Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 05/29/2020.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Samsung 401K Strategic Asset Allocation - Optimal Moderate | NA | 4.30% | 1.49% | 2.00% | 5.34% | 5.58% | NA | 6.66% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Samsung 401K Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 08/28/2020 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 05/29/2020.
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 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.06 | 4.30 | 1.49 | 2.00 | 5.34 | 5.58 | NA | 6.66 | 4.98 | 15.91 | -7.89 | 8.01 | 6.85 | -3.96 | 4.72 | 8.48 | 13.17 | -0.93 | 13.33 | 27.78 | -24.46 | 13.04 | 13.53 | 12.38 | 14.45 | 26.51 | -1.85 | 4.71 |
| Sharpe Ratio | NA | 0.68 | 0.28 | 0.46 | 0.60 | NA | NA | 0.56 | 0.28 | 2.49 | -1.12 | 1.50 | 0.76 | -0.54 | 0.82 | 1.13 | 1.75 | -0.07 | 1.21 | 1.57 | -1.16 | 1.07 | 1.34 | 1.75 | 1.94 | 3.56 | -0.27 | 0.25 |
| Standard Deviation(%) | NA | 14.32 | 10.16 | 9.17 | 9.00 | NA | NA | 10.57 | 17.33 | 5.82 | 8.25 | 4.91 | 8.73 | 7.42 | 5.73 | 7.50 | 7.49 | 13.56 | 10.91 | 17.63 | 21.94 | 9.34 | 7.63 | 5.82 | 6.97 | 7.26 | 10.96 | 9.71 |
| Draw Down(%) | NA | 19.26 | 19.26 | 19.26 | 19.26 | NA | NA | 37.79 | 19.26 | 2.94 | 13.92 | 3.33 | 6.04 | 9.93 | 5.64 | 8.45 | 6.51 | 13.91 | 8.26 | 17.30 | 36.86 | 6.32 | 9.68 | 4.03 | 7.16 | 7.21 | 15.04 | 12.08 |
| Yield(%) | NA | 2.25 | 2.26 | 3.08 | 3.35 | NA | NA | 3.98 | 0.57 | 2.74 | 3.62 | 0.36 | 5.14 | 4.24 | 2.62 | 4.30 | 4.31 | 3.34 | 3.47 | 3.43 | 4.85 | 7.45 | 5.25 | 4.27 | 4.60 | 3.33 | 4.14 | 3.59 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Samsung 401K Strategic Asset Allocation - Optimal Moderate |
-5.96%
Feb 2006 - Feb 2009 |
0.42%
Mar 2015 - Mar 2020 |
3.86%
Mar 2010 - Mar 2020 |
5.04%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Samsung 401K Strategic Asset Allocation - Optimal Moderate |
20.83%
Mar 2003 - Mar 2006 |
16.93%
Oct 2002 - Oct 2007 |
10.51%
Mar 2003 - Mar 2013 |
8.50%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart