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 Tactical Asset Allocation Moderate | NA | -1.95% | 4.83% | 2.97% | 6.36% | 7.91% | NA | 8.88% |
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 Tactical Asset Allocation 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 (%) | 0.15 | -1.95 | 4.83 | 2.97 | 6.36 | 7.91 | NA | 8.88 | 3.33 | 11.24 | 5.57 | -2.08 | -0.87 | 18.34 | 7.58 | -6.41 | 6.62 | 26.87 | -0.57 | 15.25 | 14.91 | 8.98 | 13.13 | 32.48 | 2.81 | 5.85 |
| Sharpe Ratio | NA | -2.24 | -2.98 | -3.11 | -1.82 | NA | NA | -1.62 | -2.25 | -1.60 | -6.33 | -3.56 | -3.03 | -0.03 | -2.12 | -2.21 | -1.16 | 1.00 | -3.01 | -0.67 | -0.96 | -1.98 | -0.82 | 2.33 | -3.47 | -2.93 |
| Standard Deviation(%) | NA | 8.11 | 6.08 | 6.09 | 7.57 | NA | NA | 7.32 | 8.11 | 4.98 | 4.52 | 5.79 | 6.40 | 7.58 | 5.17 | 11.27 | 10.30 | 8.30 | 6.70 | 10.11 | 7.73 | 6.07 | 7.91 | 5.67 | 4.89 | 5.24 |
| Draw Down(%) | NA | 6.49 | 6.49 | 8.10 | 14.37 | NA | NA | 14.37 | 6.49 | 2.02 | 4.08 | 6.35 | 6.78 | 5.87 | 4.06 | 14.37 | 10.04 | 4.70 | 6.79 | 7.38 | 8.55 | 4.29 | 7.90 | 2.43 | 6.54 | 4.14 |
| Yield(%) | NA | 4.96 | 2.69 | 3.71 | 3.93 | NA | NA | 4.27 | 4.93 | 0.34 | 2.49 | 5.44 | 5.20 | 4.03 | 4.55 | 3.23 | 3.77 | 5.17 | 4.08 | 4.78 | 4.17 | 3.46 | 3.70 | 4.96 | 4.11 | 8.52 |
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 Tactical Asset Allocation Moderate |
0.82%
Dec 2013 - Dec 2016 |
2.01%
Apr 2011 - Apr 2016 |
5.84%
Apr 2008 - Apr 2018 |
7.83%
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 Tactical Asset Allocation Moderate |
19.12%
Jan 2003 - Jan 2006 |
17.74%
Oct 2002 - Oct 2007 |
12.92%
Apr 2001 - Apr 2011 |
9.87%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart