 11.29 | 5.86 | 8.70 | 10.59 | 7.79 | 6.85 | 8.11 | 14.00 | 10.87 | 15.67 | 21.72 | 9.24 | 7.23 | 6.71 | 7.59 | 10.44 | 15.62 | 15.00 |
| Draw Down(%) | NA | 53.57 | 53.57 | 53.57 | 53.57 | NA | NA | … | … | 0.17 | 53.57 | 5.40 | 15.04 | 3.97 | 20.43 | 5.26 | 12.00 | 3.11 | 8.11 | 8.42 | 5.21 | 3.47 | 6.38 | 12.89 | 10.06 | 14.93 | 29.45 | 5.73 | 6.53 | 4.82 | 5.31 | 7.60 | 23.88 | 20.70 |
| Yield(%) | NA | 6.18 | 6.19 | 5.99 | 4.92 | NA | NA | … | … | NA | 0.53 | 6.62 | 5.27 | 6.26 | 6.08 | 5.35 | 4.91 | 0.27 | 3.20 | 6.79 | 4.22 | 3.52 | 1.59 | 2.57 | 1.30 | 0.57 | 4.57 | 5.15 | 5.23 | 3.08 | 0.88 | 0.58 | 0.68 | 1.76 |
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 |
|---|---|---|---|---|
| SCRIPPS RETIREMENT AND INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate |
-16.72%
Oct 2021 – Oct 2024 |
-5.53%
Oct 2019 – Oct 2024 |
0.81%
Oct 2014 – Oct 2024 |
4.03%
Oct 2009 – Oct 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCRIPPS RETIREMENT AND INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate |
15.19%
Sep 2011 – Sep 2014 |
14.27%
Feb 2009 – Feb 2014 |
11.08%
Feb 2009 – Feb 2019 |
10.31%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart