Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MICROSEMI DEFERRED SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 2.49% | 4.49% | 6.78% | 5.12% | 6.74% | 5.93% | 6.10% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MICROSEMI DEFERRED SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.73 | 2.49 | 4.49 | 6.78 | 5.12 | 6.74 | 5.93 | 6.10 | 1.13 | 13.77 | -5.50 | 6.82 | 20.73 | 16.73 | -5.24 | 2.36 | 8.03 | 0.08 | 4.91 | 13.59 | 11.76 | -0.93 | 10.15 | 19.54 | -20.97 | 11.51 | 10.21 | 7.64 | 9.47 | 20.56 | -1.07 | 1.72 |
| Sharpe Ratio | NA | 0.88 | 0.32 | 0.67 | 0.53 | NA | NA | 0.54 | 0.13 | 1.18 | -0.55 | 0.69 | 1.16 | 1.94 | -0.72 | 0.36 | 0.89 | 0.01 | 0.72 | 2.20 | 2.12 | -0.09 | 1.09 | 1.31 | -1.19 | 0.92 | 1.04 | 1.01 | 1.20 | 3.08 | -0.26 | -0.08 |
| Standard Deviation(%) | NA | 7.94 | 10.27 | 11.77 | 9.98 | NA | NA | 9.77 | 6.42 | 8.08 | 12.63 | 9.90 | 17.71 | 7.89 | 9.03 | 4.76 | 8.80 | 8.36 | 6.77 | 6.15 | 5.53 | 10.62 | 9.22 | 14.86 | 18.44 | 9.22 | 6.68 | 5.43 | 7.12 | 6.45 | 8.25 | 7.32 |
| Draw Down(%) | NA | 6.08 | 12.88 | 20.79 | 20.79 | NA | NA | 34.94 | 1.14 | 6.08 | 12.88 | 7.46 | 20.79 | 3.80 | 12.08 | 3.95 | 8.20 | 8.67 | 5.07 | 5.98 | 4.40 | 10.73 | 7.48 | 17.39 | 31.16 | 5.61 | 7.05 | 3.79 | 6.65 | 5.34 | 11.60 | 7.80 |
| Yield(%) | NA | 4.82 | 5.61 | 5.15 | 4.90 | NA | NA | 4.38 | 0.01 | 5.06 | 3.75 | 8.21 | 6.87 | 2.22 | 5.09 | 0.38 | 6.08 | 3.88 | 7.67 | 2.91 | 3.88 | 2.24 | 3.98 | 4.08 | 4.90 | 6.84 | 5.30 | 2.87 | 3.22 | 3.06 | 3.83 | 4.34 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| MICROSEMI DEFERRED SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.30%
Feb 2006 - Feb 2009 |
-0.20%
Feb 2004 - Feb 2009 |
4.27%
Oct 2007 - Oct 2017 |
4.50%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MICROSEMI DEFERRED SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
15.60%
Feb 2009 - Feb 2012 |
13.39%
Feb 2009 - Feb 2014 |
8.27%
Feb 2009 - Feb 2019 |
7.52%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart