Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE SAVANNAH RIVER NUCLEAR SOLUTIONS LLC DEFINED CONTRIBUTION PLAN Tactical Asset Allocation Moderate | NA | 32.47% | 7.97% | 13.36% | 10.05% | 10.92% | 9.64% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE SAVANNAH RIVER NUCLEAR SOLUTIONS LLC DEFINED CONTRIBUTION 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 (%) | -1.39 | 32.47 | 7.97 | 13.36 | 10.05 | 10.92 | 9.64 | … | … | 0.60 | 10.94 | 25.61 | -12.79 | 25.66 | 16.46 | 18.38 | -1.52 | 19.11 | 2.91 | -1.01 | 0.63 | 29.77 | 13.08 | -0.19 | 16.05 | -1.66 | 0.96 | 8.67 | 17.17 | 6.49 | 12.04 | 18.16 | -8.45 | -1.35 |
| Sharpe Ratio | NA | 0.47 | 0.29 | 0.59 | 0.56 | NA | NA | … | … | 0.04 | 0.35 | 1.69 | -0.97 | 2.11 | 0.61 | 1.75 | -0.19 | 2.22 | 0.24 | -0.08 | 0.05 | 2.88 | 1.14 | -0.01 | 1.08 | -0.09 | 0.00 | 0.35 | 1.61 | 0.45 | 1.36 | 1.67 | -1.25 | -0.49 |
| Standard Deviation(%) | NA | 12.21 | 13.23 | 16.60 | 14.27 | NA | NA | … | … | 13.16 | 12.29 | 12.66 | 14.61 | 12.16 | 26.46 | 9.71 | 14.88 | 8.33 | 11.17 | 12.39 | 12.44 | 10.34 | 11.47 | 19.51 | 14.79 | 18.51 | 14.10 | 16.02 | 8.65 | 9.55 | 8.15 | 10.46 | 7.67 | 7.54 |
| Draw Down(%) | NA | 8.96 | 15.95 | 28.37 | 28.37 | NA | NA | … | … | 1.10 | 8.96 | 9.29 | 17.90 | 4.49 | 28.37 | 6.20 | 15.35 | 3.22 | 12.62 | 11.18 | 10.59 | 7.39 | 9.31 | 16.38 | 10.10 | 26.05 | 14.15 | 10.64 | 6.02 | 7.92 | 8.39 | 7.92 | 11.22 | 8.17 |
| Yield(%) | NA | 8.90 | 5.69 | 5.06 | 4.29 | NA | NA | … | … | NA | 0.08 | 10.68 | 4.69 | 3.03 | 5.24 | 3.73 | 4.28 | 5.67 | 2.37 | 3.50 | 2.28 | 3.74 | 2.21 | 1.37 | 1.73 | 1.23 | 3.42 | 5.06 | 4.48 | 2.78 | 3.24 | 1.69 | 1.65 | 2.47 |
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 |
|---|---|---|---|---|
| THE SAVANNAH RIVER NUCLEAR SOLUTIONS LLC DEFINED CONTRIBUTION PLAN Tactical Asset Allocation Moderat |
-1.06%
Jun 2006 – Jun 2009 |
2.91%
Mar 2015 – Mar 2020 |
6.05%
Sep 2001 – Sep 2011 |
6.24%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE SAVANNAH RIVER NUCLEAR SOLUTIONS LLC DEFINED CONTRIBUTION PLAN Tactical Asset Allocation Moderat |
20.10%
Dec 2018 – Dec 2021 |
16.29%
Jun 2009 – Jun 2014 |
11.82%
Dec 2011 – Dec 2021 |
11.77%
Jun 2009 – Jun 2024 |
Annualized Rolling Returns Comparison Chart