Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Samsung 401K Tactical Asset Allocation Moderate | NA | 4.04% | 3.62% | 4.00% | 3.28% | 6.17% | 8.60% | 9.56% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Samsung 401K Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | 4.04 | 3.62 | 4.00 | 3.28 | 6.17 | 8.60 | 9.56 | -0.12 | 13.36 | -14.14 | 10.23 | 17.06 | 11.88 | -8.87 | 11.36 | 6.51 | -5.22 | 4.00 | 12.38 | 12.37 | 4.43 | 17.44 | 14.64 | 2.18 | 19.57 | 19.05 | 19.76 | 16.88 | 33.34 | 6.99 | 7.37 |
| Sharpe Ratio | NA | 0.34 | -0.04 | 0.35 | 0.30 | NA | NA | 0.91 | -0.04 | 1.12 | -1.28 | 0.95 | 0.93 | 1.48 | -1.13 | 1.95 | 0.61 | -0.58 | 0.51 | 1.58 | 1.68 | 0.34 | 1.54 | 1.42 | 0.18 | 1.48 | 1.70 | 2.74 | 2.01 | 5.84 | 1.28 | 0.78 |
| Standard Deviation(%) | NA | 8.31 | 10.41 | 11.90 | 10.34 | NA | NA | 9.43 | 9.64 | 8.15 | 12.15 | 10.69 | 18.10 | 7.10 | 9.05 | 5.50 | 10.31 | 9.01 | 7.80 | 7.84 | 7.34 | 13.09 | 11.25 | 10.21 | 7.06 | 11.17 | 9.30 | 6.43 | 7.93 | 5.59 | 4.59 | 6.45 |
| Draw Down(%) | NA | 7.07 | 23.42 | 23.42 | 23.42 | NA | NA | 23.42 | 2.79 | 7.07 | 20.63 | 6.68 | 21.31 | 3.85 | 16.04 | 2.45 | 6.07 | 10.10 | 6.62 | 7.99 | 5.07 | 12.04 | 9.07 | 5.69 | 6.34 | 8.41 | 12.95 | 4.79 | 9.41 | 1.99 | 2.44 | 4.50 |
| Yield(%) | NA | 5.27 | 5.24 | 5.62 | 5.25 | NA | NA | 0.00 | 0.00 | 5.65 | 4.50 | 5.88 | 4.51 | 8.32 | 2.50 | 6.39 | 8.69 | 4.49 | 2.16 | 1.99 | 4.47 | 2.72 | 4.14 | 5.25 | 5.76 | 9.23 | 7.34 | 6.09 | 3.00 | 3.98 | 6.09 | 7.96 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Samsung 401K Tactical Asset Allocation Moderate |
-0.92%
Mar 2017 - Mar 2020 |
0.00%
Mar 2015 - Mar 2020 |
3.28%
Oct 2013 - Oct 2023 |
5.61%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Samsung 401K Tactical Asset Allocation Moderate |
25.26%
Apr 2003 - Apr 2006 |
22.14%
Oct 2002 - Oct 2007 |
16.26%
Apr 2001 - Apr 2011 |
12.40%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart