Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Broadcom Corporation Employee Savings Plan Tactical Asset Allocation Moderate | NA | 10.21% | 9.38% | 8.04% | 10.09% | 12.50% | NA | … | … |
Data as of 08/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Broadcom Corporation Employee Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| 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 (%) | 1.50 | 10.21 | 9.38 | 8.04 | 10.09 | 12.50 | NA | … | … | -2.29 | 11.45 | 4.28 | 3.15 | 5.26 | 19.08 | 13.26 | 2.44 | 12.46 | 23.24 | 3.95 | 18.19 | 17.01 | 13.47 | 18.84 | 44.78 | 3.79 | -0.86 |
| Sharpe Ratio | NA | -0.29 | 0.47 | 0.50 | 0.90 | NA | NA | … | … | -0.30 | 2.10 | 0.44 | 0.31 | 0.60 | 2.57 | 1.64 | 0.16 | 0.95 | 2.15 | 0.40 | 1.23 | 1.36 | 1.58 | 2.14 | 6.76 | 0.54 | -0.43 |
| Standard Deviation(%) | NA | 10.71 | 8.91 | 8.99 | 10.21 | NA | NA | … | … | 11.34 | 5.15 | 9.30 | 9.97 | 8.70 | 7.42 | 8.04 | 15.36 | 13.04 | 10.76 | 7.64 | 12.38 | 10.09 | 7.14 | 8.35 | 6.52 | 4.96 | 7.28 |
| Draw Down(%) | NA | 11.04 | 11.28 | 12.34 | 13.60 | NA | NA | … | … | 11.04 | 2.64 | 10.45 | 8.84 | 6.94 | 4.64 | 5.48 | 13.60 | 10.86 | 5.60 | 5.76 | 8.64 | 14.02 | 6.58 | 10.10 | 3.31 | 3.26 | 11.63 |
| Yield(%) | NA | 4.40 | 4.06 | 4.27 | 4.56 | NA | NA | … | … | 2.29 | 3.49 | 3.89 | 3.81 | 4.36 | 7.50 | 4.29 | 1.94 | 4.09 | 6.03 | 11.20 | 4.64 | 2.99 | 2.18 | 1.06 | 0.00 | 5.52 | 7.23 |
Data as of 08/31/2018, 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 |
|---|---|---|---|---|
| Broadcom Corporation Employee Savings Plan Tactical Asset Allocation Moderate |
3.56%
Feb 2014 – Feb 2017 |
5.02%
Oct 2013 – Oct 2018 |
9.07%
Oct 2007 – Oct 2017 |
11.20%
Oct 2003 – Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Broadcom Corporation Employee Savings Plan Tactical Asset Allocation Moderate |
26.30%
Jan 2003 – Jan 2006 |
22.66%
Oct 2002 – Oct 2007 |
16.91%
Apr 2001 – Apr 2011 |
13.80%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart