Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TELLABS 401(k) PLAN Tactical Asset Allocation Moderate | NA | 0.71% | 5.91% | 6.61% | 10.92% | 12.14% | NA | 12.11% |
Data as of 03/31/2016, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TELLABS 401(k) PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 06/10/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.83 | 0.71 | 5.91 | 6.61 | 10.92 | 12.14 | NA | 12.11 | 3.82 | 1.04 | 3.18 | 15.26 | 13.08 | 4.18 | 14.83 | 25.48 | 2.72 | 19.45 | 16.81 | 16.08 | 16.76 | 22.06 | 5.75 | 5.84 |
| Sharpe Ratio | NA | 0.47 | 0.71 | 0.70 | 1.10 | NA | NA | 1.21 | 0.40 | 0.11 | 0.41 | 2.16 | 1.67 | 0.27 | 1.25 | 2.26 | 0.30 | 1.44 | 1.53 | 2.02 | 1.85 | 3.96 | 1.00 | 0.61 |
| Standard Deviation(%) | NA | 9.64 | 8.41 | 9.98 | 10.03 | NA | NA | 9.00 | 9.36 | 9.18 | 7.71 | 7.06 | 7.81 | 15.64 | 11.84 | 11.25 | 5.95 | 11.41 | 8.83 | 6.88 | 8.57 | 5.39 | 4.63 | 5.76 |
| Draw Down(%) | NA | 7.41 | 9.42 | 12.67 | 12.67 | NA | NA | 12.67 | 6.51 | 9.29 | 6.82 | 7.52 | 5.09 | 12.67 | 8.97 | 5.30 | 5.03 | 8.78 | 10.46 | 4.63 | 10.73 | 3.89 | 2.71 | 4.13 |
| Yield(%) | NA | 4.05 | 4.06 | 4.84 | 6.13 | NA | NA | 0.00 | 0.95 | 3.68 | 4.37 | 4.02 | 4.18 | 8.05 | 4.68 | 6.21 | 8.89 | 10.57 | 7.00 | 7.29 | 4.51 | 3.64 | 6.92 | 7.46 |
Data as of 03/31/2016, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TELLABS 401(k) PLAN Tactical Asset Allocation Moderate |
4.39%
Feb 2013 - Feb 2016 |
5.61%
Feb 2011 - Feb 2016 |
10.53%
Jan 2006 - Jan 2016 |
11.66%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TELLABS 401(k) PLAN Tactical Asset Allocation Moderate |
21.35%
Oct 2004 - Oct 2007 |
19.09%
Feb 2003 - Feb 2008 |
15.75%
Apr 2003 - Apr 2013 |
12.23%
May 2001 - May 2016 |
Annualized Rolling Returns Comparison Chart