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 Strategic Asset Allocation - Equal Weight Moderate | NA | 20.38% | 3.99% | 7.75% | 6.31% | 7.04% | 6.46% | 6.53% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.94 | 20.38 | 3.99 | 7.75 | 6.31 | 7.04 | 6.46 | 6.53 | NA | 9.05 | 14.45 | -9.58 | 8.05 | 15.25 | 17.24 | -5.17 | 11.92 | 5.30 | 0.01 | 2.18 | 14.37 | 10.90 | 1.90 | 9.96 | 19.12 | -19.10 | 7.48 | 13.32 | 4.62 | 10.66 | 18.04 | -4.39 | 4.29 |
| Sharpe Ratio | NA | 0.48 | 0.04 | 0.38 | 0.47 | NA | NA | 0.50 | 0.07 | 0.31 | 1.24 | -0.82 | 0.92 | 0.81 | 2.43 | -0.71 | 2.40 | 0.54 | 0.00 | 0.33 | 2.18 | 1.54 | 0.16 | 1.01 | 1.36 | -1.07 | 0.51 | 1.38 | 0.41 | 1.26 | 2.40 | -0.56 | 0.27 |
| Standard Deviation(%) | NA | 7.84 | 10.12 | 12.06 | 10.24 | NA | NA | 9.98 | 5.92 | 7.94 | 8.22 | 13.30 | 8.77 | 18.52 | 6.53 | 9.08 | 4.71 | 9.38 | 9.41 | 6.60 | 6.57 | 7.03 | 11.57 | 9.76 | 13.98 | 18.65 | 8.82 | 7.26 | 6.01 | 7.74 | 7.24 | 9.83 | 7.20 |
| Draw Down(%) | NA | 4.66 | 16.05 | 20.52 | 20.52 | NA | NA | 31.81 | 0.34 | 4.66 | 7.00 | 16.37 | 4.82 | 20.52 | 3.50 | 11.79 | 1.77 | 7.42 | 8.72 | 5.78 | 5.23 | 6.06 | 10.02 | 8.68 | 15.61 | 29.56 | 5.66 | 7.35 | 3.87 | 5.74 | 6.42 | 12.77 | 7.91 |
| Yield(%) | NA | 2.82 | 2.31 | 2.16 | 2.14 | NA | NA | 2.91 | NA | 0.61 | 3.08 | 1.66 | 1.65 | 1.78 | 2.27 | 1.64 | 0.26 | 3.31 | 2.48 | 3.02 | 2.55 | 3.63 | 4.03 | 3.19 | 3.53 | 3.02 | 4.22 | 3.25 | 4.05 | 3.97 | 2.69 | 3.31 | 3.84 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.97%
Feb 2006 - Feb 2009 |
-0.14%
Feb 2004 - Feb 2009 |
4.68%
Nov 2006 - Nov 2016 |
4.48%
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 Strategic Asset Allocation - Equal Weight Moderate |
16.48%
Feb 2009 - Feb 2012 |
13.80%
Feb 2009 - Feb 2014 |
8.72%
Feb 2009 - Feb 2019 |
8.41%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart