Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/30/2020.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Advanced Micro Devices Inc (AMD) Retirement Savings Plan Strategic Asset Allocation - Optimal Moderate | NA | 15.77% | 7.66% | 7.87% | 7.92% | 6.52% | NA | 7.70% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Advanced Micro Devices Inc (AMD) Retirement Savings Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 02/25/2021 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/30/2020.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.90 | 15.77 | 7.66 | 7.87 | 7.92 | 6.52 | NA | 7.70 | 0.24 | 19.97 | 16.26 | -5.25 | 8.26 | 8.27 | 0.16 | 5.99 | 17.65 | 11.14 | -0.13 | 14.38 | 29.35 | -27.07 | 4.31 | 9.87 | 6.65 | 13.86 | 25.49 | -2.23 | 7.76 |
| Sharpe Ratio | NA | 1.12 | 0.59 | 0.82 | 0.67 | NA | NA | 0.56 | 0.02 | 0.99 | 1.93 | -0.65 | 1.52 | 0.93 | 0.02 | 0.88 | 2.31 | 1.34 | -0.01 | 1.21 | 1.49 | -1.15 | 0.14 | 0.86 | 0.63 | 1.61 | 2.93 | -0.31 | 0.61 |
| Standard Deviation(%) | NA | 20.17 | 13.65 | 11.42 | 10.63 | NA | NA | 11.78 | 11.63 | 19.95 | 7.71 | 10.05 | 5.03 | 8.70 | 8.62 | 6.78 | 7.62 | 8.27 | 14.65 | 11.81 | 19.67 | 24.43 | 9.21 | 7.69 | 7.13 | 8.03 | 8.46 | 10.74 | 8.96 |
| Draw Down(%) | NA | 20.92 | 24.06 | 24.06 | 24.06 | NA | NA | 45.04 | 4.33 | 24.06 | 4.31 | 13.04 | 2.29 | 7.98 | 7.49 | 4.93 | 5.70 | 7.19 | 13.67 | 9.43 | 23.98 | 38.62 | 6.34 | 8.51 | 4.95 | 7.91 | 8.31 | 18.01 | 10.64 |
| Yield(%) | NA | 5.15 | 3.65 | 3.06 | 3.56 | NA | NA | 4.01 | 0.06 | 5.03 | 2.47 | 3.47 | 0.38 | 3.92 | 5.95 | 6.66 | 2.56 | 2.54 | 3.36 | 2.57 | 2.42 | 5.62 | 5.30 | 7.17 | 5.49 | 5.39 | 1.65 | 3.87 | 4.26 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Advanced Micro Devices Inc (AMD) Retirement Savings Plan Strategic Asset Allocation - Optimal Moderate |
-11.68%
Feb 2006 - Feb 2009 |
-3.74%
Feb 2004 - Feb 2009 |
4.76%
Feb 2006 - Feb 2016 |
4.84%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Advanced Micro Devices Inc (AMD) Retirement Savings Plan Strategic Asset Allocation - Optimal Moderate |
23.13%
Feb 2009 - Feb 2012 |
18.45%
Feb 2009 - Feb 2014 |
11.16%
Feb 2009 - Feb 2019 |
8.08%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart