Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Texas Instruments Inc Defined Contribution Plan Master Trust Tactical Asset Allocation Moderate | NA | 17.99% | 3.01% | 6.97% | 5.31% | 5.79% | 6.03% | 6.50% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Texas Instruments Inc Defined Contribution Plan Master Trust 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 (%) | -0.64 | 17.99 | 3.01 | 6.97 | 5.31 | 5.79 | 6.03 | 6.50 | NA | 7.05 | 10.94 | -8.13 | 7.57 | 17.98 | 6.88 | -3.20 | 11.46 | 4.78 | -0.75 | -2.25 | 14.87 | 5.49 | 5.80 | 6.83 | 13.55 | -0.41 | 7.65 | 12.52 | 3.16 | 3.42 | 19.51 | 2.09 | 6.15 |
| Sharpe Ratio | NA | 0.17 | -0.09 | 0.49 | 0.50 | NA | NA | 0.68 | 0.07 | 0.06 | 0.85 | -0.76 | 0.93 | 2.65 | 1.13 | -0.59 | 2.26 | 1.11 | -0.16 | -0.39 | 2.17 | 0.96 | 0.70 | 0.61 | 1.69 | -0.33 | 0.48 | 1.15 | 0.15 | 0.31 | 2.92 | 0.19 | 0.95 |
| Standard Deviation(%) | NA | 7.68 | 9.63 | 8.82 | 7.31 | NA | NA | 7.25 | 4.60 | 7.74 | 7.88 | 12.53 | 8.08 | 6.69 | 4.84 | 7.61 | 4.78 | 4.12 | 4.99 | 5.76 | 6.83 | 5.67 | 8.24 | 10.98 | 7.94 | 4.07 | 9.64 | 8.06 | 6.44 | 8.00 | 6.45 | 5.07 | 4.05 |
| Draw Down(%) | NA | 4.36 | 14.63 | 16.12 | 16.12 | NA | NA | 16.12 | 0.26 | 4.36 | 7.33 | 15.15 | 4.89 | 4.64 | 3.65 | 9.06 | 1.75 | 3.13 | 4.34 | 6.10 | 3.90 | 5.29 | 5.03 | 9.45 | 4.09 | 5.66 | 6.18 | 8.50 | 4.53 | 6.67 | 3.40 | 5.34 | 2.64 |
| Yield(%) | NA | 3.18 | 2.44 | 2.07 | 1.87 | NA | NA | 2.75 | NA | 0.76 | 3.35 | 1.68 | 1.64 | 1.73 | 1.87 | 1.95 | 0.25 | 1.69 | 2.15 | 2.08 | 1.47 | 2.75 | 5.05 | 2.35 | 3.78 | 3.07 | 3.00 | 3.05 | 2.98 | 2.32 | 3.42 | 4.08 | 6.82 |
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 |
|---|---|---|---|---|
| Texas Instruments Inc Defined Contribution Plan Master Trust Tactical Asset Allocation Moderate |
0.55%
Dec 2013 - Dec 2016 |
1.87%
Dec 2013 - Dec 2018 |
3.62%
Oct 2013 - Oct 2023 |
4.60%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Texas Instruments Inc Defined Contribution Plan Master Trust Tactical Asset Allocation Moderate |
10.70%
Dec 2018 - Dec 2021 |
10.05%
Oct 2002 - Oct 2007 |
8.02%
Jul 2003 - Jul 2013 |
7.11%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart