Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2019.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AVAGO Technologies U.S. Inc. 401(k) Plan Tactical Asset Allocation Moderate | NA | 7.06% | 7.54% | 5.13% | 6.37% | 7.04% | NA | 7.73% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AVAGO Technologies U.S. Inc. 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2019 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2019.
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 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.74 | 7.06 | 7.54 | 5.13 | 6.37 | 7.04 | NA | 7.73 | 10.53 | -2.50 | 15.29 | 4.76 | -1.22 | 0.96 | 15.47 | 7.58 | 2.51 | 9.28 | 17.47 | -4.29 | 11.80 | 10.50 | 4.33 | 9.96 | 18.92 | 5.39 | 6.70 |
| Sharpe Ratio | NA | 1.97 | 1.14 | 0.85 | 0.87 | NA | NA | 1.01 | 1.97 | -0.53 | 3.26 | 1.11 | -0.24 | 0.16 | 2.25 | 1.37 | 0.33 | 0.82 | 2.20 | -1.24 | 0.96 | 1.04 | 0.41 | 1.43 | 3.68 | 1.05 | 1.00 |
| Standard Deviation(%) | NA | 4.63 | 5.58 | 5.24 | 6.55 | NA | NA | 6.36 | 4.63 | 7.18 | 4.50 | 4.09 | 5.20 | 5.82 | 6.86 | 5.49 | 7.47 | 11.18 | 7.91 | 4.20 | 9.13 | 6.91 | 5.26 | 6.32 | 4.95 | 4.10 | 4.41 |
| Draw Down(%) | NA | 3.52 | 8.64 | 8.64 | 8.83 | NA | NA | 8.83 | 3.52 | 8.64 | 1.40 | 3.23 | 5.38 | 6.20 | 4.12 | 4.68 | 6.00 | 8.83 | 4.38 | 6.32 | 7.10 | 7.86 | 4.41 | 6.38 | 2.83 | 3.85 | 3.29 |
| Yield(%) | NA | 4.55 | 3.80 | 3.19 | 3.49 | NA | NA | 4.41 | 4.55 | 1.33 | 5.50 | 2.95 | 1.37 | 4.81 | 4.22 | 4.17 | 1.53 | 4.23 | 4.37 | 2.60 | 9.54 | 5.68 | 5.26 | 4.20 | 4.25 | 5.69 | 7.59 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AVAGO Technologies U.S. Inc. 401(k) Plan Tactical Asset Allocation Moderate |
1.47%
Dec 2013 - Dec 2016 |
3.27%
Dec 2013 - Dec 2018 |
6.07%
Sep 2009 - Sep 2019 |
6.59%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AVAGO Technologies U.S. Inc. 401(k) Plan Tactical Asset Allocation Moderate |
11.97%
Jan 2003 - Jan 2006 |
11.81%
Oct 2002 - Oct 2007 |
9.48%
Apr 2001 - Apr 2011 |
8.24%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart