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 Strategic Asset Allocation - Equal Weight Moderate | NA | -3.92% | 3.34% | 2.40% | 6.24% | 4.80% | NA | 4.77% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | 0.99 | -3.92 | 3.34 | 2.40 | 6.24 | 4.80 | NA | 4.77 | -4.07 | 12.87 | 4.66 | -1.61 | 0.41 | 11.71 | 11.11 | -2.68 | 11.83 | 34.38 | -35.06 | 10.39 | 9.17 | 7.57 | 13.39 | 23.95 | -7.52 | 0.05 |
| Sharpe Ratio | NA | -0.72 | 0.51 | 0.26 | 0.79 | NA | NA | 0.36 | -0.72 | 2.94 | 0.53 | -0.20 | 0.06 | 1.97 | 1.86 | -0.26 | 1.22 | 2.00 | -1.61 | 0.70 | 0.72 | 1.02 | 1.87 | 3.01 | -0.90 | -0.27 |
| Standard Deviation(%) | NA | 7.46 | 6.94 | 7.06 | 9.02 | NA | NA | 10.00 | 7.46 | 4.16 | 8.43 | 8.10 | 6.29 | 5.93 | 5.96 | 10.33 | 9.60 | 17.15 | 22.38 | 10.58 | 8.16 | 5.28 | 6.65 | 7.72 | 9.60 | 8.49 |
| Draw Down(%) | NA | 9.86 | 9.86 | 12.71 | 15.98 | NA | NA | 46.35 | 9.86 | 1.32 | 7.13 | 9.67 | 6.06 | 5.26 | 4.96 | 11.25 | 7.70 | 15.98 | 38.68 | 8.86 | 11.13 | 4.04 | 6.63 | 8.75 | 17.90 | 13.10 |
| Yield(%) | NA | 0.68 | 1.21 | 1.73 | 1.96 | NA | NA | 2.81 | 0.68 | 0.17 | 2.72 | 2.09 | 2.99 | 3.00 | 2.48 | 2.86 | 1.55 | 0.98 | 6.04 | 7.97 | 4.78 | 4.19 | 2.34 | 1.65 | 1.30 | 2.73 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-11.98%
Feb 2006 - Feb 2009 |
-3.70%
Feb 2004 - Feb 2009 |
2.66%
Feb 2006 - Feb 2016 |
4.24%
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 Strategic Asset Allocation - Equal Weight Moderate |
19.79%
Feb 2009 - Feb 2012 |
15.01%
Feb 2009 - Feb 2014 |
7.50%
Mar 2003 - Mar 2013 |
6.65%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart