Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MICROSOFT CORPORATION SAVINGS PLUS 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 22.15% | 7.92% | 13.40% | 8.95% | 8.58% | 8.37% | 8.40% |
Data as of 09/30/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MICROSOFT CORPORATION SAVINGS PLUS 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/05/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 1.12 | 22.15 | 7.92 | 13.40 | 8.95 | 8.58 | 8.37 | 8.40 | 14.48 | 12.04 | -5.39 | 7.01 | 35.98 | 20.67 | -6.06 | 13.80 | 2.27 | 1.20 | 1.78 | 15.54 | 12.09 | -2.96 | 12.05 | 27.56 | -18.74 | 10.85 | 12.48 | 8.40 | 9.87 | 21.50 | -2.74 | 4.88 |
| Sharpe Ratio | NA | 1.40 | 0.31 | 0.72 | 0.62 | NA | NA | 0.64 | 0.97 | 0.94 | -0.35 | 0.64 | 1.87 | 2.40 | -0.67 | 2.97 | 0.23 | 0.13 | 0.24 | 2.22 | 1.86 | -0.22 | 1.16 | 1.76 | -1.11 | 0.94 | 1.44 | 1.11 | 1.42 | 2.85 | -0.41 | 0.28 |
| Standard Deviation(%) | NA | 8.22 | 13.19 | 14.13 | 11.70 | NA | NA | 10.75 | 8.36 | 8.32 | 19.49 | 10.89 | 19.07 | 8.01 | 11.03 | 4.44 | 9.11 | 8.85 | 7.26 | 6.97 | 6.47 | 13.51 | 10.35 | 15.63 | 17.75 | 8.32 | 6.40 | 5.59 | 6.28 | 7.29 | 9.32 | 9.15 |
| Draw Down(%) | NA | 5.42 | 18.64 | 18.64 | 18.64 | NA | NA | 31.44 | 5.42 | 7.29 | 18.64 | 9.13 | 18.59 | 4.63 | 13.81 | 1.66 | 8.19 | 8.81 | 5.60 | 5.58 | 4.99 | 13.24 | 8.90 | 15.70 | 29.96 | 5.55 | 6.94 | 3.51 | 5.56 | 6.13 | 13.62 | 9.67 |
| Yield(%) | NA | 3.17 | 3.81 | 3.34 | 2.56 | NA | NA | 3.54 | 0.72 | 3.28 | 2.55 | 4.84 | 3.72 | 2.05 | 1.77 | 0.51 | 1.77 | 2.92 | 1.79 | 5.15 | 4.13 | 1.94 | 4.12 | 3.99 | 5.12 | 7.59 | 5.80 | 4.01 | 3.42 | 2.68 | 3.58 | 3.97 |
Data as of 09/30/2024, 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 |
|---|---|---|---|---|
| MICROSOFT CORPORATION SAVINGS PLUS 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
-3.59%
Feb 2006 - Feb 2009 |
1.18%
Feb 2004 - Feb 2009 |
5.41%
Mar 2010 - Mar 2020 |
6.13%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MICROSOFT CORPORATION SAVINGS PLUS 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
20.64%
Dec 2018 - Dec 2021 |
14.80%
Feb 2009 - Feb 2014 |
9.86%
Dec 2011 - Dec 2021 |
10.30%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart