Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GLOBALFOUNDRIES U.S. INC. 401K PLAN Tactical Asset Allocation Moderate | NA | -4.29% | -0.95% | -0.42% | 1.17% | 3.08% | 4.55% | 5.11% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GLOBALFOUNDRIES U.S. INC. 401K PLAN Tactical Asset Allocation 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 (%) | -0.45 | -4.29 | -0.95 | -0.42 | 1.17 | 3.08 | 4.55 | 5.11 | 0.33 | 7.43 | -14.99 | 4.02 | 11.68 | 4.76 | -2.61 | 8.43 | 5.46 | -2.02 | -0.11 | 12.74 | 5.27 | 1.55 | 4.12 | 14.30 | -1.57 | 10.53 | 16.06 | 5.09 | 10.19 | 18.25 | -1.11 | 11.20 |
| Sharpe Ratio | NA | 0.40 | -0.36 | 0.05 | 0.14 | NA | NA | 0.55 | 0.01 | 0.40 | -1.53 | 0.44 | 1.24 | 0.65 | -0.47 | 1.32 | 1.14 | -0.38 | -0.02 | 1.81 | 1.01 | 0.15 | 0.35 | 1.68 | -1.66 | 0.69 | 1.45 | 0.46 | 1.00 | 2.81 | -0.80 | 1.18 |
| Standard Deviation(%) | NA | 8.26 | 9.27 | 8.70 | 7.55 | NA | NA | 7.76 | 8.51 | 7.93 | 10.73 | 9.17 | 9.21 | 5.19 | 8.30 | 5.91 | 4.59 | 5.37 | 6.55 | 7.04 | 5.18 | 10.36 | 11.52 | 8.44 | 1.51 | 10.91 | 8.81 | 6.39 | 9.25 | 6.24 | 2.78 | 7.52 |
| Draw Down(%) | NA | 7.12 | 21.75 | 21.75 | 21.75 | NA | NA | 21.75 | 2.12 | 7.12 | 16.14 | 4.88 | 13.25 | 3.65 | 9.04 | 3.63 | 3.24 | 5.27 | 5.68 | 4.49 | 4.46 | 10.51 | 11.97 | 4.79 | 2.82 | 7.45 | 10.91 | 4.69 | 8.06 | 3.68 | 3.83 | 3.44 |
| Yield(%) | NA | 4.08 | 4.16 | 4.00 | 3.25 | NA | NA | 2.90 | 0.01 | 4.31 | 2.64 | 5.46 | 4.05 | 3.53 | 3.22 | 0.10 | 3.60 | 2.95 | 2.74 | 2.67 | 2.17 | 1.67 | 2.37 | 1.58 | 0.84 | 4.13 | 6.43 | 3.13 | 3.85 | 2.82 | 0.60 | 1.78 |
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 |
|---|---|---|---|---|
| GLOBALFOUNDRIES U.S. INC. 401K PLAN Tactical Asset Allocation Moderate |
-1.76%
Nov 2020 - Nov 2023 |
-0.72%
Sep 2018 - Sep 2023 |
1.17%
Oct 2013 - Oct 2023 |
3.06%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLOBALFOUNDRIES U.S. INC. 401K PLAN Tactical Asset Allocation Moderate |
13.78%
Apr 2003 - Apr 2006 |
12.65%
Oct 2002 - Oct 2007 |
9.12%
Apr 2001 - Apr 2011 |
7.32%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart