Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Advanced Micro Devices Inc (AMD) Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 6.62% | 1.78% | 4.27% | 4.92% | 5.83% | NA | 6.35% |
Data as of 11/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Advanced Micro Devices Inc (AMD) Retirement Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 02/25/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.68 | 6.62 | 1.78 | 4.27 | 4.92 | 5.83 | NA | 6.35 | 1.49 | 10.84 | 4.81 | -4.18 | 9.06 | 7.00 | -2.82 | 0.59 | 14.71 | 8.46 | 2.11 | 9.12 | 19.96 | -4.27 | 5.68 | 12.33 | 3.27 | 11.72 | 19.38 | -2.73 | 4.38 |
| Sharpe Ratio | NA | 1.63 | 0.34 | 0.70 | 0.64 | NA | NA | 0.80 | 0.15 | 1.14 | 0.71 | -0.72 | 1.74 | 1.44 | -0.54 | 0.09 | 1.98 | 1.73 | 0.27 | 0.90 | 2.42 | -1.37 | 0.30 | 1.31 | 0.19 | 1.42 | 2.88 | -0.97 | 0.54 |
| Standard Deviation(%) | NA | 9.42 | 7.31 | 6.70 | 6.46 | NA | NA | 6.71 | 9.66 | 9.28 | 4.76 | 7.59 | 4.84 | 4.73 | 5.26 | 6.31 | 7.41 | 4.87 | 7.73 | 10.03 | 8.20 | 3.79 | 9.05 | 6.92 | 5.83 | 7.60 | 6.49 | 3.95 | 3.81 |
| Draw Down(%) | NA | 9.89 | 14.66 | 16.23 | 16.23 | NA | NA | 16.23 | 2.58 | 13.33 | 3.92 | 10.74 | 1.72 | 2.97 | 5.88 | 5.80 | 5.11 | 3.92 | 5.68 | 8.66 | 4.85 | 5.66 | 6.49 | 7.70 | 5.28 | 7.67 | 3.83 | 6.14 | 3.56 |
| Yield(%) | NA | 4.64 | 3.56 | 2.74 | 2.75 | NA | NA | 3.23 | 0.06 | 4.51 | 3.66 | 2.45 | 0.20 | 3.06 | 3.41 | 3.87 | 1.78 | 2.78 | 2.21 | 2.69 | 2.15 | 1.60 | 6.80 | 8.41 | 4.27 | 5.24 | 1.57 | 1.17 | 2.80 |
Data as of 11/30/2020, 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 |
|---|---|---|---|---|
| Advanced Micro Devices Inc (AMD) Retirement Savings Plan Tactical Asset Allocation Moderate |
-0.87%
Oct 2017 - Oct 2020 |
0.88%
Apr 2015 - Apr 2020 |
3.37%
Apr 2010 - Apr 2020 |
5.08%
Feb 2005 - Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Advanced Micro Devices Inc (AMD) Retirement Savings Plan Tactical Asset Allocation Moderate |
13.12%
Apr 2003 - Apr 2006 |
11.21%
Feb 2009 - Feb 2014 |
8.83%
Jul 2003 - Jul 2013 |
7.75%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart