Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Qualcomm 401(k) Plan Tactical Asset Allocation Moderate | NA | 25.47% | 6.27% | 10.42% | 7.34% | 7.97% | 9.88% | 9.84% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Qualcomm 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.98 | 25.47 | 6.27 | 10.42 | 7.34 | 7.97 | 9.88 | 9.84 | NA | 11.88 | 15.90 | -9.49 | 9.97 | 18.89 | 20.01 | -11.54 | 14.52 | 3.76 | 1.73 | 2.76 | 15.71 | 12.77 | 1.25 | 9.55 | 16.26 | 9.72 | 19.47 | 16.46 | 13.72 | 19.36 | 24.16 | -1.96 | -1.52 |
| Sharpe Ratio | NA | 0.60 | 0.21 | 0.51 | 0.51 | NA | NA | 0.83 | 0.06 | 0.50 | 1.48 | -0.80 | 0.99 | 1.05 | 2.83 | -1.12 | 2.63 | 0.40 | 0.19 | 0.34 | 2.06 | 1.66 | 0.08 | 0.85 | 1.57 | 1.42 | 1.53 | 1.60 | 1.74 | 2.30 | 3.59 | -0.50 | -0.47 |
| Standard Deviation(%) | NA | 10.54 | 10.94 | 12.48 | 10.69 | NA | NA | 9.68 | 7.28 | 10.63 | 7.86 | 13.61 | 10.07 | 17.78 | 6.57 | 11.51 | 5.28 | 8.85 | 9.17 | 8.17 | 7.60 | 7.67 | 14.58 | 11.20 | 10.32 | 6.19 | 10.75 | 8.22 | 6.62 | 8.02 | 6.53 | 6.14 | 8.17 |
| Draw Down(%) | NA | 7.74 | 15.59 | 23.33 | 23.33 | NA | NA | 23.33 | 0.50 | 7.74 | 5.04 | 16.72 | 4.07 | 23.33 | 3.41 | 19.50 | 2.26 | 8.81 | 9.62 | 6.15 | 4.89 | 6.36 | 12.86 | 9.65 | 6.85 | 3.36 | 8.04 | 11.23 | 5.61 | 8.81 | 3.78 | 7.52 | 10.78 |
| Yield(%) | NA | 2.78 | 4.71 | 4.89 | 4.55 | NA | NA | 0.00 | NA | 1.16 | 3.05 | 5.71 | 7.11 | 4.22 | 5.43 | 5.64 | 2.08 | 3.78 | 5.51 | 4.04 | 9.18 | 4.35 | 2.68 | 5.23 | 4.85 | 4.76 | 6.05 | 4.51 | 4.74 | 3.87 | 2.50 | 4.05 | 4.55 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Qualcomm 401(k) Plan Tactical Asset Allocation Moderate |
0.87%
Mar 2017 - Mar 2020 |
1.48%
Mar 2015 - Mar 2020 |
4.89%
Mar 2010 - Mar 2020 |
6.81%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Qualcomm 401(k) Plan Tactical Asset Allocation Moderate |
22.87%
Apr 2003 - Apr 2006 |
19.32%
Mar 2003 - Mar 2008 |
14.48%
Jul 2003 - Jul 2013 |
12.16%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart