Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Applied Materials Inc Employee Savings and Retirement Plan Tactical Asset Allocation Moderate | NA | 14.00% | 9.45% | 7.81% | 8.97% | 9.38% | NA | … | … |
Data as of 08/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Applied Materials Inc Employee Savings and Retirement Plan Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.93 | 14.00 | 9.45 | 7.81 | 8.97 | 9.38 | NA | … | … | 3.05 | 12.33 | 3.28 | 0.55 | 4.16 | 21.66 | 9.56 | 1.53 | 15.15 | 12.74 | 2.14 | 6.73 | 13.32 | 8.00 | 14.24 | 21.15 | 3.39 | -3.83 |
| Sharpe Ratio | NA | 0.29 | 0.67 | 0.58 | 0.80 | NA | NA | … | … | 0.19 | 1.98 | 0.34 | 0.05 | 0.49 | 2.83 | 1.11 | 0.09 | 1.17 | 1.38 | 3.00 | 0.38 | 1.24 | 0.88 | 1.76 | 2.87 | 0.64 | -1.20 |
| Standard Deviation(%) | NA | 9.44 | 8.46 | 8.64 | 10.05 | NA | NA | … | … | 9.93 | 5.89 | 8.97 | 9.83 | 8.44 | 7.65 | 8.54 | 16.23 | 12.84 | 9.17 | 0.41 | 9.73 | 8.09 | 6.59 | 7.56 | 7.13 | 3.58 | 5.14 |
| Draw Down(%) | NA | 8.04 | 9.35 | 11.42 | 13.94 | NA | NA | … | … | 8.04 | 2.19 | 8.29 | 8.95 | 5.36 | 3.36 | 6.84 | 13.94 | 10.18 | 4.60 | 0.40 | 6.46 | 8.50 | 4.60 | 5.32 | 3.65 | 2.14 | 7.06 |
| Yield(%) | NA | 3.62 | 4.61 | 4.02 | 2.69 | NA | NA | … | … | 1.07 | 3.82 | 6.07 | 3.83 | 2.27 | 4.56 | 1.81 | 0.95 | 1.05 | 2.29 | 2.55 | 10.08 | 10.42 | 5.91 | 6.03 | 3.66 | 4.40 | 2.74 |
Data as of 08/31/2018, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Applied Materials Inc Employee Savings and Retirement Plan Tactical Asset Allocation Moderate |
2.65%
Dec 2013 – Dec 2016 |
5.27%
Oct 2013 – Oct 2018 |
7.36%
May 2007 – May 2017 |
8.25%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Applied Materials Inc Employee Savings and Retirement Plan Tactical Asset Allocation Moderate |
17.20%
Apr 2003 – Apr 2006 |
13.14%
Oct 2002 – Oct 2007 |
10.89%
Apr 2003 – Apr 2013 |
9.91%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart