Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Twitter 401(k) Savings Plan Strategic Asset Allocation - Optimal Moderate | NA | -5.16% | 2.65% | 2.67% | 7.57% | 6.58% | NA | 6.73% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Twitter 401(k) Savings 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 (%) | 1.10 | -5.16 | 2.65 | 2.67 | 7.57 | 6.58 | NA | 6.73 | -6.17 | 10.32 | 4.21 | -2.13 | 3.41 | 17.40 | 13.12 | -1.07 | 14.22 | 25.22 | -26.44 | 12.21 | 12.71 | 10.20 | 14.91 | 28.09 | -4.97 | 1.08 |
| Sharpe Ratio | NA | -0.83 | 0.24 | 0.17 | 0.69 | NA | NA | 0.50 | -0.83 | 2.00 | 0.47 | -0.25 | 0.47 | 2.30 | 1.81 | -0.07 | 1.18 | 1.41 | -1.25 | 0.89 | 1.16 | 1.25 | 1.91 | 4.05 | -0.67 | -0.15 |
| Standard Deviation(%) | NA | 9.00 | 7.68 | 7.79 | 10.47 | NA | NA | 10.65 | 9.00 | 4.85 | 8.49 | 8.65 | 7.22 | 7.55 | 7.23 | 14.91 | 11.95 | 17.83 | 21.88 | 10.31 | 8.11 | 6.45 | 7.32 | 6.77 | 9.12 | 7.99 |
| Draw Down(%) | NA | 12.51 | 12.51 | 12.52 | 18.41 | NA | NA | 39.86 | 12.51 | 2.04 | 7.75 | 9.29 | 6.55 | 5.87 | 5.70 | 14.99 | 9.22 | 18.41 | 36.88 | 7.62 | 9.50 | 4.98 | 6.80 | 7.29 | 16.98 | 11.74 |
| Yield(%) | NA | 3.00 | 1.88 | 3.47 | 3.46 | NA | NA | 3.63 | 2.99 | 0.33 | 2.23 | 4.80 | 6.94 | 3.44 | 3.26 | 3.58 | 3.39 | 3.32 | 4.12 | 4.79 | 3.15 | 2.70 | 4.45 | 3.26 | 3.67 | 4.93 |
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 |
|---|---|---|---|---|
| Twitter 401(k) Savings Plan Strategic Asset Allocation - Optimal Moderate |
-7.13%
Feb 2006 - Feb 2009 |
0.41%
Feb 2004 - Feb 2009 |
4.66%
May 2007 - May 2017 |
6.53%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Twitter 401(k) Savings Plan Strategic Asset Allocation - Optimal Moderate |
20.43%
Mar 2003 - Mar 2006 |
16.63%
Feb 2009 - Feb 2014 |
10.08%
Mar 2003 - Mar 2013 |
8.69%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart