Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/30/2021.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| Perot Systems Corporation Retirement Savings Plan Tactical Asset Allocation Moderate | 6.55% | NA | 11.66% | 9.35% | 6.14% | 5.46% | 5.87% | 6.17% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Perot Systems Corporation Retirement Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 02/14/2022 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/30/2021.
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 (%) | -2.44 | 11.66 | 9.35 | 6.14 | 5.46 | 5.87 | 6.17 | 6.55 | -0.58 | 11.91 | 11.65 | 10.79 | -4.28 | 3.60 | 3.62 | -1.70 | 1.86 | 12.63 | 8.21 | 2.52 | 9.10 | 17.63 | -0.72 | 6.71 | 7.85 | 3.64 | 7.05 | 11.92 | 5.82 | 6.98 |
| Sharpe Ratio | NA | 0.59 | 1.24 | 0.75 | 0.79 | NA | NA | 0.90 | -0.12 | 1.25 | 1.49 | 2.06 | -0.88 | 0.51 | 0.67 | -0.39 | 0.36 | 2.08 | 1.61 | 0.41 | 0.91 | 2.58 | -0.41 | 0.50 | 0.86 | 0.29 | 1.04 | 2.26 | 1.80 | 1.14 |
| Standard Deviation(%) | NA | 9.09 | 7.51 | 6.97 | 6.17 | NA | NA | 6.04 | 4.83 | 9.49 | 7.65 | 4.54 | 6.34 | 5.86 | 5.13 | 4.44 | 5.16 | 6.05 | 5.06 | 6.07 | 9.87 | 6.81 | 4.03 | 7.44 | 5.32 | 5.03 | 5.88 | 4.97 | 2.62 | 4.09 |
| Draw Down(%) | NA | 4.00 | 9.77 | 10.98 | 10.98 | NA | NA | 10.98 | 2.42 | 3.93 | 9.77 | 2.83 | 9.12 | 6.10 | 4.49 | 5.69 | 5.40 | 4.57 | 4.20 | 4.87 | 10.95 | 3.51 | 3.40 | 5.19 | 5.17 | 3.33 | 5.16 | 3.76 | 1.60 | 2.77 |
| Yield(%) | NA | 10.31 | 7.31 | 5.04 | 5.07 | NA | NA | 4.66 | 0.06 | 10.91 | 6.11 | 5.94 | 2.80 | 0.28 | 4.22 | 7.16 | 3.91 | 6.33 | 4.06 | 2.47 | 3.98 | 4.30 | 2.89 | 4.15 | 4.42 | 2.64 | 4.81 | 4.03 | 5.51 | 6.93 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Perot Systems Corporation Retirement Savings Plan Tactical Asset Allocation Moderate |
0.79%
Oct 2017 - Oct 2020 |
0.57%
Dec 2013 - Dec 2018 |
3.49%
Apr 2010 - Apr 2020 |
5.04%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Perot Systems Corporation Retirement Savings Plan Tactical Asset Allocation Moderate |
11.45%
Dec 2018 - Dec 2021 |
10.21%
Feb 2009 - Feb 2014 |
7.97%
Apr 2001 - Apr 2011 |
6.63%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart