Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Saks Incorporated 401 (k) Retirement Plan Tactical Asset Allocation Moderate | NA | 17.54% | 1.03% | 5.28% | 4.44% | 4.67% | 5.22% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Saks Incorporated 401 (k) Retirement 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 (%) | -1.10 | 17.54 | 1.03 | 5.28 | 4.44 | 4.67 | 5.22 | … | … | -4.44 | 11.01 | 8.40 | -10.59 | 7.25 | 13.07 | 10.61 | -5.57 | 7.33 | 6.70 | -0.78 | 3.08 | 15.78 | 3.30 | -1.28 | 2.95 | 17.32 | 0.23 | 6.96 | 8.57 | 3.51 | 8.20 | 15.94 | 5.53 | 8.65 |
| Sharpe Ratio | NA | 0.00 | -0.31 | 0.22 | 0.32 | NA | NA | … | … | -0.23 | 0.46 | 0.56 | -1.25 | 0.75 | 1.49 | 2.05 | -0.98 | 1.26 | 1.56 | -0.16 | 0.54 | 2.12 | 0.53 | -0.14 | 0.27 | 2.21 | -0.10 | 0.53 | 1.06 | 0.27 | 1.23 | 3.09 | 0.94 | 1.17 |
| Standard Deviation(%) | NA | 10.04 | 9.12 | 9.13 | 7.46 | NA | NA | … | … | 19.59 | 9.60 | 7.43 | 9.60 | 9.61 | 8.64 | 4.48 | 7.03 | 5.30 | 4.17 | 5.04 | 5.63 | 7.43 | 6.12 | 9.41 | 10.77 | 7.80 | 6.76 | 7.42 | 4.98 | 5.00 | 5.88 | 4.94 | 4.71 | 5.43 |
| Draw Down(%) | NA | 6.21 | 13.28 | 16.57 | 16.57 | NA | NA | … | … | 4.44 | 4.95 | 7.07 | 13.44 | 6.31 | 10.49 | 3.11 | 10.75 | 3.47 | 3.08 | 4.96 | 6.68 | 5.62 | 7.36 | 10.17 | 11.43 | 3.95 | 6.64 | 4.99 | 4.26 | 3.60 | 5.36 | 2.88 | 3.54 | 4.10 |
| Yield(%) | NA | 3.50 | 3.67 | 4.11 | 4.01 | NA | NA | … | … | NA | 0.72 | 3.30 | 1.91 | 5.44 | 6.23 | 4.00 | 3.70 | 0.23 | 3.27 | 6.15 | 6.20 | 4.96 | 3.83 | 3.56 | 4.55 | 5.59 | 4.50 | 3.85 | 4.52 | 4.27 | 5.03 | 4.29 | 7.19 | 8.82 |
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 |
|---|---|---|---|---|
| Saks Incorporated 401 (k) Retirement Plan Tactical Asset Allocation Moderate |
-0.74%
Apr 2021 – Apr 2024 |
2.04%
Dec 2013 – Dec 2018 |
3.18%
Mar 2010 – Mar 2020 |
4.21%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Saks Incorporated 401 (k) Retirement Plan Tactical Asset Allocation Moderate |
10.84%
Mar 2001 – Mar 2004 |
9.28%
Jun 2002 – Jun 2007 |
8.26%
Apr 2001 – Apr 2011 |
6.79%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart