Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SVB FINANCIAL GROUP 401(k) AND EMPLOYEE STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate | NA | 0.62% | 0.65% | 1.69% | 2.33% | 4.26% | 4.72% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SVB FINANCIAL GROUP 401(k) AND EMPLOYEE STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.48 | 0.62 | 0.65 | 1.69 | 2.33 | 4.26 | 4.72 | … | … | 1.12 | 11.53 | -15.31 | 8.06 | 11.95 | 6.66 | -1.66 | 5.27 | 5.86 | -1.44 | 1.85 | 17.53 | 1.97 | 2.74 | 5.10 | 15.27 | 0.19 | 6.74 | 9.33 | 3.82 | 9.02 | 14.41 | 5.45 | 6.39 |
| Sharpe Ratio | NA | 0.49 | -0.08 | 0.32 | 0.31 | NA | NA | … | … | 0.11 | 0.92 | -1.68 | 0.86 | 1.33 | 1.28 | -0.40 | 0.88 | 1.18 | -0.29 | 0.26 | 2.67 | 0.36 | 0.34 | 0.46 | 1.69 | -0.16 | 0.42 | 1.00 | 0.26 | 1.18 | 2.32 | 1.07 | 0.91 |
| Standard Deviation(%) | NA | 7.73 | 9.03 | 8.33 | 7.24 | NA | NA | … | … | 7.46 | 7.87 | 9.96 | 9.33 | 8.82 | 4.11 | 7.42 | 5.30 | 4.80 | 5.00 | 7.09 | 6.54 | 5.40 | 7.99 | 10.81 | 8.98 | 4.47 | 8.98 | 6.08 | 6.25 | 6.87 | 5.91 | 4.06 | 4.50 |
| Draw Down(%) | NA | 6.81 | 17.80 | 17.80 | 17.80 | NA | NA | … | … | 1.54 | 6.81 | 16.48 | 5.72 | 5.83 | 2.24 | 7.59 | 3.62 | 4.10 | 4.57 | 5.42 | 3.81 | 5.45 | 5.83 | 10.73 | 4.72 | 6.33 | 6.64 | 5.89 | 4.62 | 6.51 | 3.86 | 2.51 | 4.15 |
| Yield(%) | NA | 4.46 | 3.73 | 3.62 | 3.01 | NA | NA | … | … | 0.00 | 4.66 | 2.46 | 4.20 | 3.93 | 3.00 | 2.33 | 0.21 | 4.78 | 2.48 | 2.35 | 3.20 | 2.60 | 3.40 | 3.31 | 2.95 | 3.61 | 5.19 | 4.45 | 3.11 | 4.63 | 3.13 | 5.37 | 5.98 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| SVB FINANCIAL GROUP 401(k) AND EMPLOYEE STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate |
0.43%
Nov 2020 – Nov 2023 |
1.16%
Oct 2017 – Oct 2022 |
2.33%
Oct 2013 – Oct 2023 |
3.84%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVB FINANCIAL GROUP 401(k) AND EMPLOYEE STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate |
10.44%
Apr 2003 – Apr 2006 |
9.52%
Oct 2002 – Oct 2007 |
7.98%
Apr 2001 – Apr 2011 |
6.70%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart