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 |
|---|---|---|---|---|---|---|---|---|
| VMware Inc 401k Savings Plan Strategic Asset Allocation - Optimal Moderate | NA | -2.27% | 3.88% | 4.35% | 7.92% | 6.43% | NA | 6.49% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VMware Inc 401k Savings 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 (%) | 1.16 | -2.27 | 3.88 | 4.35 | 7.92 | 6.43 | NA | 6.49 | -3.36 | 10.15 | 4.27 | 1.47 | 5.35 | 14.79 | 11.93 | -0.64 | 13.67 | 24.36 | -24.66 | 5.28 | 14.07 | 10.87 | 11.79 | 20.23 | -4.48 | 3.35 |
| Sharpe Ratio | NA | -0.57 | 0.39 | 0.43 | 0.72 | NA | NA | 0.45 | -0.57 | 2.16 | 0.50 | 0.18 | 0.89 | 2.18 | 1.48 | -0.05 | 1.11 | 1.20 | -1.03 | 0.22 | 1.49 | 1.46 | 1.48 | 2.27 | -0.47 | 0.11 |
| Standard Deviation(%) | NA | 8.25 | 7.14 | 7.11 | 10.67 | NA | NA | 11.33 | 8.25 | 4.40 | 8.09 | 8.01 | 5.99 | 6.77 | 8.02 | 14.68 | 12.24 | 20.26 | 24.93 | 10.43 | 7.23 | 5.97 | 7.35 | 8.59 | 11.79 | 9.03 |
| Draw Down(%) | NA | 9.38 | 9.38 | 9.69 | 17.30 | NA | NA | 38.76 | 9.38 | 2.44 | 7.55 | 6.61 | 4.80 | 5.05 | 6.76 | 14.01 | 8.81 | 17.30 | 36.84 | 7.22 | 7.70 | 3.59 | 4.65 | 8.90 | 17.39 | 12.42 |
| Yield(%) | NA | 4.78 | 2.61 | 3.13 | 2.94 | NA | NA | 3.09 | 4.75 | 0.75 | 2.34 | 4.03 | 3.83 | 4.00 | 1.89 | 2.87 | 2.55 | 2.19 | 2.31 | 4.83 | 4.68 | 4.52 | 1.91 | 2.03 | 2.44 | 3.65 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMware Inc 401k Savings Plan Strategic Asset Allocation - Optimal Moderate |
-8.33%
Feb 2006 - Feb 2009 |
-0.77%
Feb 2004 - Feb 2009 |
4.71%
May 2007 - May 2017 |
6.07%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMware Inc 401k Savings Plan Strategic Asset Allocation - Optimal Moderate |
19.21%
Feb 2009 - Feb 2012 |
15.76%
Feb 2009 - Feb 2014 |
8.74%
Nov 2008 - Nov 2018 |
7.94%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart