Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE SALT RIVER PROJECT EMPLOYEES` 401K PLAN Tactical Asset Allocation Moderate | NA | 20.27% | 5.72% | 9.88% | 8.22% | 9.07% | 9.36% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE SALT RIVER PROJECT EMPLOYEES` 401K 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 (%) | -0.94 | 20.27 | 5.72 | 9.88 | 8.22 | 9.07 | 9.36 | … | … | 0.14 | 9.43 | 16.82 | -8.60 | 18.99 | 10.63 | 19.49 | -3.69 | 13.70 | 7.57 | 0.40 | 5.83 | 19.38 | 12.59 | 1.16 | 12.29 | 20.02 | 3.06 | 10.87 | 12.19 | 4.71 | 12.22 | 11.07 | -2.48 | 3.77 |
| Sharpe Ratio | NA | 0.43 | 0.15 | 0.50 | 0.59 | NA | NA | … | … | 0.01 | 0.29 | 1.49 | -0.71 | 1.81 | 0.55 | 2.54 | -0.54 | 2.80 | 0.79 | 0.04 | 0.74 | 2.51 | 1.54 | 0.08 | 1.16 | 2.09 | 0.36 | 0.89 | 1.31 | 0.41 | 1.52 | 1.35 | -0.57 | 0.23 |
| Standard Deviation(%) | NA | 9.80 | 11.09 | 12.96 | 10.85 | NA | NA | … | … | 6.94 | 9.92 | 8.42 | 14.14 | 10.45 | 18.99 | 7.12 | 9.35 | 4.66 | 9.32 | 9.65 | 7.82 | 7.72 | 8.13 | 14.59 | 10.55 | 9.52 | 5.96 | 8.89 | 6.84 | 6.14 | 7.42 | 7.69 | 6.31 | 6.38 |
| Draw Down(%) | NA | 6.22 | 14.49 | 21.62 | 21.62 | NA | NA | … | … | 0.50 | 6.22 | 6.30 | 15.05 | 4.65 | 21.62 | 3.60 | 12.25 | 2.00 | 8.22 | 8.10 | 4.45 | 4.83 | 6.09 | 13.91 | 9.16 | 4.67 | 5.01 | 6.21 | 7.63 | 4.32 | 6.56 | 6.39 | 5.87 | 6.48 |
| Yield(%) | NA | 3.65 | 4.86 | 4.84 | 4.68 | NA | NA | … | … | NA | 1.21 | 3.78 | 4.46 | 6.70 | 4.51 | 5.77 | 4.02 | 4.22 | 3.80 | 5.35 | 5.72 | 2.88 | 4.68 | 2.51 | 3.63 | 6.26 | 9.12 | 6.75 | 5.35 | 4.13 | 3.27 | 3.42 | 5.59 | 7.54 |
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 SALT RIVER PROJECT EMPLOYEES` 401K PLAN Tactical Asset Allocation Moderate |
3.83%
Oct 2013 – Oct 2016 |
4.57%
Mar 2015 – Mar 2020 |
6.96%
Oct 2013 – Oct 2023 |
7.88%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE SALT RIVER PROJECT EMPLOYEES` 401K PLAN Tactical Asset Allocation Moderate |
16.30%
Dec 2018 – Dec 2021 |
13.49%
Nov 2008 – Nov 2013 |
11.19%
Jul 2003 – Jul 2013 |
10.21%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart