Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAS Institute Inc. Retirement Plan Strategic Asset Allocation – Optimal Moderate | NA | 27.90% | 3.68% | 8.32% | 7.01% | 7.95% | 7.12% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAS Institute Inc. 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 (%) | -1.08 | 27.90 | 3.68 | 8.32 | 7.01 | 7.95 | 7.12 | … | … | 0.29 | 14.66 | 12.07 | -14.00 | 10.94 | 17.91 | 20.59 | -4.88 | 6.21 | 9.03 | 1.53 | 5.72 | 15.52 | 11.37 | -0.41 | 14.27 | 24.28 | -23.29 | 9.32 | 12.21 | 7.04 | 13.31 | 22.70 | -2.60 | 12.22 |
| Sharpe Ratio | NA | 1.03 | 0.02 | 0.39 | 0.49 | NA | NA | … | … | 0.02 | 0.91 | 0.84 | -1.02 | 1.12 | 0.89 | 2.57 | -0.60 | 0.87 | 1.15 | 0.25 | 1.05 | 2.10 | 1.43 | -0.03 | 1.16 | 1.43 | -1.12 | 0.68 | 1.19 | 0.77 | 1.80 | 2.69 | -0.34 | 1.00 |
| Standard Deviation(%) | NA | 8.85 | 11.47 | 13.31 | 10.88 | NA | NA | … | … | 11.40 | 8.88 | 9.32 | 15.13 | 9.74 | 19.82 | 7.46 | 10.29 | 6.43 | 7.65 | 6.13 | 5.42 | 7.38 | 7.89 | 15.12 | 12.26 | 16.88 | 21.63 | 9.36 | 7.51 | 6.31 | 6.87 | 8.17 | 11.05 | 9.90 |
| Draw Down(%) | NA | 4.56 | 18.21 | 21.32 | 21.32 | NA | NA | … | … | 1.05 | 4.48 | 8.35 | 19.51 | 5.16 | 21.32 | 3.45 | 13.46 | 5.12 | 5.74 | 4.73 | 3.09 | 6.33 | 6.30 | 14.54 | 9.15 | 17.37 | 33.70 | 5.95 | 7.48 | 3.89 | 5.80 | 7.00 | 15.20 | 11.25 |
| Yield(%) | NA | 5.08 | 3.70 | 3.29 | 3.21 | NA | NA | … | … | NA | 1.13 | 4.40 | 3.08 | 2.43 | 3.23 | 2.34 | 3.52 | 0.62 | 5.97 | 3.74 | 2.03 | 3.83 | 4.11 | 3.10 | 4.47 | 3.53 | 4.51 | 6.11 | 4.08 | 2.60 | 3.81 | 2.41 | 3.10 | 2.65 |
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 |
|---|---|---|---|---|
| SAS Institute Inc. Retirement Plan Strategic Asset Allocation – Optimal Moderate |
-6.67%
Feb 2006 – Feb 2009 |
-0.46%
Feb 2004 – Feb 2009 |
5.10%
Oct 2013 – Oct 2023 |
5.09%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAS Institute Inc. Retirement Plan Strategic Asset Allocation – Optimal Moderate |
18.82%
Feb 2009 – Feb 2012 |
15.84%
Feb 2009 – Feb 2014 |
10.11%
Feb 2009 – Feb 2019 |
9.42%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart