Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GlobalFoundries U.S. Inc. 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate | NA | -0.47% | 4.21% | 3.86% | 6.99% | 5.89% | NA | 6.08% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GlobalFoundries U.S. Inc. 401(k) Plan Strategic Asset Allocation - Equal Weight 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 (%) | 1.33 | -0.47 | 4.21 | 3.86 | 6.99 | 5.89 | NA | 6.08 | -4.84 | 13.88 | 4.94 | -0.69 | 2.19 | 10.25 | 10.81 | 0.65 | 13.41 | 21.85 | -21.33 | 8.30 | 10.71 | 7.47 | 10.60 | 19.26 | -2.29 | 3.96 |
| Sharpe Ratio | NA | -0.70 | 0.47 | 0.32 | 0.73 | NA | NA | 0.48 | -0.70 | 2.98 | 0.52 | -0.08 | 0.31 | 1.60 | 1.75 | 0.06 | 1.41 | 1.38 | -1.15 | 0.53 | 0.99 | 0.90 | 1.34 | 2.65 | -0.38 | 0.16 |
| Standard Deviation(%) | NA | 8.83 | 7.78 | 7.80 | 9.19 | NA | NA | 9.69 | 8.83 | 4.44 | 9.13 | 8.57 | 7.03 | 6.37 | 6.16 | 11.09 | 9.43 | 15.80 | 19.32 | 9.94 | 7.52 | 5.91 | 7.20 | 7.00 | 8.83 | 10.17 |
| Draw Down(%) | NA | 11.10 | 11.10 | 12.84 | 17.15 | NA | NA | 35.27 | 11.10 | 1.65 | 7.41 | 9.09 | 5.64 | 5.42 | 5.12 | 10.79 | 6.97 | 17.15 | 30.85 | 6.63 | 8.93 | 3.81 | 6.46 | 6.94 | 14.74 | 13.71 |
| Yield(%) | NA | 13.06 | 7.22 | 5.70 | 4.00 | NA | NA | 3.90 | 12.99 | 5.11 | 3.45 | 4.05 | 2.91 | 1.99 | 2.29 | 2.70 | 2.60 | 1.80 | 2.68 | 4.61 | 6.20 | 4.54 | 3.85 | 3.09 | 1.57 | 3.76 |
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 |
|---|---|---|---|---|
| GlobalFoundries U.S. Inc. 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate |
-6.69%
Feb 2006 - Feb 2009 |
-0.69%
Feb 2004 - Feb 2009 |
4.23%
Feb 2006 - Feb 2016 |
5.44%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GlobalFoundries U.S. Inc. 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate |
18.31%
Feb 2009 - Feb 2012 |
14.25%
Feb 2009 - Feb 2014 |
8.08%
Mar 2003 - Mar 2013 |
7.39%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart