Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Electronic Arts Inc 401K Plan Tactical Asset Allocation Moderate | NA | 24.85% | 2.78% | 9.13% | 7.62% | 8.49% | 9.13% | 9.95% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Electronic Arts Inc 401K 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 (%) | -1.15 | 24.85 | 2.78 | 9.13 | 7.62 | 8.49 | 9.13 | 9.95 | NA | 10.07 | 14.21 | -13.96 | 9.38 | 23.26 | 18.34 | -3.81 | 14.62 | 4.05 | 1.12 | 5.46 | 17.12 | 12.32 | 2.09 | 12.35 | 18.37 | -0.90 | 12.03 | 11.22 | 12.65 | 15.09 | 27.31 | 6.08 | 6.05 |
| Sharpe Ratio | NA | 0.46 | -0.02 | 0.40 | 0.50 | NA | NA | 0.84 | 0.07 | 0.31 | 1.17 | -1.15 | 0.81 | 1.18 | 2.19 | -0.50 | 2.87 | 0.45 | 0.11 | 0.66 | 2.35 | 1.52 | 0.14 | 1.09 | 1.98 | -0.29 | 0.95 | 0.96 | 1.64 | 1.80 | 4.34 | 1.00 | 0.58 |
| Standard Deviation(%) | NA | 11.21 | 11.19 | 13.36 | 11.15 | NA | NA | 9.70 | 10.54 | 11.27 | 8.50 | 13.29 | 11.54 | 19.51 | 7.74 | 10.30 | 4.88 | 8.56 | 9.46 | 8.27 | 7.28 | 8.09 | 14.61 | 11.29 | 9.22 | 6.28 | 9.49 | 8.31 | 6.38 | 7.85 | 6.13 | 4.96 | 6.41 |
| Draw Down(%) | NA | 7.23 | 16.88 | 21.60 | 21.60 | NA | NA | 21.60 | 0.80 | 7.23 | 6.72 | 19.00 | 6.70 | 20.94 | 3.26 | 12.13 | 1.75 | 6.75 | 8.79 | 6.44 | 5.37 | 6.03 | 13.04 | 7.21 | 4.88 | 7.78 | 7.00 | 9.67 | 4.95 | 6.09 | 2.41 | 2.44 | 6.43 |
| Yield(%) | NA | 5.22 | 5.94 | 6.39 | 5.95 | NA | NA | 0.00 | NA | 1.15 | 5.20 | 6.39 | 4.71 | 12.52 | 3.42 | 3.44 | 5.68 | 2.71 | 10.50 | 5.46 | 1.01 | 3.45 | 4.41 | 3.29 | 4.86 | 4.44 | 6.36 | 6.60 | 6.98 | 4.59 | 3.10 | 5.52 | 7.66 |
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 |
|---|---|---|---|---|
| Electronic Arts Inc 401K Plan Tactical Asset Allocation Moderate |
1.45%
Apr 2021 - Apr 2024 |
3.88%
Mar 2015 - Mar 2020 |
5.97%
Oct 2013 - Oct 2023 |
7.21%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Electronic Arts Inc 401K Plan Tactical Asset Allocation Moderate |
19.29%
Apr 2003 - Apr 2006 |
15.77%
Oct 2002 - Oct 2007 |
12.83%
Apr 2001 - Apr 2011 |
10.89%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart