Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Qualcomm 401(k) Plan Strategic Asset Allocation - Optimal Moderate | NA | 26.06% | 4.12% | 7.03% | 4.23% | 5.89% | 5.70% | 6.09% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Qualcomm 401(k) 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 (%) | -1.03 | 26.06 | 4.12 | 7.03 | 4.23 | 5.89 | 5.70 | 6.09 | NA | 10.88 | 11.73 | -13.08 | 8.11 | 14.63 | 17.24 | -18.78 | 13.43 | 5.03 | -2.06 | 3.13 | 12.34 | 13.73 | -4.11 | 15.76 | 27.92 | -24.49 | 10.09 | 9.89 | 9.55 | 15.51 | 27.42 | -6.85 | 0.49 |
| Sharpe Ratio | NA | 0.65 | -0.11 | 0.30 | 0.22 | NA | NA | 0.40 | 0.04 | 0.53 | 0.89 | -1.09 | 0.88 | 0.88 | 2.40 | -1.14 | 2.82 | 0.57 | -0.25 | 0.49 | 1.84 | 1.81 | -0.30 | 1.37 | 1.53 | -1.19 | 0.74 | 0.83 | 1.18 | 1.89 | 3.09 | -0.68 | -0.15 |
| Standard Deviation(%) | NA | 8.05 | 10.22 | 11.55 | 10.86 | NA | NA | 11.26 | 7.20 | 8.09 | 8.41 | 13.29 | 9.20 | 16.38 | 6.60 | 17.55 | 4.54 | 8.41 | 8.40 | 6.39 | 6.69 | 7.54 | 13.96 | 11.42 | 18.14 | 21.36 | 9.57 | 8.02 | 6.26 | 7.71 | 8.65 | 11.75 | 11.76 |
| Draw Down(%) | NA | 4.88 | 20.20 | 21.09 | 26.78 | NA | NA | 38.66 | 0.62 | 4.88 | 7.48 | 20.27 | 4.91 | 21.09 | 3.52 | 24.70 | 1.84 | 7.86 | 9.73 | 5.24 | 6.82 | 6.19 | 15.69 | 8.93 | 18.39 | 34.60 | 6.81 | 9.23 | 4.31 | 7.70 | 6.34 | 17.15 | 14.34 |
| Yield(%) | NA | 4.30 | 4.96 | 4.42 | 3.60 | NA | NA | 3.77 | NA | 0.84 | 3.99 | 3.34 | 7.15 | 4.44 | 2.26 | 3.62 | 0.51 | 2.41 | 3.93 | 3.67 | 4.85 | 4.17 | 3.62 | 3.86 | 3.57 | 3.86 | 6.33 | 4.20 | 3.91 | 4.23 | 2.39 | 2.26 | 3.40 |
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 |
|---|---|---|---|---|
| Qualcomm 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
-7.96%
Feb 2006 - Feb 2009 |
-1.05%
Mar 2015 - Mar 2020 |
2.27%
Oct 2013 - Oct 2023 |
2.95%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Qualcomm 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
20.18%
Feb 2009 - Feb 2012 |
15.72%
Feb 2009 - Feb 2014 |
9.68%
Mar 2003 - Mar 2013 |
8.46%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart