Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SMITH INTERNATIONAL, INC. 401(k) RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | -21.82% | -10.32% | -0.31% | 3.23% | 5.15% | 4.90% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMITH INTERNATIONAL, INC. 401(k) RETIREMENT 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 (%) | -0.04 | -21.82 | -10.32 | -0.31 | 3.23 | 5.15 | 4.90 | … | … | 1.10 | 6.19 | 15.93 | -11.71 | 8.28 | 18.18 | 17.36 | -2.43 | 16.76 | 5.08 | 3.75 | 6.41 | 19.69 | 9.85 | -3.00 | 8.72 | 22.01 | -22.69 | 9.03 | 11.26 | 7.20 | 11.37 | 21.49 | -13.01 | -6.61 |
| Sharpe Ratio | NA | 0.01 | -0.01 | 0.14 | 0.26 | NA | NA | … | … | 0.16 | -0.01 | 1.36 | -0.86 | 0.85 | 0.95 | 1.87 | -0.34 | 3.04 | 0.55 | 0.38 | 0.86 | 2.83 | 1.15 | -0.21 | 0.76 | 1.37 | -1.06 | 0.61 | 1.08 | 0.84 | 1.56 | 2.35 | -1.03 | -0.68 |
| Standard Deviation(%) | NA | 63.35 | 37.97 | 30.86 | 22.70 | NA | NA | … | … | 6.46 | 63.35 | 8.60 | 15.23 | 9.71 | 18.85 | 8.52 | 10.94 | 5.31 | 8.92 | 9.77 | 7.39 | 6.95 | 8.52 | 14.62 | 11.31 | 15.98 | 22.34 | 9.90 | 7.38 | 5.99 | 6.67 | 8.87 | 13.66 | 13.10 |
| Draw Down(%) | NA | 36.61 | 36.61 | 36.61 | 36.61 | NA | NA | … | … | 0.26 | 36.61 | 6.92 | 18.05 | 5.21 | 19.46 | 5.42 | 12.02 | 2.06 | 8.48 | 8.92 | 5.37 | 4.45 | 7.37 | 14.34 | 9.60 | 15.24 | 32.02 | 6.50 | 7.83 | 4.23 | 4.93 | 7.95 | 21.75 | 20.96 |
| Yield(%) | NA | 4.99 | 5.84 | 5.29 | 4.18 | NA | NA | … | … | NA | 0.52 | 5.39 | 4.75 | 6.63 | 4.99 | 4.13 | 4.37 | 0.27 | 2.46 | 5.16 | 3.24 | 2.64 | 1.46 | 2.09 | 1.24 | 0.79 | 4.75 | 6.00 | 6.22 | 3.07 | 1.09 | 0.79 | 0.91 | 1.80 |
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 |
|---|---|---|---|---|
| SMITH INTERNATIONAL, INC. 401(k) RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
-10.16%
Oct 2021 – Oct 2024 |
-0.40%
Feb 2004 – Feb 2009 |
3.23%
Oct 2014 – Oct 2024 |
4.84%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMITH INTERNATIONAL, INC. 401(k) RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
15.76%
Mar 2003 – Mar 2006 |
13.74%
Feb 2009 – Feb 2014 |
10.43%
Sep 2011 – Sep 2021 |
9.51%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart