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 Strategic Asset Allocation - Equal Weight Moderate | NA | 11.16% | 7.20% | 5.16% | 7.01% | 6.65% | NA | 7.18% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Activision Blizzard 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.59 | 11.16 | 7.20 | 5.16 | 7.01 | 6.65 | NA | 7.18 | 17.05 | -5.19 | 12.78 | 5.70 | -0.27 | 2.04 | 14.82 | 10.82 | 1.61 | 12.06 | 23.73 | -17.90 | 8.09 | 11.49 | 7.32 | 13.95 | 25.99 | -5.55 | 2.79 |
| Sharpe Ratio | NA | 2.27 | 0.88 | 0.60 | 0.78 | NA | NA | 0.64 | 2.27 | -0.65 | 2.61 | 0.61 | -0.03 | 0.27 | 2.18 | 1.75 | 0.14 | 1.27 | 1.72 | -1.07 | 0.66 | 1.21 | 0.96 | 1.79 | 3.10 | -0.66 | 0.05 |
| Standard Deviation(%) | NA | 6.87 | 7.52 | 8.24 | 8.32 | NA | NA | 9.33 | 6.87 | 10.00 | 4.66 | 8.93 | 9.50 | 7.63 | 6.78 | 6.15 | 11.05 | 9.46 | 13.72 | 17.59 | 7.72 | 6.75 | 5.34 | 7.27 | 8.17 | 10.11 | 10.32 |
| Draw Down(%) | NA | 3.32 | 12.36 | 12.36 | 12.36 | NA | NA | 29.91 | 3.32 | 12.36 | 1.34 | 8.02 | 9.21 | 5.89 | 6.30 | 4.66 | 10.25 | 7.36 | 14.56 | 28.31 | 4.76 | 7.11 | 3.72 | 6.82 | 9.15 | 19.11 | 12.28 |
| Yield(%) | NA | 4.24 | 2.97 | 3.02 | 3.04 | NA | NA | 3.19 | 4.25 | 4.15 | 0.45 | 2.42 | 3.86 | 1.84 | 1.66 | 4.01 | 3.45 | 3.96 | 3.48 | 6.02 | 2.72 | 3.39 | 3.22 | 3.61 | 1.57 | 3.01 | 3.51 |
Data as of 10/31/2019, 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 Strategic Asset Allocation - Equal Weight Moderate |
-4.48%
Feb 2006 - Feb 2009 |
0.98%
Feb 2004 - Feb 2009 |
5.29%
Feb 2006 - Feb 2016 |
6.28%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Activision Blizzard 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate |
18.34%
Mar 2003 - Mar 2006 |
14.96%
Feb 2009 - Feb 2014 |
9.91%
Mar 2003 - Mar 2013 |
8.70%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart