Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Sungard 401(k) Plan Strategic Asset Allocation – Optimal Moderate | NA | 22.84% | 3.30% | 7.16% | 6.71% | 7.76% | 6.85% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Sungard 401(k) 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 (%) | -0.90 | 22.84 | 3.30 | 7.16 | 6.71 | 7.76 | 6.85 | … | … | 0.58 | 3.75 | 14.04 | -12.21 | 9.62 | 13.83 | 21.00 | -3.99 | 13.67 | 6.55 | 0.44 | 3.28 | 17.43 | 13.30 | -1.12 | 13.28 | 24.35 | -26.53 | 8.75 | 12.05 | 8.22 | 15.11 | 27.23 | -7.13 | 3.41 |
| Sharpe Ratio | NA | -0.21 | -0.21 | 0.22 | 0.44 | NA | NA | … | … | 0.06 | -0.35 | 1.12 | -0.90 | 0.93 | 0.70 | 2.55 | -0.55 | 2.77 | 0.79 | 0.05 | 0.49 | 2.27 | 1.64 | -0.07 | 1.08 | 1.39 | -1.22 | 0.62 | 1.18 | 0.98 | 1.86 | 3.13 | -0.72 | 0.11 |
| Standard Deviation(%) | NA | 8.14 | 11.08 | 13.07 | 10.79 | NA | NA | … | … | 9.22 | 8.12 | 8.72 | 15.03 | 10.30 | 19.45 | 7.67 | 9.62 | 4.71 | 8.02 | 8.56 | 6.69 | 7.66 | 8.10 | 15.48 | 12.22 | 17.46 | 22.57 | 9.33 | 7.42 | 6.19 | 7.60 | 8.48 | 11.50 | 9.75 |
| Draw Down(%) | NA | 7.44 | 18.46 | 23.69 | 23.69 | NA | NA | … | … | 0.67 | 7.44 | 9.01 | 18.94 | 6.99 | 23.69 | 3.91 | 12.70 | 2.36 | 6.47 | 8.99 | 4.75 | 6.20 | 6.34 | 15.12 | 9.59 | 17.34 | 37.29 | 6.45 | 7.80 | 4.37 | 6.98 | 6.36 | 18.48 | 13.07 |
| Yield(%) | NA | 7.27 | 7.15 | 6.42 | 5.23 | NA | NA | … | … | NA | 0.84 | 7.03 | 6.01 | 7.29 | 5.69 | 4.94 | 5.79 | 0.33 | 4.87 | 6.33 | 3.20 | 4.22 | 3.53 | 2.32 | 3.08 | 2.79 | 3.44 | 7.65 | 6.32 | 4.03 | 4.01 | 2.25 | 1.59 | 4.28 |
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 |
|---|---|---|---|---|
| Sungard 401(k) Plan Strategic Asset Allocation – Optimal Moderate |
-8.42%
Feb 2006 – Feb 2009 |
-1.03%
Feb 2004 – Feb 2009 |
4.82%
Jan 2006 – Jan 2016 |
4.83%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Sungard 401(k) Plan Strategic Asset Allocation – Optimal Moderate |
18.90%
Mar 2003 – Mar 2006 |
16.22%
Feb 2009 – Feb 2014 |
10.61%
Feb 2009 – Feb 2019 |
9.43%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart