Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| InfoSys Technologies Ltd Tax Savings 401K Profit Sharing Plan Strategic Asset Allocation - Optimal Moderate | NA | 10.65% | 5.68% | 6.70% | 5.43% | 5.70% | NA | 5.95% |
Data as of 09/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| InfoSys Technologies Ltd Tax Savings 401K Profit Sharing Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/18/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.94 | 10.65 | 5.68 | 6.70 | 5.43 | 5.70 | NA | 5.95 | 16.15 | 16.88 | -6.12 | 10.25 | 5.07 | -3.01 | 3.12 | 9.00 | 11.73 | -0.97 | 12.70 | 28.50 | -25.76 | 12.76 | 12.99 | 6.99 | 11.94 | 22.89 | -8.65 | 0.14 |
| Sharpe Ratio | NA | 0.97 | 0.60 | 0.76 | 0.61 | NA | NA | 0.49 | 0.92 | 2.50 | -0.86 | 2.17 | 0.59 | -0.40 | 0.55 | 1.45 | 1.63 | -0.08 | 1.22 | 1.70 | -1.25 | 0.90 | 1.38 | 0.83 | 1.46 | 2.59 | -0.86 | -0.23 |
| Standard Deviation(%) | NA | 17.08 | 11.65 | 9.95 | 9.20 | NA | NA | 10.61 | 17.35 | 6.18 | 8.64 | 4.44 | 8.32 | 7.62 | 5.62 | 6.17 | 7.17 | 13.16 | 10.38 | 16.75 | 21.40 | 10.87 | 7.04 | 5.84 | 7.55 | 8.57 | 11.37 | 9.34 |
| Draw Down(%) | NA | 19.74 | 19.74 | 19.74 | 19.74 | NA | NA | 38.70 | 19.74 | 3.18 | 12.10 | 1.99 | 6.06 | 10.35 | 4.80 | 6.17 | 5.99 | 12.79 | 7.62 | 16.30 | 35.43 | 7.35 | 7.84 | 4.92 | 6.40 | 8.16 | 19.51 | 13.29 |
| Yield(%) | NA | 5.06 | 3.30 | 2.68 | 2.81 | NA | NA | 3.24 | 4.50 | 1.80 | 3.59 | 0.47 | 2.17 | 2.38 | 3.76 | 3.91 | 2.84 | 2.46 | 1.81 | 1.63 | 2.68 | 6.59 | 6.49 | 5.00 | 3.48 | 2.02 | 1.61 | 2.45 |
Data as of 09/30/2020, 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 |
|---|---|---|---|---|
| InfoSys Technologies Ltd Tax Savings 401K Profit Sharing Plan Strategic Asset Allocation - Optimal Moderate |
-6.43%
Feb 2006 - Feb 2009 |
-0.39%
Feb 2004 - Feb 2009 |
3.82%
Oct 2007 - Oct 2017 |
4.67%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| InfoSys Technologies Ltd Tax Savings 401K Profit Sharing Plan Strategic Asset Allocation - Optimal Moderate |
19.41%
Feb 2009 - Feb 2012 |
14.60%
Feb 2009 - Feb 2014 |
9.08%
Mar 2003 - Mar 2013 |
7.51%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart