Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Saudi Arabian Airlines 401(k) Plan Tactical Asset Allocation Moderate | NA | 16.93% | -0.38% | 4.34% | 4.57% | 5.86% | 6.63% | 6.70% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Saudi Arabian Airlines 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
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 | YTD | 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 (%) | -0.78 | 16.93 | -0.38 | 4.34 | 4.57 | 5.86 | 6.63 | 6.70 | NA | 4.48 | 9.46 | -15.35 | 7.75 | 13.04 | 13.28 | -0.66 | 10.69 | 2.63 | 0.29 | 2.15 | 16.14 | 6.52 | 2.92 | 9.48 | 17.45 | 0.68 | 10.62 | 12.07 | 6.26 | 10.77 | 19.44 | -2.66 | 0.06 |
| Sharpe Ratio | NA | -0.11 | -0.45 | 0.09 | 0.33 | NA | NA | 0.69 | 0.02 | -0.19 | 0.62 | -1.67 | 0.84 | 1.27 | 2.95 | -0.24 | 1.87 | 0.57 | 0.05 | 0.33 | 2.37 | 1.30 | 0.41 | 0.85 | 2.24 | -0.05 | 0.83 | 1.21 | 0.74 | 1.38 | 3.54 | -0.89 | -0.58 |
| Standard Deviation(%) | NA | 11.18 | 9.96 | 9.83 | 7.97 | NA | NA | 7.32 | 12.83 | 11.14 | 8.41 | 10.03 | 9.14 | 10.05 | 4.02 | 8.22 | 5.39 | 4.27 | 4.74 | 6.52 | 6.79 | 4.96 | 7.09 | 11.10 | 7.74 | 5.09 | 9.16 | 7.28 | 5.51 | 7.11 | 5.29 | 4.24 | 3.85 |
| Draw Down(%) | NA | 7.46 | 15.18 | 17.47 | 17.47 | NA | NA | 17.47 | 1.26 | 7.46 | 7.87 | 16.18 | 5.64 | 13.88 | 2.08 | 8.29 | 3.06 | 4.50 | 3.95 | 5.48 | 4.53 | 4.80 | 6.65 | 9.89 | 4.42 | 5.03 | 6.72 | 8.49 | 4.21 | 5.87 | 2.46 | 5.47 | 4.86 |
| Yield(%) | NA | 3.61 | 4.49 | 4.41 | 3.60 | NA | NA | 3.86 | NA | 0.57 | 3.64 | 2.12 | 7.71 | 4.46 | 4.45 | 4.12 | 0.11 | 3.57 | 3.83 | 2.28 | 3.30 | 3.68 | 2.66 | 3.21 | 4.37 | 3.15 | 5.71 | 6.65 | 5.47 | 3.63 | 4.11 | 2.20 | 3.70 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Saudi Arabian Airlines 401(k) Plan Tactical Asset Allocation Moderate |
-1.20%
Apr 2021 - Apr 2024 |
2.19%
Sep 2018 - Sep 2023 |
3.43%
Oct 2013 - Oct 2023 |
5.24%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Saudi Arabian Airlines 401(k) Plan Tactical Asset Allocation Moderate |
13.47%
Apr 2003 - Apr 2006 |
12.34%
Oct 2002 - Oct 2007 |
9.79%
Mar 2003 - Mar 2013 |
8.66%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart