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 Strategic Asset Allocation – Optimal Moderate | NA | 26.15% | 6.44% | 8.05% | 6.72% | 7.94% | 6.53% | … | … |
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 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 (%) | -1.01 | 26.15 | 6.44 | 8.05 | 6.72 | 7.94 | 6.53 | … | … | 0.35 | 15.19 | 18.42 | -10.93 | 11.05 | 7.14 | 14.17 | -3.52 | 10.42 | 6.32 | 2.05 | 6.70 | 19.62 | 8.73 | 0.31 | 12.60 | 22.35 | -25.06 | 1.58 | 9.67 | 9.91 | 11.60 | 23.02 | -8.25 | 7.07 |
| Sharpe Ratio | NA | 1.17 | 0.34 | 0.40 | 0.46 | NA | NA | … | … | 0.03 | 1.06 | 1.64 | -0.86 | 1.23 | 0.33 | 1.74 | -0.51 | 1.70 | 0.71 | 0.22 | 0.92 | 2.76 | 1.07 | 0.02 | 1.00 | 1.14 | -1.05 | -0.15 | 0.83 | 1.07 | 1.39 | 2.10 | -0.69 | 0.44 |
| Standard Deviation(%) | NA | 8.09 | 10.74 | 13.21 | 10.99 | NA | NA | … | … | 9.13 | 8.14 | 8.66 | 14.36 | 8.98 | 21.03 | 7.32 | 9.47 | 5.77 | 8.66 | 9.33 | 7.29 | 7.09 | 8.12 | 15.98 | 12.53 | 19.59 | 24.80 | 9.72 | 7.71 | 7.26 | 7.69 | 10.62 | 13.49 | 10.71 |
| Draw Down(%) | NA | 4.96 | 14.82 | 25.90 | 25.90 | NA | NA | … | … | 0.77 | 4.96 | 6.03 | 16.56 | 3.96 | 25.90 | 3.95 | 12.27 | 3.32 | 9.10 | 6.80 | 4.98 | 4.03 | 6.36 | 14.71 | 10.15 | 16.04 | 35.12 | 6.85 | 6.98 | 4.47 | 5.82 | 7.89 | 19.73 | 13.27 |
| Yield(%) | NA | 3.10 | 3.13 | 2.30 | 2.54 | NA | NA | … | … | NA | 0.77 | 3.24 | 3.81 | 1.32 | 0.92 | 1.48 | 3.08 | 0.43 | 2.42 | 5.12 | 2.69 | 2.27 | 1.50 | 1.00 | 0.88 | 1.06 | 1.64 | 2.34 | 3.86 | 3.94 | 2.07 | 1.01 | 1.21 | 2.82 |
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 Strategic Asset Allocation – Opti |
-10.17%
Feb 2006 – Feb 2009 |
-2.23%
Feb 2004 – Feb 2009 |
4.10%
Feb 2006 – Feb 2016 |
4.13%
Sep 2007 – Sep 2022 |
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 Strategic Asset Allocation – Opti |
17.42%
Mar 2003 – Mar 2006 |
15.40%
Feb 2009 – Feb 2014 |
10.04%
Feb 2009 – Feb 2019 |
9.08%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart