Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 04/29/2022.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EMC Corporation 401(k) Savings Plan Tactical Asset Allocation Moderate | NA | 0.55% | 9.27% | 7.85% | 7.11% | 8.81% | 10.48% | 10.28% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMC Corporation 401(k) Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 07/08/2022 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 04/29/2022.
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 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.52 | 0.55 | 9.27 | 7.85 | 7.11 | 8.81 | 10.48 | 10.28 | -11.26 | 10.34 | 18.16 | 15.26 | -3.67 | 11.85 | 7.12 | -0.67 | 2.41 | 13.36 | 14.53 | 3.87 | 16.41 | 22.54 | 2.93 | 13.22 | 20.35 | 6.90 | 14.67 | 26.41 | 7.12 | 5.29 |
| Sharpe Ratio | NA | -0.70 | 0.44 | 0.50 | 0.61 | NA | NA | 0.96 | -1.00 | 0.94 | 0.96 | 2.21 | -0.52 | 2.42 | 0.90 | -0.08 | 0.30 | 1.82 | 2.05 | 0.26 | 1.29 | 2.23 | 0.34 | 1.13 | 2.41 | 0.74 | 1.79 | 4.77 | 1.29 | 0.53 |
| Standard Deviation(%) | NA | 9.79 | 13.66 | 11.66 | 9.82 | NA | NA | 9.21 | 11.54 | 10.93 | 18.76 | 6.26 | 9.58 | 4.65 | 7.72 | 8.87 | 7.87 | 7.33 | 7.07 | 14.77 | 12.64 | 10.05 | 5.96 | 9.04 | 7.08 | 6.37 | 7.69 | 5.39 | 4.65 | 5.62 |
| Draw Down(%) | NA | 12.94 | 19.40 | 19.40 | 19.40 | NA | NA | 19.40 | 12.93 | 7.48 | 19.40 | 3.70 | 13.17 | 2.02 | 5.72 | 9.71 | 6.68 | 7.93 | 4.61 | 12.36 | 7.88 | 4.36 | 5.01 | 6.28 | 4.82 | 4.57 | 9.69 | 1.87 | 2.44 | 4.96 |
| Yield(%) | NA | 4.38 | 7.44 | 6.01 | 5.42 | NA | NA | 0.00 | 1.05 | 11.98 | 6.02 | 4.26 | 2.55 | 4.94 | 3.90 | 6.26 | 4.02 | 5.80 | 4.91 | 2.88 | 4.49 | 5.91 | 9.12 | 10.39 | 6.04 | 4.16 | 4.40 | 5.33 | 6.76 | 8.20 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMC Corporation 401(k) Savings Plan Tactical Asset Allocation Moderate |
2.48%
Oct 2013 - Oct 2016 |
2.99%
Mar 2015 - Mar 2020 |
6.36%
Mar 2010 - Mar 2020 |
8.29%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMC Corporation 401(k) Savings Plan Tactical Asset Allocation Moderate |
17.00%
Mar 2003 - Mar 2006 |
16.43%
Oct 2002 - Oct 2007 |
14.51%
Apr 2001 - Apr 2011 |
11.70%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart