Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Magma Design Automation 401K Tactical Asset Allocation Moderate | NA | 26.24% | 6.41% | 7.78% | 6.95% | 8.23% | 8.98% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Magma Design Automation 401K 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 (%) | -1.11 | 26.24 | 6.41 | 7.78 | 6.95 | 8.23 | 8.98 | … | … | 0.87 | 14.85 | 15.51 | -8.75 | 4.22 | 11.04 | 17.59 | -3.37 | 12.15 | 11.00 | -1.47 | 2.38 | 22.91 | 8.62 | 0.97 | 14.96 | 22.98 | 1.76 | 10.67 | 12.78 | 7.97 | 12.68 | 14.75 | -1.20 | 2.81 |
| Sharpe Ratio | NA | 0.90 | 0.33 | 0.31 | 0.45 | NA | NA | … | … | 0.07 | 0.73 | 1.13 | -0.78 | 0.34 | 0.48 | 2.40 | -0.44 | 1.82 | 1.09 | -0.15 | 0.23 | 2.70 | 1.02 | 0.06 | 1.29 | 2.34 | 0.15 | 0.79 | 1.24 | 0.88 | 1.44 | 2.14 | -0.39 | 0.07 |
| Standard Deviation(%) | NA | 11.20 | 11.47 | 14.53 | 12.04 | NA | NA | … | … | 12.18 | 11.28 | 9.92 | 13.00 | 12.23 | 22.57 | 6.74 | 10.72 | 6.33 | 9.89 | 9.96 | 10.31 | 8.49 | 8.43 | 16.11 | 11.53 | 9.80 | 5.75 | 9.77 | 7.65 | 6.58 | 8.17 | 6.58 | 5.87 | 6.78 |
| Draw Down(%) | NA | 6.47 | 12.80 | 27.27 | 27.27 | NA | NA | … | … | 0.97 | 6.47 | 7.44 | 15.16 | 6.28 | 27.27 | 4.15 | 14.59 | 2.93 | 7.89 | 11.94 | 6.15 | 4.59 | 6.75 | 15.75 | 10.09 | 5.03 | 5.03 | 7.65 | 8.65 | 4.77 | 7.92 | 5.43 | 5.96 | 7.97 |
| Yield(%) | NA | 6.35 | 7.09 | 6.54 | 7.02 | NA | NA | … | … | NA | 3.66 | 3.65 | 4.62 | 11.70 | 4.43 | 5.70 | 6.27 | 8.31 | 5.85 | 8.55 | 9.32 | 3.06 | 2.93 | 2.63 | 2.86 | 4.84 | 8.70 | 7.64 | 6.36 | 3.77 | 1.32 | 2.89 | 4.70 | 7.58 |
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 |
|---|---|---|---|---|
| Magma Design Automation 401K Tactical Asset Allocation Moderate |
0.74%
Mar 2017 – Mar 2020 |
2.40%
Mar 2015 – Mar 2020 |
5.10%
Oct 2013 – Oct 2023 |
6.95%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Magma Design Automation 401K Tactical Asset Allocation Moderate |
15.54%
Apr 2008 – Apr 2011 |
14.59%
Feb 2009 – Feb 2014 |
11.84%
Jul 2003 – Jul 2013 |
10.69%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart