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 - Optimal Moderate | NA | 12.06% | 7.55% | 5.85% | 8.37% | 7.63% | NA | 8.03% |
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 - Optimal 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 (%) | 0.63 | 12.06 | 7.55 | 5.85 | 8.37 | 7.63 | NA | 8.03 | 19.09 | -2.44 | 8.35 | 7.27 | 1.25 | 6.51 | 17.94 | 12.68 | -0.31 | 14.71 | 27.76 | -23.34 | 9.18 | 13.78 | 8.63 | 15.77 | 23.77 | -5.35 | 4.86 |
| Sharpe Ratio | NA | 2.34 | 0.82 | 0.66 | 0.82 | NA | NA | 0.62 | 2.34 | -0.35 | 1.31 | 0.77 | 0.13 | 0.95 | 2.37 | 1.53 | -0.02 | 1.21 | 1.64 | -1.08 | 0.67 | 1.43 | 1.01 | 2.02 | 2.62 | -0.52 | 0.22 |
| Standard Deviation(%) | NA | 7.55 | 8.32 | 8.67 | 9.61 | NA | NA | 11.03 | 7.55 | 10.76 | 5.87 | 9.14 | 9.23 | 6.85 | 7.55 | 8.25 | 15.17 | 12.06 | 16.83 | 22.49 | 9.15 | 7.35 | 6.41 | 7.34 | 8.80 | 12.41 | 11.49 |
| Draw Down(%) | NA | 3.51 | 11.71 | 11.71 | 14.89 | NA | NA | 35.94 | 3.51 | 11.71 | 4.40 | 8.45 | 8.08 | 4.89 | 6.22 | 6.52 | 14.89 | 8.92 | 17.04 | 33.97 | 5.64 | 7.15 | 4.32 | 6.51 | 8.86 | 18.19 | 12.25 |
| Yield(%) | NA | 4.63 | 3.46 | 3.61 | 3.48 | NA | NA | 3.59 | 4.63 | 5.31 | 0.41 | 2.69 | 5.04 | 2.10 | 2.61 | 4.13 | 3.77 | 3.86 | 2.86 | 5.45 | 5.04 | 3.67 | 3.17 | 3.82 | 2.45 | 3.27 | 3.89 |
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 - Optimal Moderate |
-6.31%
Feb 2006 - Feb 2009 |
0.50%
Feb 2004 - Feb 2009 |
6.24%
Feb 2006 - Feb 2016 |
7.22%
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 - Optimal Moderate |
20.10%
Feb 2009 - Feb 2012 |
17.23%
Feb 2009 - Feb 2014 |
11.14%
Feb 2009 - Feb 2019 |
9.39%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart