Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Synopsys 401(k) Plan Asset Allocation Composite Moderate | NA | 15.74% | 5.42% | 6.93% | 6.16% | 6.91% | 7.59% | 7.36% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Synopsys 401(k) Plan Asset Allocation Composite Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 1.07 | 15.74 | 5.42 | 6.93 | 6.16 | 6.91 | 7.59 | 7.36 | NA | 5.16 | 13.31 | -9.30 | 6.10 | 11.17 | 18.79 | -5.08 | 15.06 | 4.10 | -0.52 | 1.82 | 13.70 | 12.84 | -1.95 | 13.57 | 14.61 | 0.57 | 11.24 | 12.75 | 9.84 | 11.02 | 16.35 | -5.42 | -1.01 |
| Sharpe Ratio | NA | -0.42 | 0.08 | 0.32 | 0.39 | NA | NA | 0.64 | 0.25 | -0.16 | 1.24 | -0.89 | 0.76 | 0.63 | 2.70 | -0.69 | 3.14 | 0.46 | -0.07 | 0.28 | 2.08 | 1.71 | -0.15 | 1.29 | 1.55 | -1.00 | 0.77 | 1.42 | 1.08 | 1.38 | 2.28 | -1.43 | -0.62 |
| Standard Deviation(%) | NA | 9.08 | 9.53 | 11.35 | 9.67 | NA | NA | 8.67 | 7.49 | 9.09 | 7.30 | 12.05 | 8.03 | 17.41 | 6.43 | 9.25 | 4.59 | 8.42 | 8.09 | 6.48 | 6.57 | 7.48 | 13.33 | 10.42 | 9.37 | 0.35 | 10.65 | 6.68 | 7.10 | 7.30 | 6.87 | 4.57 | 5.36 |
| Draw Down(%) | NA | 8.30 | 13.22 | 18.62 | 21.35 | NA | NA | 21.35 | 1.79 | 7.95 | 5.15 | 15.87 | 4.34 | 21.35 | 2.90 | 12.07 | 1.62 | 6.55 | 8.96 | 5.84 | 5.55 | 6.73 | 12.86 | 8.07 | 5.65 | 0.34 | 7.31 | 7.19 | 5.14 | 5.92 | 5.43 | 7.63 | 7.61 |
| Yield(%) | NA | 4.15 | 4.93 | 4.17 | 3.72 | NA | NA | 0.00 | NA | 0.50 | 4.54 | 3.21 | 6.67 | 3.76 | 2.46 | 3.26 | 3.79 | 2.72 | 2.62 | 4.31 | 4.02 | 3.09 | 2.99 | 2.24 | 1.45 | 0.92 | 5.64 | 7.62 | 5.29 | 3.63 | 1.46 | 1.51 | 2.11 |
Data as of 11/29/2024, 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 |
|---|---|---|---|---|
| Synopsys 401(k) Plan Asset Allocation Composite Moderate |
1.64%
Sep 2019 - Sep 2022 |
2.83%
Mar 2015 - Mar 2020 |
4.59%
Oct 2013 - Oct 2023 |
5.44%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Synopsys 401(k) Plan Asset Allocation Composite Moderate |
15.32%
Apr 2003 - Apr 2006 |
13.08%
Oct 2002 - Oct 2007 |
10.84%
Apr 2003 - Apr 2013 |
9.25%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart