Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| 4 ABIOMED Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 2.31% | 0.50% | 2.88% | 2.85% | 4.28% | NA | 5.51% |
Data as of 09/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 4 ABIOMED Retirement Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/14/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.71 | 2.31 | 0.50 | 2.88 | 2.85 | 4.28 | NA | 5.51 | 7.24 | 6.43 | -3.22 | 8.92 | 2.80 | -1.66 | -1.11 | 15.54 | -0.83 | -2.73 | 4.95 | 11.62 | 3.54 | 12.72 | 9.21 | 4.50 | 5.63 | 34.15 | 1.07 | -0.52 |
| Sharpe Ratio | NA | 1.04 | 0.27 | 0.59 | 0.42 | NA | NA | 0.69 | 0.90 | 1.33 | -0.53 | 1.64 | 0.65 | -0.36 | -0.20 | 2.36 | -0.15 | -0.31 | 0.44 | 1.56 | 0.98 | 1.04 | 1.02 | 0.40 | 0.58 | 4.22 | -0.01 | -0.57 |
| Standard Deviation(%) | NA | 7.68 | 7.05 | 6.10 | 6.34 | NA | NA | 6.77 | 7.82 | 3.77 | 8.51 | 5.05 | 3.96 | 4.68 | 5.75 | 6.59 | 6.08 | 8.94 | 10.94 | 7.39 | 2.65 | 9.37 | 5.83 | 5.84 | 8.15 | 7.92 | 4.69 | 4.97 |
| Draw Down(%) | NA | 8.37 | 9.04 | 9.04 | 12.62 | NA | NA | 12.62 | 8.37 | 3.60 | 9.04 | 3.42 | 2.68 | 5.43 | 7.19 | 3.45 | 7.88 | 8.20 | 10.08 | 4.42 | 1.83 | 7.10 | 5.48 | 3.69 | 6.58 | 3.65 | 4.38 | 5.15 |
| Yield(%) | NA | 6.00 | 4.62 | 3.03 | 2.56 | NA | NA | 2.86 | 3.76 | 4.57 | 5.50 | 0.21 | 0.99 | 0.88 | 2.68 | 4.19 | 1.53 | 1.28 | 1.41 | 3.29 | 4.00 | 2.59 | 3.59 | 2.36 | 6.77 | 1.42 | 0.86 | 2.37 |
Data as of 09/30/2020, 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 |
|---|---|---|---|---|
| 4 ABIOMED Retirement Savings Plan Tactical Asset Allocation Moderate |
-0.26%
Oct 2017 - Oct 2020 |
0.92%
Apr 2011 - Apr 2016 |
1.87%
Mar 2010 - Mar 2020 |
3.97%
Feb 2005 - Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 4 ABIOMED Retirement Savings Plan Tactical Asset Allocation Moderate |
15.56%
Mar 2003 - Mar 2006 |
13.77%
Oct 2002 - Oct 2007 |
8.69%
Apr 2001 - Apr 2011 |
7.11%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart