Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ANALOG DEVICES, INC.THE INVESTMENT PARTNERSHIP PLAN Tactical Asset Allocation Moderate | NA | -2.63% | 4.53% | 2.62% | 4.47% | 5.77% | NA | 5.77% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANALOG DEVICES, INC.THE INVESTMENT PARTNERSHIP PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.71 | -2.63 | 4.53 | 2.62 | 4.47 | 5.77 | NA | 5.77 | -3.64 | 11.94 | 4.74 | -3.76 | 0.55 | 12.65 | 2.56 | 0.54 | 4.04 | 14.83 | -4.49 | 15.04 | 10.80 | 4.84 | 13.00 | 23.33 | -8.62 | 3.41 |
| Sharpe Ratio | NA | -0.72 | 0.60 | 0.24 | 0.56 | NA | NA | 0.61 | -0.72 | 2.33 | 0.87 | -0.76 | 0.08 | 1.88 | 0.45 | 0.07 | 0.36 | 1.58 | -1.19 | 0.98 | 0.81 | 0.56 | 1.88 | 3.48 | -1.59 | 0.27 |
| Standard Deviation(%) | NA | 6.91 | 5.73 | 5.73 | 7.12 | NA | NA | 7.17 | 6.91 | 4.85 | 5.19 | 4.97 | 6.41 | 6.73 | 5.61 | 7.53 | 11.05 | 9.34 | 4.56 | 12.27 | 9.29 | 4.78 | 6.41 | 6.50 | 6.13 | 4.09 |
| Draw Down(%) | NA | 10.16 | 10.16 | 10.16 | 10.36 | NA | NA | 14.17 | 10.16 | 2.72 | 3.48 | 6.72 | 6.28 | 5.64 | 6.45 | 7.60 | 10.36 | 4.94 | 6.47 | 10.36 | 12.83 | 3.67 | 6.60 | 2.34 | 12.00 | 4.61 |
| Yield(%) | NA | 1.86 | 1.14 | 1.56 | 1.86 | NA | NA | 2.60 | 1.84 | 0.09 | 1.28 | 2.56 | 1.94 | 3.53 | 3.12 | 1.77 | 1.15 | 1.20 | 1.77 | 10.28 | 4.90 | 3.76 | 2.88 | 2.00 | 0.76 | 1.89 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| ANALOG DEVICES, INC.THE INVESTMENT PARTNERSHIP PLAN Tactical Asset Allocation Moderate |
0.45%
Dec 2013 - Dec 2016 |
1.74%
Oct 2007 - Oct 2012 |
3.65%
Oct 2007 - Oct 2017 |
5.39%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANALOG DEVICES, INC.THE INVESTMENT PARTNERSHIP PLAN Tactical Asset Allocation Moderate |
16.60%
Apr 2003 - Apr 2006 |
14.58%
Oct 2002 - Oct 2007 |
8.52%
Apr 2003 - Apr 2013 |
7.40%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart