Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Integrated Device Technology Inc 401K Savings plan Strategic Asset Allocation - Equal Weight Moderate | NA | 6.13% | 1.57% | 4.40% | 3.44% | 6.06% | 5.55% | 5.65% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Integrated Device Technology Inc 401K Savings plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.49 | 6.13 | 1.57 | 4.40 | 3.44 | 6.06 | 5.55 | 5.65 | -0.24 | 13.22 | -10.68 | 1.61 | 16.67 | 17.56 | -7.59 | 13.88 | 3.08 | -1.36 | 1.71 | 10.85 | 14.23 | -3.16 | 12.89 | 33.35 | -26.64 | 11.31 | 10.30 | 9.05 | 12.39 | 19.02 | -2.34 | 2.68 |
| Sharpe Ratio | NA | 0.35 | -0.12 | 0.39 | 0.36 | NA | NA | 0.47 | -0.07 | 1.08 | -0.89 | 0.15 | 0.95 | 2.37 | -0.95 | 2.96 | 0.35 | -0.15 | 0.23 | 1.64 | 2.23 | -0.27 | 1.29 | 2.01 | -1.36 | 0.85 | 0.90 | 1.29 | 1.68 | 2.91 | -0.46 | 0.05 |
| Standard Deviation(%) | NA | 8.23 | 10.90 | 11.90 | 10.12 | NA | NA | 10.26 | 7.84 | 8.30 | 13.59 | 10.42 | 17.38 | 6.82 | 9.39 | 4.48 | 8.19 | 9.14 | 7.48 | 6.58 | 6.35 | 11.88 | 9.91 | 16.54 | 20.34 | 9.73 | 7.80 | 5.35 | 6.81 | 6.29 | 7.50 | 7.51 |
| Draw Down(%) | NA | 7.61 | 20.55 | 22.02 | 22.02 | NA | NA | 39.91 | 2.61 | 7.61 | 17.62 | 7.62 | 22.02 | 3.88 | 14.07 | 2.00 | 8.22 | 11.43 | 7.07 | 6.67 | 5.04 | 13.16 | 7.45 | 17.45 | 34.63 | 6.84 | 10.28 | 4.19 | 6.32 | 6.73 | 13.89 | 9.42 |
| Yield(%) | NA | 3.89 | 3.44 | 3.42 | 3.25 | NA | NA | 3.71 | 0.00 | 4.18 | 1.91 | 4.46 | 3.79 | 3.13 | 2.65 | 0.42 | 1.83 | 6.73 | 3.73 | 2.40 | 4.61 | 2.66 | 4.04 | 3.98 | 5.69 | 7.31 | 3.09 | 3.97 | 3.31 | 3.13 | 3.46 | 4.90 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Integrated Device Technology Inc 401K Savings plan Strategic Asset Allocation - Equal Weight Moderate |
-8.04%
Feb 2006 - Feb 2009 |
-1.01%
Feb 2004 - Feb 2009 |
3.44%
Oct 2013 - Oct 2023 |
3.56%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Integrated Device Technology Inc 401K Savings plan Strategic Asset Allocation - Equal Weight Moderate |
20.38%
Feb 2009 - Feb 2012 |
15.66%
Feb 2009 - Feb 2014 |
9.18%
Feb 2009 - Feb 2019 |
7.59%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart