Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Synopsys 401(k) Plan Strategic Asset Allocation - Optimal Moderate | 0.39% | 1.50% | 4.61% | 8.77% | 6.33% | 6.80% | 6.78% | 7.16% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Synopsys 401(k) Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 06/04/2025 |
| 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 (%) | -1.95 | 1.50 | 4.61 | 8.77 | 6.33 | 6.80 | 6.78 | 7.16 | 0.39 | 7.46 | 15.69 | -13.94 | 8.48 | 16.74 | 21.15 | -4.78 | 15.15 | 4.75 | -0.04 | 3.12 | 13.11 | 12.18 | 0.00 | 12.67 | 27.65 | -22.00 | 11.30 | 8.89 | 11.29 | 13.05 | 23.84 | -3.56 | 3.95 |
| Sharpe Ratio | NA | 0.18 | 0.45 | 0.51 | 0.54 | NA | NA | 0.58 | 0.33 | 0.41 | 1.48 | -1.16 | 1.09 | 0.96 | 2.98 | -0.66 | 3.21 | 0.54 | -0.01 | 0.51 | 1.92 | 1.65 | 0.00 | 1.13 | 1.70 | -1.10 | 0.88 | 0.67 | 1.30 | 1.60 | 3.08 | -0.45 | 0.15 |
| Standard Deviation(%) | NA | 11.73 | 10.74 | 10.29 | 10.16 | NA | NA | 10.55 | 13.65 | 9.34 | 8.15 | 13.23 | 7.76 | 17.12 | 6.60 | 9.31 | 4.51 | 8.47 | 8.21 | 6.13 | 6.82 | 7.34 | 13.19 | 11.13 | 16.19 | 20.89 | 9.30 | 8.19 | 6.94 | 7.52 | 7.50 | 10.35 | 10.32 |
| Draw Down(%) | NA | 12.45 | 12.45 | 21.86 | 21.86 | NA | NA | 34.29 | 10.04 | 6.93 | 7.53 | 21.00 | 4.78 | 19.56 | 2.76 | 12.19 | 1.64 | 6.18 | 8.31 | 5.57 | 6.27 | 6.53 | 11.79 | 8.69 | 15.57 | 32.22 | 6.71 | 8.52 | 4.81 | 6.43 | 6.30 | 15.72 | 12.69 |
| Yield(%) | NA | 4.00 | 4.85 | 4.18 | 3.93 | NA | NA | 0.00 | NA | 0.50 | 4.08 | 3.83 | 6.53 | 3.54 | 2.72 | 4.75 | 3.87 | 3.21 | 3.01 | 3.94 | 3.72 | 3.17 | 3.07 | 2.18 | 2.56 | 3.12 | 12.19 | 6.92 | 5.68 | 4.03 | 1.86 | 2.20 | 2.98 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| Synopsys 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
-6.16%
Feb 2006 - Feb 2009 |
0.73%
Feb 2004 - Feb 2009 |
5.16%
Oct 2013 - Oct 2023 |
4.90%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Synopsys 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
19.49%
Feb 2009 - Feb 2012 |
15.11%
Feb 2009 - Feb 2014 |
9.84%
Feb 2009 - Feb 2019 |
9.34%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart