Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Coherent Employee Retirement and Investment Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 6.18% | 4.28% | 4.37% | 7.28% | 6.44% | NA | 6.60% |
Data as of 05/29/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Coherent Employee Retirement and Investment Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 08/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.30 | 6.18 | 4.28 | 4.37 | 7.28 | 6.44 | NA | 6.60 | 11.03 | 12.43 | -3.17 | 7.69 | 3.37 | 2.71 | 6.53 | 13.13 | 13.42 | 1.69 | 13.08 | 23.31 | -21.22 | 6.74 | 14.00 | 8.16 | 10.56 | 20.80 | -3.85 | 2.55 |
| Sharpe Ratio | NA | 0.88 | 0.61 | 0.70 | 0.87 | NA | NA | 0.61 | 0.74 | 1.62 | -0.54 | 1.56 | 0.39 | 0.33 | 1.11 | 1.95 | 2.01 | 0.13 | 1.32 | 1.45 | -1.16 | 0.41 | 1.78 | 1.10 | 1.47 | 2.63 | -0.48 | 0.03 |
| Standard Deviation(%) | NA | 12.56 | 9.42 | 8.67 | 8.42 | NA | NA | 9.65 | 14.67 | 6.80 | 8.32 | 4.53 | 8.19 | 8.14 | 5.85 | 6.73 | 6.64 | 12.43 | 9.83 | 16.03 | 19.04 | 9.02 | 6.02 | 5.44 | 6.55 | 7.65 | 10.24 | 8.36 |
| Draw Down(%) | NA | 16.04 | 16.04 | 16.04 | 16.04 | NA | NA | 35.69 | 16.01 | 3.59 | 9.80 | 3.03 | 7.91 | 6.66 | 4.70 | 5.55 | 4.91 | 10.90 | 7.08 | 17.16 | 31.53 | 5.75 | 6.39 | 3.35 | 6.36 | 6.59 | 16.14 | 9.96 |
| Yield(%) | NA | 1.82 | 3.13 | 3.67 | 3.74 | NA | NA | 4.15 | 0.49 | 2.38 | 6.75 | 0.89 | 3.59 | 5.44 | 4.96 | 4.08 | 3.27 | 2.92 | 4.39 | 4.57 | 3.66 | 6.12 | 3.94 | 6.00 | 3.53 | 2.80 | 4.21 | 4.85 |
Data as of 05/29/2020, 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 |
|---|---|---|---|---|
| Coherent Employee Retirement and Investment Plan Strategic Asset Allocation - Equal Weight Moderate |
-6.42%
Feb 2006 - Feb 2009 |
-0.50%
Feb 2004 - Feb 2009 |
5.55%
Oct 2007 - Oct 2017 |
5.80%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Coherent Employee Retirement and Investment Plan Strategic Asset Allocation - Equal Weight Moderate |
19.61%
Feb 2009 - Feb 2012 |
15.88%
Feb 2009 - Feb 2014 |
10.14%
Feb 2009 - Feb 2019 |
8.18%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart