Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Fisher Investments 401(k) Plan Tactical Asset Allocation Moderate | NA | 22.35% | 0.18% | 5.20% | 3.80% | 4.20% | 6.30% | 7.07% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Fisher Investments 401(k) 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 (%) | -0.67 | 22.35 | 0.18 | 5.20 | 3.80 | 4.20 | 6.30 | 7.07 | NA | 6.04 | 12.71 | -15.45 | 6.83 | 16.09 | 8.07 | -7.92 | 11.03 | 8.72 | -5.21 | 1.61 | 9.48 | 1.72 | 5.76 | 4.80 | 21.84 | -0.96 | 12.59 | 16.30 | 12.79 | 7.44 | 21.12 | 7.04 | 7.30 |
| Sharpe Ratio | NA | 0.14 | -0.27 | 0.20 | 0.23 | NA | NA | 0.72 | 0.02 | -0.06 | 0.86 | -1.12 | 0.76 | 1.79 | 1.33 | -1.37 | 1.99 | 1.54 | -1.03 | 0.27 | 1.41 | 0.36 | 0.87 | 0.54 | 2.44 | -0.39 | 1.02 | 1.56 | 1.70 | 0.78 | 4.08 | 1.52 | 1.13 |
| Standard Deviation(%) | NA | 9.32 | 11.75 | 10.71 | 8.53 | NA | NA | 7.58 | 6.27 | 9.47 | 9.88 | 15.08 | 8.92 | 8.88 | 5.01 | 6.73 | 5.22 | 5.53 | 5.07 | 5.85 | 6.68 | 4.62 | 6.61 | 8.81 | 8.92 | 4.87 | 9.39 | 8.37 | 6.23 | 8.33 | 5.01 | 3.89 | 4.42 |
| Draw Down(%) | NA | 5.14 | 20.69 | 23.28 | 23.28 | NA | NA | 23.28 | 0.51 | 5.08 | 10.43 | 21.42 | 5.11 | 9.93 | 3.52 | 13.12 | 1.84 | 4.00 | 9.32 | 6.29 | 5.58 | 4.72 | 3.28 | 6.82 | 4.61 | 5.05 | 7.53 | 11.04 | 5.05 | 9.89 | 2.14 | 2.87 | 2.92 |
| Yield(%) | NA | 3.09 | 2.42 | 2.35 | 2.07 | NA | NA | 3.14 | NA | 0.86 | 2.74 | 1.96 | 1.78 | 2.33 | 2.64 | 1.60 | 0.18 | 2.65 | 1.92 | 2.48 | 1.84 | 2.61 | 2.36 | 2.79 | 4.07 | 3.00 | 6.28 | 6.12 | 5.91 | 2.48 | 2.95 | 4.09 | 6.49 |
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 |
|---|---|---|---|---|
| Fisher Investments 401(k) Plan Tactical Asset Allocation Moderate |
-1.62%
Apr 2021 - Apr 2024 |
-0.04%
Sep 2017 - Sep 2022 |
2.04%
Oct 2013 - Oct 2023 |
3.66%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fisher Investments 401(k) Plan Tactical Asset Allocation Moderate |
16.67%
Oct 2004 - Oct 2007 |
14.76%
Oct 2002 - Oct 2007 |
10.90%
Apr 2001 - Apr 2011 |
8.59%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart