Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ARRIS GROUP INC. EE SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 33.17% | 12.01% | 11.48% | 7.51% | 8.08% | 7.13% | 7.40% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARRIS GROUP INC. EE SAVINGS PLAN Strategic Asset Allocation - Optimal 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 (%) | -0.62 | 33.17 | 12.01 | 11.48 | 7.51 | 8.08 | 7.13 | 7.40 | NA | 20.51 | 20.61 | -4.56 | 9.07 | 12.53 | 15.63 | -3.64 | 2.15 | 3.98 | 0.51 | 5.26 | 13.79 | 9.53 | 1.04 | 12.61 | 21.12 | -22.86 | 9.10 | 11.31 | 9.26 | 13.87 | 22.91 | -3.05 | 1.24 |
| Sharpe Ratio | NA | 2.14 | 0.88 | 0.74 | 0.56 | NA | NA | 0.53 | 0.09 | 1.99 | 2.33 | -0.47 | 0.99 | 0.64 | 1.98 | -0.52 | 0.24 | 0.47 | 0.05 | 0.80 | 2.14 | 1.31 | 0.07 | 1.08 | 1.13 | -1.04 | 0.63 | 1.28 | 1.17 | 1.76 | 2.63 | -0.37 | -0.12 |
| Standard Deviation(%) | NA | 6.92 | 9.26 | 11.94 | 10.22 | NA | NA | 10.99 | 5.69 | 6.99 | 7.03 | 12.59 | 9.12 | 19.27 | 7.20 | 9.55 | 6.26 | 7.95 | 9.41 | 6.57 | 6.42 | 7.23 | 14.26 | 11.59 | 18.64 | 22.91 | 9.73 | 6.29 | 6.06 | 7.36 | 8.45 | 11.18 | 9.01 |
| Draw Down(%) | NA | 4.27 | 12.01 | 22.56 | 22.56 | NA | NA | 37.77 | 0.28 | 4.27 | 4.91 | 12.78 | 5.77 | 22.56 | 3.33 | 12.58 | 5.05 | 8.84 | 7.03 | 4.69 | 4.85 | 5.95 | 12.96 | 8.16 | 17.64 | 32.84 | 6.05 | 6.76 | 3.98 | 5.95 | 6.79 | 17.28 | 13.37 |
| Yield(%) | NA | 15.87 | 10.75 | 7.72 | 6.58 | NA | NA | 4.50 | NA | 4.71 | 14.98 | 7.44 | 4.49 | 4.39 | 1.92 | 6.70 | 0.70 | 3.52 | 10.97 | 5.75 | 1.97 | 1.44 | 1.72 | 1.67 | 1.77 | 2.00 | 5.61 | 5.27 | 6.32 | 3.22 | 1.71 | 1.66 | 3.61 |
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 |
|---|---|---|---|---|
| ARRIS GROUP INC. EE SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-7.42%
Feb 2006 - Feb 2009 |
-0.27%
Feb 2004 - Feb 2009 |
3.94%
Mar 2010 - Mar 2020 |
3.85%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARRIS GROUP INC. EE SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
18.32%
Feb 2009 - Feb 2012 |
14.65%
Feb 2009 - Feb 2014 |
8.75%
Mar 2003 - Mar 2013 |
9.02%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart