Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Synopsys 401(k) Plan Tactical Asset Allocation Moderate | -2.92% | -2.76% | 1.95% | 7.68% | 4.67% | 6.09% | 7.81% | 8.12% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Synopsys 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 06/04/2025 |
| 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 (%) | -0.88 | -2.76 | 1.95 | 7.68 | 4.67 | 6.09 | 7.81 | 8.12 | -2.92 | 9.48 | 15.61 | -16.91 | 9.54 | 14.26 | 20.80 | -10.14 | 11.31 | 4.91 | -0.27 | 1.41 | 15.43 | 13.66 | 5.14 | 9.78 | 14.56 | 1.13 | 18.97 | 15.92 | 14.47 | 16.66 | 19.40 | 0.27 | 2.84 |
| Sharpe Ratio | NA | -0.41 | 0.07 | 0.40 | 0.32 | NA | NA | 0.72 | -0.13 | 0.60 | 1.51 | -1.36 | 1.01 | 0.77 | 2.48 | -0.98 | 2.10 | 0.54 | -0.03 | 0.19 | 2.15 | 1.72 | 0.39 | 0.95 | 1.45 | 0.02 | 1.51 | 1.54 | 1.81 | 1.99 | 2.86 | -0.15 | 0.06 |
| Standard Deviation(%) | NA | 11.55 | 10.84 | 10.87 | 10.94 | NA | NA | 9.53 | 13.52 | 9.71 | 7.89 | 13.46 | 9.42 | 18.15 | 7.81 | 11.79 | 5.08 | 8.74 | 8.94 | 7.44 | 7.18 | 7.91 | 13.12 | 10.22 | 9.94 | 6.88 | 10.49 | 8.11 | 6.75 | 7.89 | 6.54 | 5.86 | 7.16 |
| Draw Down(%) | NA | 15.01 | 15.01 | 23.16 | 23.16 | NA | NA | 23.16 | 11.53 | 6.52 | 4.85 | 20.07 | 6.72 | 21.98 | 3.44 | 18.16 | 2.25 | 6.65 | 8.93 | 6.04 | 4.65 | 5.49 | 9.84 | 8.22 | 5.50 | 5.45 | 8.61 | 10.61 | 4.98 | 8.45 | 6.31 | 6.12 | 7.32 |
| Yield(%) | NA | 1.30 | 1.88 | 2.01 | 2.83 | NA | NA | 0.00 | 0.18 | 1.59 | 1.68 | 2.81 | 2.29 | 1.76 | 2.68 | 2.72 | 3.58 | 6.59 | 3.17 | 5.65 | 3.52 | 2.53 | 2.94 | 2.20 | 4.46 | 5.20 | 9.06 | 8.91 | 6.26 | 2.44 | 2.56 | 2.47 | 5.41 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| Synopsys 401(k) Plan Tactical Asset Allocation Moderate |
1.31%
Dec 2019 - Dec 2022 |
1.20%
Dec 2013 - Dec 2018 |
4.06%
Oct 2013 - Oct 2023 |
5.76%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Synopsys 401(k) Plan Tactical Asset Allocation Moderate |
21.53%
Apr 2003 - Apr 2006 |
18.41%
Mar 2003 - Mar 2008 |
13.84%
Apr 2003 - Apr 2013 |
11.11%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart