Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Mentor Graphics Individual Deferred Tax and Savings Plan Tactical Asset Allocation Moderate | NA | -4.04% | 5.90% | 5.97% | 7.16% | 7.13% | NA | … | … |
Data as of 03/31/2016, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Mentor Graphics Individual Deferred Tax and Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 06/10/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.84 | -4.04 | 5.90 | 5.97 | 7.16 | 7.13 | NA | … | … | 1.26 | -1.31 | 5.76 | 19.57 | 9.68 | 3.18 | 7.38 | 14.09 | -1.25 | 10.95 | 10.78 | 8.09 | 12.39 | 10.55 | -2.62 | -4.63 |
| Sharpe Ratio | NA | -0.22 | 0.65 | 0.68 | 0.76 | NA | NA | … | … | 0.13 | -0.15 | 0.69 | 2.50 | 1.16 | 0.21 | 0.71 | 1.56 | -0.62 | 0.76 | 0.86 | 0.92 | 1.58 | 1.25 | -0.82 | -1.31 |
| Standard Deviation(%) | NA | 9.63 | 8.52 | 9.96 | 9.46 | NA | NA | … | … | 9.33 | 8.78 | 8.31 | 7.82 | 8.31 | 15.18 | 10.30 | 8.97 | 3.51 | 10.40 | 8.73 | 6.47 | 7.27 | 7.89 | 4.55 | 5.31 |
| Draw Down(%) | NA | 12.65 | 12.65 | 12.65 | 12.65 | NA | NA | … | … | 8.18 | 9.26 | 5.85 | 4.68 | 6.87 | 12.51 | 7.96 | 4.55 | 5.29 | 7.43 | 10.33 | 4.55 | 6.32 | 5.92 | 5.77 | 10.22 |
| Yield(%) | NA | 6.16 | 6.88 | 4.93 | 4.80 | NA | NA | … | … | 0.40 | 6.22 | 8.89 | 5.88 | 2.05 | 2.17 | 2.00 | 2.29 | 2.32 | 9.07 | 7.87 | 2.79 | 3.55 | 2.77 | 3.12 | 3.03 |
Data as of 03/31/2016, 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 |
|---|---|---|---|---|
| Mentor Graphics Individual Deferred Tax and Savings Plan Tactical Asset Allocation Moderate |
2.82%
Feb 2001 – Feb 2004 |
5.28%
Oct 2007 – Oct 2012 |
6.53%
Sep 2001 – Sep 2011 |
6.48%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Mentor Graphics Individual Deferred Tax and Savings Plan Tactical Asset Allocation Moderate |
13.64%
Apr 2003 – Apr 2006 |
11.30%
Feb 2009 – Feb 2014 |
9.75%
Sep 2003 – Sep 2013 |
7.15%
May 2001 – May 2016 |
Annualized Rolling Returns Comparison Chart