Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Mentor Graphics Individual Deferred Tax and Savings Plan Strategic Asset Allocation - Optimal Moderate | NA | 11.84% | 4.22% | 6.93% | 4.06% | 7.12% | NA | 6.51% |
Data as of 09/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Mentor Graphics Individual Deferred Tax and Savings Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.44 | 11.84 | 4.22 | 6.93 | 4.06 | 7.12 | NA | 6.51 | 4.90 | 3.75 | -0.96 | 2.02 | 18.85 | 9.58 | -0.66 | 10.76 | 22.24 | -26.27 | 8.71 | 10.88 | 10.30 | 10.74 | 22.62 | -5.13 | 6.95 |
| Sharpe Ratio | NA | 0.48 | 0.15 | 0.69 | 0.27 | NA | NA | 0.44 | 0.50 | 0.42 | -0.12 | 0.28 | 2.74 | 1.13 | -0.05 | 0.88 | 1.24 | -1.24 | 0.61 | 1.14 | 1.23 | 1.42 | 2.78 | -0.57 | 0.50 |
| Standard Deviation(%) | NA | 8.55 | 8.61 | 7.97 | 12.52 | NA | NA | 11.00 | 8.56 | 8.42 | 8.60 | 7.20 | 6.86 | 8.41 | 15.23 | 12.11 | 17.80 | 21.91 | 9.25 | 6.67 | 6.61 | 6.88 | 7.89 | 10.92 | 9.25 |
| Draw Down(%) | NA | 7.78 | 13.85 | 13.85 | 37.92 | NA | NA | 39.15 | 7.78 | 8.78 | 8.81 | 5.00 | 4.28 | 7.32 | 14.77 | 9.33 | 17.42 | 35.82 | 6.21 | 7.12 | 4.83 | 4.51 | 7.94 | 16.25 | 12.07 |
| Yield(%) | NA | 0.92 | 3.55 | 4.53 | 3.09 | NA | NA | 3.51 | 0.92 | 4.68 | 5.15 | 3.44 | 8.40 | 1.46 | 1.53 | 1.16 | 1.59 | 2.39 | 6.94 | 4.03 | 2.46 | 3.79 | 2.10 | 2.12 | 4.07 |
Data as of 09/29/2017, 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 |
|---|---|---|---|---|
| Mentor Graphics Individual Deferred Tax and Savings Plan Strategic Asset Allocation - Optimal Moderate |
-8.47%
Feb 2006 - Feb 2009 |
-1.20%
Feb 2004 - Feb 2009 |
3.65%
Nov 2007 - Nov 2017 |
5.42%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Mentor Graphics Individual Deferred Tax and Savings Plan Strategic Asset Allocation - Optimal Moderate |
17.20%
Mar 2003 - Mar 2006 |
14.69%
Feb 2009 - Feb 2014 |
7.78%
Mar 2003 - Mar 2013 |
7.12%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart