Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DELL INC. 401(k) PLAN Tactical Asset Allocation Moderate | NA | 19.60% | 2.76% | 6.97% | 5.48% | 7.32% | 9.57% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DELL INC. 401(k) PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -1.18 | 19.60 | 2.76 | 6.97 | 5.48 | 7.32 | 9.57 | … | … | 0.84 | 9.05 | 12.52 | -10.69 | 8.63 | 14.42 | 14.87 | -7.26 | 11.52 | 5.99 | -1.30 | 5.22 | 17.33 | 12.02 | 2.64 | 15.60 | 21.71 | -1.05 | 22.81 | 18.52 | 19.38 | 19.88 | 36.43 | 7.22 | 4.54 |
| Sharpe Ratio | NA | 0.45 | -0.02 | 0.31 | 0.37 | NA | NA | … | … | 0.07 | 0.25 | 0.97 | -0.92 | 0.82 | 0.79 | 1.81 | -0.89 | 2.13 | 0.71 | -0.15 | 0.67 | 2.17 | 1.51 | 0.16 | 1.32 | 2.07 | -0.32 | 1.54 | 1.56 | 2.40 | 2.14 | 6.02 | 1.37 | 0.37 |
| Standard Deviation(%) | NA | 9.77 | 10.68 | 12.42 | 10.43 | NA | NA | … | … | 10.62 | 9.84 | 8.50 | 13.12 | 10.48 | 17.85 | 7.44 | 9.61 | 5.10 | 8.13 | 8.84 | 7.76 | 7.95 | 7.92 | 16.04 | 11.79 | 10.46 | 6.24 | 12.85 | 9.76 | 7.16 | 8.84 | 5.94 | 4.46 | 6.05 |
| Draw Down(%) | NA | 5.87 | 16.08 | 21.71 | 21.71 | NA | NA | … | … | 0.77 | 5.87 | 7.45 | 17.03 | 6.89 | 21.71 | 3.85 | 14.71 | 2.18 | 6.27 | 9.51 | 5.12 | 5.48 | 5.42 | 14.25 | 8.90 | 5.18 | 7.77 | 9.23 | 13.93 | 6.00 | 10.83 | 2.33 | 2.44 | 6.27 |
| Yield(%) | NA | 4.81 | 5.20 | 4.48 | 4.21 | NA | NA | … | … | NA | 1.57 | 4.61 | 2.94 | 7.14 | 3.00 | 4.35 | 3.87 | 4.25 | 3.47 | 3.80 | 4.49 | 3.96 | 4.64 | 4.00 | 3.78 | 5.21 | 4.89 | 13.30 | 9.56 | 6.18 | 3.88 | 3.38 | 5.97 | 7.98 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| DELL INC. 401(k) PLAN Tactical Asset Allocation Moderate |
1.12%
Mar 2017 – Mar 2020 |
1.40%
Mar 2015 – Mar 2020 |
4.27%
Oct 2013 – Oct 2023 |
6.53%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DELL INC. 401(k) PLAN Tactical Asset Allocation Moderate |
28.13%
Apr 2003 – Apr 2006 |
24.00%
Oct 2002 – Oct 2007 |
17.31%
Apr 2001 – Apr 2011 |
13.53%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart