Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Applied Materials Inc Employee Savings and Retirement Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 33.51% | 13.04% | 14.38% | 9.26% | 8.68% | 7.55% | 7.16% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Applied Materials Inc Employee Savings and Retirement Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
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 | 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 (%) | -0.65 | 33.51 | 13.04 | 14.38 | 9.26 | 8.68 | 7.55 | 7.16 | NA | 20.63 | 25.83 | -3.75 | 3.81 | 24.28 | 15.09 | -2.74 | 9.87 | 1.59 | 2.46 | 1.24 | 11.19 | 9.41 | 1.60 | 11.51 | 15.65 | -20.79 | 7.99 | 12.32 | 8.65 | 9.43 | 17.63 | -5.30 | -1.23 |
| Sharpe Ratio | NA | 1.91 | 1.03 | 0.92 | 0.74 | NA | NA | 0.57 | 0.12 | 1.70 | 2.72 | -0.40 | 0.37 | 1.32 | 1.98 | -0.39 | 1.81 | 0.16 | 0.26 | 0.17 | 1.77 | 1.38 | 0.14 | 1.22 | 1.11 | -1.17 | 0.57 | 1.27 | 1.22 | 1.30 | 2.69 | -0.82 | -0.55 |
| Standard Deviation(%) | NA | 8.22 | 9.98 | 12.14 | 10.41 | NA | NA | 9.85 | 8.55 | 8.24 | 7.93 | 12.93 | 10.22 | 18.24 | 6.93 | 10.47 | 5.09 | 8.91 | 9.29 | 7.16 | 6.31 | 6.76 | 11.53 | 9.33 | 13.97 | 18.62 | 8.73 | 7.13 | 5.30 | 6.56 | 6.30 | 7.85 | 6.49 |
| Draw Down(%) | NA | 5.49 | 12.90 | 19.73 | 19.73 | NA | NA | 33.33 | 0.56 | 5.49 | 4.01 | 13.45 | 6.50 | 19.73 | 4.03 | 11.98 | 3.55 | 8.49 | 8.29 | 5.32 | 5.56 | 5.83 | 10.35 | 7.03 | 15.17 | 29.76 | 6.28 | 7.77 | 3.73 | 5.16 | 5.75 | 12.14 | 10.14 |
| Yield(%) | NA | 15.54 | 10.91 | 7.36 | 5.23 | NA | NA | 3.97 | NA | 4.61 | 14.84 | 8.71 | 3.74 | 2.42 | 1.81 | 8.77 | 0.79 | 1.47 | 3.07 | 1.74 | 3.83 | 2.12 | 5.46 | 4.04 | 1.17 | 1.40 | 5.28 | 4.73 | 2.21 | 2.41 | 2.07 | 2.00 | 2.72 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Applied Materials Inc Employee Savings and Retirement Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.55%
Feb 2006 - Feb 2009 |
0.10%
Feb 2004 - Feb 2009 |
3.68%
Jun 2007 - Jun 2017 |
4.13%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Applied Materials Inc Employee Savings and Retirement Plan Strategic Asset Allocation - Equal Weight Moderate |
15.68%
Feb 2009 - Feb 2012 |
14.80%
Sep 2019 - Sep 2024 |
9.40%
Nov 2014 - Nov 2024 |
9.36%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart