Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NETFLIX 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | -0.87% | 5.02% | 4.90% | 9.60% | 7.25% | NA | 8.06% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NETFLIX 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 (%) | 2.18 | -0.87 | 5.02 | 4.90 | 9.60 | 7.25 | NA | 8.06 | -0.11 | 9.91 | 3.66 | 3.11 | 3.01 | 16.63 | 15.63 | -0.26 | 15.90 | 28.66 | -29.68 | 11.60 | 9.34 | 10.97 | 12.14 | 34.63 | -0.95 | 5.20 |
| Sharpe Ratio | NA | -0.13 | 0.43 | 0.41 | 0.86 | NA | NA | 0.60 | -0.13 | 1.65 | 0.42 | 0.36 | 0.43 | 2.29 | 1.94 | -0.02 | 1.29 | 1.69 | -1.38 | 0.89 | 0.76 | 1.34 | 1.36 | 4.26 | -0.22 | 0.33 |
| Standard Deviation(%) | NA | 11.23 | 8.65 | 8.34 | 10.42 | NA | NA | 10.75 | 11.23 | 5.61 | 8.20 | 8.60 | 7.04 | 7.24 | 8.02 | 13.64 | 12.23 | 16.91 | 22.23 | 9.59 | 7.91 | 6.56 | 8.24 | 7.97 | 9.32 | 8.67 |
| Draw Down(%) | NA | 12.64 | 12.64 | 12.64 | 16.67 | NA | NA | 40.70 | 12.64 | 5.13 | 7.23 | 7.70 | 5.02 | 5.86 | 6.35 | 14.68 | 8.32 | 16.67 | 38.38 | 7.29 | 9.29 | 5.01 | 7.75 | 5.95 | 14.65 | 12.46 |
| Yield(%) | NA | 9.21 | 3.87 | 3.34 | 3.52 | NA | NA | 3.71 | 9.16 | 0.27 | 2.08 | 3.10 | 2.07 | 3.24 | 3.79 | 3.64 | 4.00 | 3.41 | 3.92 | 5.30 | 4.25 | 4.75 | 3.21 | 3.46 | 3.21 | 3.96 |
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 |
|---|---|---|---|---|
| NETFLIX 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-8.66%
Feb 2006 - Feb 2009 |
-1.44%
Feb 2004 - Feb 2009 |
5.47%
Jan 2006 - Jan 2016 |
7.14%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NETFLIX 401K PLAN Strategic Asset Allocation - Optimal Moderate |
20.77%
Jan 2003 - Jan 2006 |
17.63%
Feb 2009 - Feb 2014 |
10.24%
Mar 2003 - Mar 2013 |
9.12%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart