Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Sungard 401(k) Plan Tactical Asset Allocation Moderate | NA | 0.08% | 9.33% | 7.51% | 7.59% | 8.57% | 9.85% | … | … |
Data as of 04/29/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Sungard 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 07/08/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.77 | 0.08 | 9.33 | 7.51 | 7.59 | 8.57 | 9.85 | … | … | -11.03 | 14.96 | 14.03 | 12.65 | -2.23 | 11.46 | 6.86 | -0.26 | 3.77 | 19.25 | 13.36 | 3.49 | 15.48 | 15.18 | 6.69 | 8.82 | 11.84 | 8.46 | 14.50 | 25.34 | 5.07 | 3.90 |
| Sharpe Ratio | NA | -0.43 | 0.58 | 0.53 | 0.73 | NA | NA | … | … | -0.86 | 1.31 | 1.02 | 1.40 | -0.34 | 2.29 | 0.76 | -0.03 | 0.48 | 2.37 | 1.65 | 0.24 | 1.29 | 1.64 | 0.89 | 0.58 | 1.06 | 0.98 | 1.76 | 3.55 | 0.89 | 0.28 |
| Standard Deviation(%) | NA | 11.02 | 11.91 | 10.78 | 9.50 | NA | NA | … | … | 13.09 | 11.37 | 13.50 | 8.02 | 10.35 | 4.74 | 8.71 | 9.02 | 7.74 | 8.10 | 8.09 | 14.66 | 11.94 | 9.18 | 6.52 | 10.00 | 8.06 | 6.45 | 7.72 | 6.94 | 4.46 | 5.73 |
| Draw Down(%) | NA | 12.60 | 16.38 | 16.38 | 16.38 | NA | NA | … | … | 12.60 | 7.46 | 16.38 | 4.43 | 13.86 | 1.88 | 6.17 | 9.09 | 5.31 | 5.24 | 5.82 | 13.11 | 8.72 | 5.00 | 3.60 | 6.91 | 8.87 | 4.18 | 7.64 | 3.31 | 2.37 | 4.88 |
| Yield(%) | NA | 7.63 | 6.96 | 6.24 | 6.23 | NA | NA | … | … | 1.21 | 7.52 | 7.80 | 6.78 | 6.54 | 2.37 | 10.28 | 6.21 | 6.65 | 5.07 | 3.73 | 2.22 | 3.61 | 4.73 | 5.07 | 7.00 | 5.28 | 6.02 | 2.95 | 3.98 | 5.93 | 5.44 |
Data as of 04/29/2022, 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 |
|---|---|---|---|---|
| Sungard 401(k) Plan Tactical Asset Allocation Moderate |
2.37%
Mar 2017 – Mar 2020 |
2.86%
Mar 2015 – Mar 2020 |
6.66%
Mar 2010 – Mar 2020 |
8.12%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Sungard 401(k) Plan Tactical Asset Allocation Moderate |
17.66%
Apr 2003 – Apr 2006 |
14.00%
Oct 2002 – Oct 2007 |
12.65%
Apr 2003 – Apr 2013 |
10.92%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart