Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SKADDEN ARPS SLATE MEAGHER and FLOM SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 18.06% | 4.36% | 7.56% | 6.26% | 7.45% | 6.35% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SKADDEN ARPS SLATE MEAGHER and FLOM 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 (%) | -0.58 | 18.06 | 4.36 | 7.56 | 6.26 | 7.45 | 6.35 | … | … | 0.43 | 5.30 | 10.39 | -6.87 | 6.16 | 17.16 | 13.71 | -2.69 | 9.08 | 7.62 | -1.31 | 2.72 | 21.58 | 10.52 | -2.17 | 14.32 | 21.41 | -25.51 | 9.02 | 10.10 | 6.19 | 13.04 | 16.48 | -5.42 | 7.28 |
| Sharpe Ratio | NA | -0.14 | -0.15 | 0.27 | 0.35 | NA | NA | … | … | 0.09 | -0.16 | 0.72 | -0.60 | 0.49 | 0.83 | 1.43 | -0.33 | 1.54 | 0.81 | -0.14 | 0.35 | 2.86 | 1.14 | -0.13 | 1.18 | 1.23 | -1.23 | 0.65 | 1.06 | 0.66 | 1.84 | 1.71 | -0.51 | 0.52 |
| Standard Deviation(%) | NA | 7.97 | 10.41 | 13.42 | 11.49 | NA | NA | … | … | 4.05 | 7.99 | 8.53 | 13.80 | 12.61 | 20.37 | 8.62 | 12.15 | 5.47 | 9.20 | 9.31 | 7.82 | 7.53 | 9.14 | 16.43 | 12.08 | 17.33 | 21.49 | 9.31 | 6.47 | 6.09 | 6.59 | 9.23 | 12.92 | 9.53 |
| Draw Down(%) | NA | 8.27 | 13.03 | 23.73 | 23.73 | NA | NA | … | … | 0.18 | 8.27 | 6.01 | 13.03 | 8.58 | 23.73 | 5.77 | 16.68 | 2.43 | 9.56 | 7.92 | 5.80 | 3.32 | 7.34 | 16.47 | 9.98 | 16.65 | 34.31 | 6.90 | 5.94 | 4.02 | 4.13 | 8.79 | 17.54 | 10.79 |
| Yield(%) | NA | 3.36 | 4.04 | 7.43 | 5.33 | NA | NA | … | … | NA | 1.29 | 2.84 | 4.46 | 9.88 | 11.85 | 4.67 | 8.79 | 0.82 | 2.45 | 3.25 | 1.08 | 2.67 | 3.72 | 0.78 | 0.26 | 0.44 | 1.27 | 12.61 | 6.85 | 4.76 | 2.82 | 1.23 | 1.58 | 4.06 |
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 |
|---|---|---|---|---|
| SKADDEN ARPS SLATE MEAGHER and FLOM SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-7.41%
Feb 2006 – Feb 2009 |
-1.29%
Feb 2004 – Feb 2009 |
4.35%
Feb 2006 – Feb 2016 |
4.49%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKADDEN ARPS SLATE MEAGHER and FLOM SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
16.67%
Feb 2009 – Feb 2012 |
15.00%
Feb 2009 – Feb 2014 |
9.86%
Feb 2009 – Feb 2019 |
8.63%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart