Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MEDIMMUNE LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | -0.93% | 3.37% | 2.81% | 7.26% | 6.32% | NA | 6.69% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MEDIMMUNE LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.38 | -0.93 | 3.37 | 2.81 | 7.26 | 6.32 | NA | 6.69 | -4.01 | 9.61 | 3.36 | -0.59 | 1.07 | 13.67 | 10.78 | -0.85 | 17.54 | 24.90 | -26.29 | 9.35 | 14.32 | 8.69 | 15.49 | 21.94 | -2.45 | 5.77 |
| Sharpe Ratio | NA | -0.52 | 0.26 | 0.17 | 0.71 | NA | NA | 0.52 | -0.52 | 1.75 | 0.39 | -0.08 | 0.16 | 2.06 | 1.48 | -0.07 | 1.75 | 1.50 | -1.28 | 0.67 | 1.55 | 1.07 | 2.24 | 3.74 | -0.43 | 0.45 |
| Standard Deviation(%) | NA | 10.34 | 8.10 | 7.80 | 9.72 | NA | NA | 9.95 | 10.34 | 5.12 | 7.99 | 8.14 | 6.46 | 6.62 | 7.24 | 13.14 | 9.97 | 16.49 | 21.28 | 9.41 | 7.12 | 6.09 | 6.48 | 5.69 | 8.23 | 7.69 |
| Draw Down(%) | NA | 12.54 | 12.54 | 12.54 | 17.37 | NA | NA | 40.72 | 12.54 | 2.51 | 7.57 | 8.61 | 5.29 | 6.14 | 6.53 | 13.12 | 6.54 | 17.37 | 35.26 | 6.60 | 8.10 | 4.41 | 5.91 | 5.69 | 14.91 | 10.64 |
| Yield(%) | NA | 6.34 | 3.51 | 4.08 | 3.43 | NA | NA | 3.65 | 6.30 | 0.33 | 3.83 | 5.96 | 3.96 | 3.63 | 2.57 | 3.01 | 2.19 | 2.13 | 3.58 | 4.18 | 6.55 | 3.57 | 3.86 | 2.63 | 2.38 | 5.07 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| MEDIMMUNE LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-7.72%
Feb 2006 - Feb 2009 |
-0.38%
Feb 2004 - Feb 2009 |
3.91%
Oct 2007 - Oct 2017 |
6.25%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEDIMMUNE LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate |
20.40%
Feb 2009 - Feb 2012 |
15.97%
Feb 2009 - Feb 2014 |
9.26%
Mar 2003 - Mar 2013 |
7.83%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart