Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Hewlett-Packard Company 401(k) Plan Strategic Asset Allocation - Optimal Moderate | NA | -7.42% | 5.08% | 5.37% | 6.09% | 5.34% | 7.14% | 7.32% |
Data as of 04/29/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Hewlett-Packard Company 401(k) Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 07/12/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.84 | -7.42 | 5.08 | 5.37 | 6.09 | 5.34 | 7.14 | 7.32 | -15.43 | 7.67 | 13.49 | 15.19 | -4.81 | 13.32 | 6.82 | 0.25 | 5.56 | 10.08 | 15.96 | -1.34 | 14.44 | 30.44 | -27.36 | 8.84 | 13.06 | 10.25 | 17.59 | 25.08 | -1.07 | 5.57 |
| Sharpe Ratio | NA | -1.42 | 0.13 | 0.28 | 0.58 | NA | NA | 0.56 | -1.22 | 1.03 | 0.73 | 2.24 | -0.77 | 3.11 | 0.84 | 0.03 | 0.93 | 1.43 | 2.15 | -0.10 | 1.27 | 1.64 | -1.22 | 0.61 | 1.30 | 1.35 | 2.29 | 3.61 | -0.27 | 0.41 |
| Standard Deviation(%) | NA | 10.47 | 12.77 | 10.76 | 9.06 | NA | NA | 10.69 | 12.88 | 7.44 | 18.07 | 6.15 | 7.98 | 4.07 | 7.91 | 8.05 | 5.94 | 7.00 | 7.41 | 13.41 | 11.32 | 18.49 | 23.21 | 9.61 | 7.53 | 5.99 | 7.27 | 6.75 | 7.96 | 7.85 |
| Draw Down(%) | NA | 17.12 | 23.94 | 23.94 | 23.94 | NA | NA | 40.35 | 16.12 | 4.46 | 23.94 | 2.92 | 10.89 | 1.44 | 7.19 | 8.68 | 5.47 | 8.41 | 5.72 | 13.69 | 8.26 | 18.07 | 38.86 | 6.83 | 8.68 | 4.10 | 8.22 | 7.20 | 12.69 | 10.56 |
| Yield(%) | NA | 4.18 | 4.26 | 4.06 | 3.75 | NA | NA | 4.69 | 2.16 | 3.01 | 5.39 | 3.41 | 3.97 | 3.88 | 3.81 | 3.43 | 3.24 | 3.61 | 3.32 | 4.52 | 5.25 | 4.73 | 4.56 | 9.68 | 6.82 | 5.12 | 5.68 | 4.65 | 3.09 | 5.22 |
Data as of 04/29/2022, 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 |
|---|---|---|---|---|
| Hewlett-Packard Company 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
-8.56%
Feb 2006 - Feb 2009 |
-0.39%
Feb 2004 - Feb 2009 |
5.16%
Feb 2006 - Feb 2016 |
4.88%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Hewlett-Packard Company 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
21.39%
Feb 2009 - Feb 2012 |
16.70%
Feb 2009 - Feb 2014 |
10.72%
Feb 2009 - Feb 2019 |
9.10%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart