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 Strategic Asset Allocation - Equal Weight Moderate | NA | 23.63% | 6.97% | 8.24% | 4.85% | 5.60% | 6.28% | 7.25% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.01 | 23.63 | 6.97 | 8.24 | 4.85 | 5.60 | 6.28 | 7.25 | NA | 8.19 | 13.27 | -7.59 | 10.03 | 12.66 | 15.23 | -14.57 | 13.10 | 5.02 | -3.75 | 1.66 | 8.31 | 10.68 | -1.72 | 11.29 | 30.15 | -21.82 | 15.37 | 13.59 | 10.21 | 17.50 | 36.06 | -3.20 | 1.89 |
| Sharpe Ratio | NA | 0.34 | 0.04 | 0.43 | 0.32 | NA | NA | 0.59 | 0.06 | 0.20 | 1.25 | -0.79 | 1.01 | 0.80 | 2.08 | -1.30 | 2.75 | 0.56 | -0.44 | 0.25 | 1.25 | 1.71 | -0.16 | 1.17 | 2.22 | -1.47 | 1.44 | 1.47 | 1.49 | 2.10 | 5.03 | -0.51 | -0.04 |
| Standard Deviation(%) | NA | 8.10 | 9.07 | 10.85 | 9.74 | NA | NA | 9.46 | 5.83 | 8.13 | 7.19 | 11.35 | 9.94 | 15.58 | 6.65 | 12.21 | 4.53 | 8.58 | 8.50 | 6.50 | 6.63 | 6.21 | 10.94 | 9.61 | 13.53 | 15.49 | 8.59 | 7.04 | 5.38 | 7.88 | 7.04 | 8.41 | 9.97 |
| Draw Down(%) | NA | 5.61 | 14.48 | 22.34 | 26.21 | NA | NA | 31.88 | 0.44 | 5.61 | 5.73 | 14.48 | 5.15 | 22.34 | 4.20 | 20.73 | 1.89 | 6.94 | 10.65 | 5.76 | 7.27 | 5.36 | 11.20 | 7.82 | 12.69 | 31.24 | 5.86 | 9.32 | 4.79 | 9.83 | 5.37 | 18.09 | 12.96 |
| Yield(%) | NA | 4.17 | 4.63 | 4.30 | 3.39 | NA | NA | 3.47 | NA | 0.84 | 4.21 | 2.08 | 7.36 | 3.98 | 3.29 | 2.79 | 0.59 | 2.19 | 3.40 | 3.31 | 2.93 | 3.59 | 3.01 | 4.01 | 3.84 | 4.64 | 4.89 | 3.64 | 3.90 | 3.83 | 2.23 | 2.14 | 3.22 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.54%
Mar 2017 - Mar 2020 |
-1.09%
Mar 2015 - Mar 2020 |
2.24%
Mar 2010 - Mar 2020 |
3.43%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Qualcomm 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate |
23.16%
Mar 2003 - Mar 2006 |
19.10%
Oct 2002 - Oct 2007 |
11.51%
Mar 2003 - Mar 2013 |
9.19%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart