Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Marvell Semiconductor 401K Retirement Plan Tactical Asset Allocation Moderate | NA | 11.10% | 7.05% | 9.27% | 9.14% | 9.94% | NA | … | … |
Data as of 11/30/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Marvell Semiconductor 401K Retirement Plan Tactical Asset Allocation Moderate | 12/31/2000 | 02/23/2018 |
| 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 (%) | 0.03 | 11.10 | 7.05 | 9.27 | 9.14 | 9.94 | NA | … | … | 1.72 | 9.55 | 13.10 | -0.34 | 4.99 | 18.63 | 13.99 | 1.20 | 13.01 | 18.47 | 1.54 | 13.35 | 13.27 | 9.94 | 12.31 | 10.96 | -0.70 | -4.50 |
| Sharpe Ratio | NA | 1.23 | 0.83 | 1.00 | 1.01 | NA | NA | … | … | 0.13 | 1.63 | 1.36 | -0.04 | 0.56 | 2.55 | 1.69 | 0.08 | 1.30 | 2.12 | 0.47 | 1.19 | 1.26 | 1.31 | 1.67 | 1.39 | -0.37 | -1.29 |
| Standard Deviation(%) | NA | 6.47 | 8.43 | 8.36 | 9.11 | NA | NA | … | … | 11.79 | 5.47 | 9.48 | 9.11 | 8.95 | 7.30 | 8.27 | 15.27 | 9.90 | 8.68 | 1.31 | 8.68 | 7.91 | 5.94 | 6.81 | 7.40 | 4.90 | 5.27 |
| Draw Down(%) | NA | 5.86 | 10.82 | 11.80 | 13.90 | NA | NA | … | … | 5.86 | 2.78 | 7.47 | 7.99 | 6.48 | 3.43 | 5.86 | 13.90 | 8.12 | 4.26 | 1.40 | 6.51 | 9.24 | 4.38 | 6.13 | 6.12 | 5.74 | 11.46 |
| Yield(%) | NA | 12.91 | 7.78 | 8.09 | 5.67 | NA | NA | … | … | 0.07 | 13.19 | 3.40 | 6.98 | 14.66 | 2.78 | 3.87 | 3.76 | 3.53 | 2.97 | 2.47 | 6.22 | 4.56 | 3.25 | 2.74 | 3.55 | 4.15 | 3.02 |
Data as of 11/30/2017, 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 |
|---|---|---|---|---|
| Marvell Semiconductor 401K Retirement Plan Tactical Asset Allocation Moderate |
3.47%
Feb 2001 – Feb 2004 |
5.81%
Feb 2011 – Feb 2016 |
8.49%
Sep 2001 – Sep 2011 |
8.05%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Marvell Semiconductor 401K Retirement Plan Tactical Asset Allocation Moderate |
15.22%
Oct 2004 – Oct 2007 |
14.18%
Jun 2009 – Jun 2014 |
12.00%
Jul 2003 – Jul 2013 |
10.41%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart