Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Activision Blizzard 401(k) Plan Tactical Asset Allocation Moderate | NA | 29.80% | 7.98% | 10.67% | 9.00% | 10.06% | 10.49% | 11.30% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Activision Blizzard 401(k) Plan Tactical Asset Allocation 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 (%) | -1.28 | 29.80 | 7.98 | 10.67 | 9.00 | 10.06 | 10.49 | 11.30 | NA | 13.50 | 17.54 | -7.87 | 8.59 | 17.04 | 18.86 | -1.34 | 10.80 | 10.53 | 1.62 | 5.35 | 20.27 | 13.59 | 2.94 | 17.17 | 15.62 | 4.77 | 11.49 | 15.17 | 8.65 | 17.40 | 28.25 | 4.72 | 8.65 |
| Sharpe Ratio | NA | 0.69 | 0.28 | 0.49 | 0.60 | NA | NA | 0.94 | 0.06 | 0.55 | 1.42 | -0.69 | 0.80 | 0.81 | 2.05 | -0.23 | 1.96 | 1.16 | 0.16 | 0.69 | 2.58 | 1.64 | 0.19 | 1.46 | 1.52 | 0.62 | 0.88 | 1.51 | 1.04 | 2.15 | 4.30 | 0.70 | 1.17 |
| Standard Deviation(%) | NA | 12.37 | 11.88 | 13.92 | 11.72 | NA | NA | 10.05 | 8.99 | 12.48 | 9.39 | 13.37 | 10.74 | 20.74 | 8.51 | 11.46 | 5.18 | 8.93 | 9.91 | 7.77 | 7.85 | 8.25 | 15.17 | 11.67 | 10.20 | 6.20 | 9.67 | 7.89 | 6.23 | 7.65 | 6.41 | 5.14 | 5.43 |
| Draw Down(%) | NA | 7.43 | 14.89 | 20.02 | 20.02 | NA | NA | 20.02 | 0.67 | 7.43 | 6.91 | 15.10 | 5.65 | 20.02 | 3.96 | 13.89 | 2.24 | 8.16 | 9.05 | 4.82 | 5.31 | 6.30 | 13.21 | 8.11 | 4.61 | 4.96 | 5.22 | 8.60 | 4.35 | 6.84 | 2.33 | 2.77 | 4.10 |
| Yield(%) | NA | 5.65 | 6.48 | 5.36 | 5.16 | NA | NA | 0.00 | NA | 0.92 | 6.02 | 3.37 | 10.53 | 4.51 | 3.59 | 6.88 | 4.24 | 3.00 | 6.93 | 4.36 | 3.30 | 4.06 | 3.91 | 3.74 | 4.06 | 4.25 | 3.35 | 3.66 | 2.50 | 3.84 | 2.46 | 5.53 | 8.82 |
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 |
|---|---|---|---|---|
| Activision Blizzard 401(k) Plan Tactical Asset Allocation Moderate |
4.31%
Sep 2020 - Sep 2023 |
5.28%
Dec 2013 - Dec 2018 |
6.96%
Oct 2013 - Oct 2023 |
8.42%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Activision Blizzard 401(k) Plan Tactical Asset Allocation Moderate |
19.14%
Apr 2003 - Apr 2006 |
16.17%
Oct 2002 - Oct 2007 |
13.83%
Apr 2001 - Apr 2011 |
12.29%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart