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 Strategic Asset Allocation - Optimal Moderate | NA | 23.90% | -0.67% | 4.62% | 4.70% | 6.72% | 6.15% | 6.62% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GLOBALFOUNDRIES U.S. INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.98 | 23.90 | -0.67 | 4.62 | 4.70 | 6.72 | 6.15 | 6.62 | NA | 4.23 | 13.07 | -16.99 | 0.49 | 21.90 | 15.61 | -6.38 | 8.59 | 5.60 | 2.45 | 6.12 | 14.02 | 13.55 | -0.06 | 15.75 | 34.93 | -27.59 | 7.27 | 10.56 | 7.59 | 11.65 | 24.97 | -2.72 | 3.26 |
| Sharpe Ratio | NA | -0.11 | -0.32 | 0.09 | 0.23 | NA | NA | 0.40 | 0.02 | -0.27 | 0.86 | -1.24 | 0.05 | 1.09 | 1.78 | -0.42 | 1.41 | 0.62 | 0.28 | 0.84 | 1.94 | 1.63 | -0.01 | 1.24 | 1.85 | -1.14 | 0.41 | 0.85 | 0.79 | 1.27 | 2.84 | -0.36 | 0.12 |
| Standard Deviation(%) | NA | 8.78 | 11.59 | 13.44 | 12.18 | NA | NA | 12.23 | 9.62 | 8.88 | 10.31 | 14.79 | 10.16 | 19.81 | 8.00 | 18.41 | 5.65 | 8.75 | 8.60 | 7.27 | 7.21 | 8.30 | 15.42 | 12.67 | 18.80 | 24.97 | 10.46 | 8.62 | 6.91 | 8.41 | 8.55 | 10.56 | 8.08 |
| Draw Down(%) | NA | 6.90 | 22.45 | 27.36 | 27.36 | NA | NA | 42.37 | 0.92 | 6.90 | 10.62 | 24.26 | 7.33 | 23.85 | 4.06 | 19.79 | 3.37 | 8.08 | 7.77 | 4.98 | 5.60 | 6.74 | 14.79 | 9.35 | 20.18 | 39.87 | 6.99 | 9.79 | 4.42 | 7.81 | 7.45 | 15.96 | 11.35 |
| Yield(%) | NA | 4.20 | 5.56 | 4.68 | 4.70 | NA | NA | 4.04 | NA | 0.56 | 4.18 | 4.64 | 6.74 | 4.57 | 2.24 | 9.54 | 0.26 | 4.22 | 6.67 | 3.48 | 4.60 | 2.18 | 2.85 | 2.29 | 2.26 | 4.18 | 3.93 | 6.98 | 4.87 | 4.86 | 2.32 | 1.42 | 3.01 |
Data as of 10/31/2024, 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 Strategic Asset Allocation - Optimal Moderate |
-10.20%
Feb 2006 - Feb 2009 |
-2.82%
Feb 2004 - Feb 2009 |
3.24%
Oct 2013 - Oct 2023 |
4.09%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLOBALFOUNDRIES U.S. INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
24.50%
Feb 2009 - Feb 2012 |
18.79%
Feb 2009 - Feb 2014 |
11.23%
Feb 2009 - Feb 2019 |
9.01%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart