Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Huawei USA 401K Tactical Asset Allocation Moderate | NA | 18.03% | 3.34% | 9.00% | 7.62% | 8.68% | 10.04% | 10.74% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Huawei USA 401K 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 (%) | -1.23 | 18.03 | 3.34 | 9.00 | 7.62 | 8.68 | 10.04 | 10.74 | NA | -0.34 | 12.49 | -9.93 | 11.85 | 22.88 | 21.79 | -8.75 | 15.15 | 5.74 | 1.91 | 4.38 | 12.53 | 11.62 | 4.83 | 14.31 | 25.28 | 1.70 | 15.95 | 22.94 | 8.79 | 16.20 | 22.80 | 5.29 | 8.65 |
| Sharpe Ratio | NA | -0.54 | -0.24 | 0.34 | 0.47 | NA | NA | 0.90 | 0.07 | -0.71 | 1.02 | -0.86 | 1.19 | 1.22 | 3.36 | -1.00 | 2.74 | 0.66 | 0.20 | 0.60 | 1.73 | 1.55 | 0.32 | 1.18 | 2.19 | 0.12 | 1.12 | 2.20 | 0.86 | 1.89 | 3.78 | 0.81 | 1.17 |
| Standard Deviation(%) | NA | 9.66 | 10.50 | 12.50 | 10.51 | NA | NA | 9.66 | 10.68 | 9.72 | 8.09 | 13.13 | 9.95 | 18.63 | 6.07 | 10.06 | 5.30 | 8.38 | 9.41 | 7.30 | 7.21 | 7.44 | 14.92 | 12.03 | 11.49 | 6.62 | 11.60 | 8.95 | 7.74 | 8.08 | 5.86 | 5.17 | 5.43 |
| Draw Down(%) | NA | 10.65 | 14.26 | 22.55 | 22.55 | NA | NA | 22.55 | 0.90 | 10.65 | 7.17 | 16.51 | 5.65 | 22.55 | 2.53 | 16.25 | 2.43 | 7.20 | 9.87 | 4.97 | 7.29 | 5.49 | 12.61 | 9.13 | 5.39 | 7.77 | 8.64 | 8.51 | 5.77 | 9.56 | 2.82 | 3.82 | 4.10 |
| Yield(%) | NA | 4.68 | 4.85 | 5.31 | 5.26 | NA | NA | 0.00 | NA | 2.45 | 3.24 | 2.07 | 7.69 | 6.24 | 7.98 | 4.92 | 4.69 | 3.65 | 7.34 | 5.29 | 1.62 | 4.77 | 2.26 | 4.64 | 5.22 | 4.87 | 3.78 | 5.18 | 2.30 | 6.09 | 4.91 | 7.26 | 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 |
|---|---|---|---|---|
| Huawei USA 401K Tactical Asset Allocation Moderate |
0.33%
Dec 2021 - Dec 2024 |
3.16%
Mar 2015 - Mar 2020 |
6.14%
Mar 2010 - Mar 2020 |
7.61%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Huawei USA 401K Tactical Asset Allocation Moderate |
19.23%
Oct 2004 - Oct 2007 |
18.43%
Oct 2002 - Oct 2007 |
14.74%
May 2001 - May 2011 |
12.33%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart