Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ANALOG DEVICES, INC.THE INVESTMENT PARTNERSHIP PLAN Strategic Asset Allocation - Optimal Moderate | NA | -3.47% | 3.35% | 2.85% | 7.63% | 5.65% | NA | 5.93% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANALOG DEVICES, INC.THE INVESTMENT PARTNERSHIP PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| 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 (%) | 0.88 | -3.47 | 3.35 | 2.85 | 7.63 | 5.65 | NA | 5.93 | -3.78 | 10.67 | 5.04 | -1.12 | 1.96 | 13.84 | 12.69 | -3.06 | 15.40 | 34.21 | -31.26 | 11.42 | 9.42 | 6.39 | 11.67 | 25.85 | -6.64 | 4.28 |
| Sharpe Ratio | NA | -0.70 | 0.46 | 0.29 | 0.79 | NA | NA | 0.45 | -0.70 | 2.60 | 0.60 | -0.14 | 0.33 | 2.07 | 1.59 | -0.23 | 1.33 | 1.91 | -1.52 | 0.93 | 0.91 | 0.74 | 1.60 | 2.93 | -0.69 | 0.21 |
| Standard Deviation(%) | NA | 7.26 | 6.67 | 6.88 | 9.85 | NA | NA | 10.32 | 7.26 | 3.86 | 8.11 | 8.27 | 5.95 | 6.66 | 7.93 | 13.19 | 11.47 | 17.84 | 21.14 | 9.01 | 6.70 | 5.67 | 6.70 | 8.58 | 11.25 | 9.54 |
| Draw Down(%) | NA | 9.48 | 9.48 | 12.40 | 17.11 | NA | NA | 43.39 | 9.48 | 1.81 | 7.23 | 9.41 | 5.40 | 5.90 | 7.04 | 14.38 | 8.75 | 17.11 | 37.66 | 7.02 | 7.14 | 4.03 | 5.98 | 8.66 | 18.38 | 13.01 |
| Yield(%) | NA | 1.92 | 1.59 | 2.14 | 2.19 | NA | NA | 2.94 | 1.91 | 0.20 | 2.64 | 2.18 | 3.78 | 2.86 | 1.99 | 3.16 | 1.69 | 1.34 | 6.37 | 7.77 | 4.45 | 5.15 | 1.83 | 1.51 | 1.25 | 2.91 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| ANALOG DEVICES, INC.THE INVESTMENT PARTNERSHIP PLAN Strategic Asset Allocation - Optimal Moderate |
-10.08%
Feb 2006 - Feb 2009 |
-3.01%
Feb 2004 - Feb 2009 |
4.21%
Oct 2007 - Oct 2017 |
5.51%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANALOG DEVICES, INC.THE INVESTMENT PARTNERSHIP PLAN Strategic Asset Allocation - Optimal Moderate |
21.73%
Feb 2009 - Feb 2012 |
16.80%
Feb 2009 - Feb 2014 |
8.66%
Mar 2003 - Mar 2013 |
7.55%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart