Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MASIMO CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 13.66% | -0.04% | 5.08% | 4.12% | 5.47% | 6.57% | … | … |
Data as of 08/30/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MASIMO CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 11/25/2024 |
| 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 (%) | 0.16 | 13.66 | -0.04 | 5.08 | 4.12 | 5.47 | 6.57 | … | … | 9.56 | 12.42 | -14.61 | 2.55 | 17.76 | 6.04 | -4.49 | 15.26 | 8.35 | -4.51 | 0.14 | 15.70 | 6.18 | -0.64 | 8.50 | 21.88 | -8.33 | 19.43 | 18.41 | 2.94 | 7.90 | 18.23 | -6.84 | 2.31 |
| Sharpe Ratio | NA | 0.86 | -0.42 | 0.29 | 0.37 | NA | NA | … | … | 0.41 | 1.04 | -1.69 | 0.22 | 1.78 | 0.93 | -0.75 | 2.52 | 1.66 | -0.86 | 0.02 | 2.12 | 0.94 | -0.07 | 0.70 | 1.93 | -1.51 | 1.15 | 1.31 | 0.12 | 0.85 | 2.60 | -1.29 | 0.01 |
| Standard Deviation(%) | NA | 7.90 | 9.14 | 9.35 | 7.80 | NA | NA | … | … | 7.92 | 7.85 | 9.48 | 11.36 | 9.85 | 4.99 | 7.77 | 5.82 | 4.91 | 5.30 | 6.23 | 7.39 | 6.50 | 9.94 | 11.99 | 11.31 | 6.14 | 14.31 | 11.51 | 6.35 | 8.23 | 6.74 | 6.14 | 0.05 |
| Draw Down(%) | NA | 5.32 | 19.24 | 20.68 | 20.68 | NA | NA | … | … | 5.32 | 6.53 | 15.53 | 8.87 | 14.66 | 3.99 | 10.94 | 2.70 | 3.36 | 8.34 | 5.94 | 4.76 | 6.38 | 10.79 | 9.04 | 5.78 | 9.59 | 11.24 | 11.99 | 5.15 | 7.89 | 3.92 | 9.29 | 0.00 |
| Yield(%) | NA | 3.26 | 2.52 | 2.82 | 2.64 | NA | NA | … | … | 0.76 | 2.95 | 1.45 | 2.63 | 3.20 | 3.76 | 3.79 | 0.30 | 3.63 | 1.91 | 2.61 | 4.03 | 2.86 | 2.36 | 2.21 | 3.02 | 1.51 | 13.03 | 8.11 | 2.96 | 2.43 | 0.76 | 0.89 | 2.31 |
Data as of 08/30/2024, 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 |
|---|---|---|---|---|
| MASIMO CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-1.85%
Apr 2021 – Apr 2024 |
0.77%
Oct 2017 – Oct 2022 |
2.93%
Oct 2013 – Oct 2023 |
3.83%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MASIMO CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
17.80%
Oct 2004 – Oct 2007 |
14.36%
Oct 2002 – Oct 2007 |
9.62%
Apr 2003 – Apr 2013 |
8.54%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart