Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VMware Inc 401k Savings Plan Tactical Asset Allocation Moderate | NA | 10.35% | 8.04% | 7.99% | 5.70% | 8.12% | 8.57% | 9.16% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VMware Inc 401k Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
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 | 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 (%) | -0.15 | 10.35 | 8.04 | 7.99 | 5.70 | 8.12 | 8.57 | 9.16 | 0.06 | 21.59 | -11.61 | 16.05 | 16.83 | 14.65 | -2.34 | 11.43 | 2.80 | -3.90 | 4.03 | 13.21 | 12.35 | 1.21 | 15.17 | 22.21 | 1.07 | 11.49 | 21.88 | 5.09 | 11.18 | 20.63 | 5.53 | 9.37 |
| Sharpe Ratio | NA | 1.61 | 0.60 | 0.98 | 0.76 | NA | NA | 1.06 | -0.03 | 2.36 | -1.14 | 1.53 | 2.11 | 2.90 | -0.51 | 2.41 | 0.55 | -0.56 | 0.69 | 2.08 | 3.17 | 0.11 | 1.42 | 2.63 | 0.02 | 0.77 | 2.14 | 0.43 | 1.27 | 3.71 | 0.93 | 1.43 |
| Standard Deviation(%) | NA | 7.38 | 9.84 | 8.72 | 7.44 | NA | NA | 7.70 | 7.89 | 7.35 | 11.37 | 10.48 | 7.86 | 4.57 | 7.20 | 4.48 | 4.71 | 6.99 | 5.80 | 6.32 | 3.88 | 10.84 | 10.64 | 8.40 | 8.27 | 10.97 | 8.68 | 6.80 | 8.07 | 5.38 | 4.75 | 4.93 |
| Draw Down(%) | NA | 4.44 | 18.64 | 18.64 | 18.64 | NA | NA | 18.64 | 1.71 | 4.44 | 18.64 | 4.69 | 8.82 | 1.98 | 8.44 | 2.57 | 3.94 | 9.98 | 4.95 | 6.07 | 2.46 | 11.67 | 7.95 | 4.53 | 7.65 | 7.73 | 7.19 | 4.81 | 9.24 | 2.57 | 4.44 | 4.10 |
| Yield(%) | NA | 14.30 | 9.83 | 8.04 | 5.41 | NA | NA | 5.35 | 0.89 | 14.69 | 8.11 | 5.86 | 6.35 | 4.63 | 4.63 | 0.60 | 3.72 | 2.06 | 3.10 | 4.14 | 5.57 | 3.04 | 7.11 | 6.56 | 4.85 | 4.54 | 5.35 | 5.16 | 4.91 | 4.02 | 4.63 | 8.51 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMware Inc 401k Savings Plan Tactical Asset Allocation Moderate |
0.92%
Dec 2013 - Dec 2016 |
2.26%
Dec 2013 - Dec 2018 |
5.59%
Jun 2012 - Jun 2022 |
7.00%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMware Inc 401k Savings Plan Tactical Asset Allocation Moderate |
15.84%
Dec 2018 - Dec 2021 |
15.08%
Oct 2002 - Oct 2007 |
12.75%
Apr 2001 - Apr 2011 |
10.02%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart