Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NUANCE COMMUNICATIONS INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | -5.94% | 2.83% | 3.47% | 7.46% | 6.43% | NA | 7.87% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NUANCE COMMUNICATIONS INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
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 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.48 | -5.94 | 2.83 | 3.47 | 7.46 | 6.43 | NA | 7.87 | -7.64 | 10.91 | 4.37 | -0.11 | 5.55 | 16.72 | 10.87 | 1.21 | 15.21 | 18.42 | -21.24 | 5.52 | 7.66 | 9.56 | 19.14 | 30.48 | 1.35 | 13.36 |
| Sharpe Ratio | NA | -1.01 | 0.22 | 0.29 | 0.74 | NA | NA | 0.63 | -1.01 | 2.41 | 0.58 | -0.02 | 0.95 | 2.51 | 1.57 | 0.10 | 1.46 | 1.04 | -0.99 | 0.30 | 0.58 | 1.16 | 2.73 | 4.63 | 0.03 | 1.08 |
| Standard Deviation(%) | NA | 8.84 | 7.02 | 6.88 | 9.45 | NA | NA | 10.10 | 8.84 | 4.26 | 7.15 | 7.44 | 5.81 | 6.64 | 6.90 | 12.08 | 10.33 | 17.66 | 22.29 | 8.22 | 7.52 | 6.38 | 6.66 | 6.44 | 9.34 | 10.28 |
| Draw Down(%) | NA | 14.75 | 14.75 | 14.75 | 18.76 | NA | NA | 36.10 | 14.75 | 2.72 | 5.90 | 7.05 | 4.43 | 5.77 | 5.45 | 12.15 | 8.43 | 18.76 | 33.30 | 5.21 | 7.19 | 4.59 | 5.56 | 3.73 | 14.25 | 12.75 |
| Yield(%) | NA | 4.20 | 2.82 | 3.51 | 3.86 | NA | NA | 4.20 | 4.18 | 0.42 | 3.83 | 3.54 | 5.60 | 5.87 | 3.80 | 4.89 | 4.03 | 2.15 | 2.63 | 4.14 | 4.33 | 8.33 | 4.70 | 4.67 | 3.19 | 5.25 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NUANCE COMMUNICATIONS INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-8.61%
Feb 2006 - Feb 2009 |
-0.46%
Feb 2004 - Feb 2009 |
4.70%
Jan 2006 - Jan 2016 |
6.43%
Oct 2003 - Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NUANCE COMMUNICATIONS INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
21.55%
Sep 2002 - Sep 2005 |
15.69%
Sep 2002 - Sep 2007 |
9.28%
Mar 2003 - Mar 2013 |
8.68%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart