Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Brocade Communication Systems 401K Plan Tactical Asset Allocation Moderate | NA | 12.13% | 4.07% | 5.17% | 4.29% | 6.08% | 6.95% | … | … |
Data as of 03/31/2021, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Brocade Communication Systems 401K Plan Tactical Asset Allocation Moderate | 12/31/2000 | 06/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.20 | 12.13 | 4.07 | 5.17 | 4.29 | 6.08 | 6.95 | … | … | 3.69 | 6.06 | 6.66 | -1.21 | 13.39 | 5.22 | 0.08 | -1.50 | 15.12 | 5.10 | -0.54 | 9.77 | 17.45 | -0.82 | 12.41 | 12.47 | 4.20 | 9.55 | 18.82 | 5.17 | 8.00 |
| Sharpe Ratio | NA | 1.64 | 0.45 | 0.67 | 0.64 | NA | NA | … | … | 0.37 | 0.52 | 1.21 | -0.32 | 2.95 | 1.10 | 0.01 | -0.24 | 2.28 | 0.84 | -0.06 | 0.90 | 2.07 | -0.32 | 1.00 | 1.23 | 0.35 | 1.17 | 3.30 | 0.90 | 1.10 |
| Standard Deviation(%) | NA | 9.43 | 8.38 | 7.59 | 6.94 | NA | NA | … | … | 9.84 | 11.31 | 4.36 | 7.81 | 4.32 | 4.55 | 4.84 | 6.19 | 6.61 | 6.02 | 9.61 | 10.81 | 8.40 | 5.43 | 9.38 | 7.50 | 5.76 | 7.35 | 5.49 | 4.50 | 5.16 |
| Draw Down(%) | NA | 6.06 | 14.29 | 14.29 | 14.29 | NA | NA | … | … | 6.06 | 14.29 | 2.96 | 7.35 | 1.49 | 3.78 | 4.30 | 7.06 | 4.72 | 5.67 | 9.55 | 9.11 | 4.44 | 7.92 | 7.08 | 8.88 | 4.53 | 7.14 | 2.75 | 4.14 | 3.88 |
| Yield(%) | NA | 5.89 | 3.29 | 3.56 | 3.16 | NA | NA | … | … | 0.26 | 5.94 | 2.60 | 1.42 | 4.88 | 3.88 | 2.07 | 1.35 | 3.46 | 3.61 | 2.81 | 4.15 | 4.98 | 3.73 | 4.74 | 5.41 | 2.86 | 4.26 | 4.05 | 6.34 | 8.11 |
Data as of 03/31/2021, 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 |
|---|---|---|---|---|
| Brocade Communication Systems 401K Plan Tactical Asset Allocation Moderate |
0.95%
Oct 2017 – Oct 2020 |
2.93%
Mar 2015 – Mar 2020 |
4.01%
Apr 2010 – Apr 2020 |
5.92%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Brocade Communication Systems 401K Plan Tactical Asset Allocation Moderate |
12.50%
Oct 2004 – Oct 2007 |
12.55%
Oct 2002 – Oct 2007 |
10.05%
Apr 2001 – Apr 2011 |
8.08%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart