Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Fujitsu Group 401(k) Plan Tactical Asset Allocation Moderate | NA | -0.30% | 7.82% | 7.11% | 5.64% | 7.58% | 9.43% | … | … |
Data as of 01/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Fujitsu Group 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 04/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.87 | -0.30 | 7.82 | 7.11 | 5.64 | 7.58 | 9.43 | … | … | -6.86 | 10.83 | 12.55 | 11.77 | -5.78 | 14.75 | 8.80 | -5.34 | 2.54 | 10.05 | 7.79 | 6.94 | 12.35 | 34.26 | -9.57 | 18.61 | 16.44 | 10.59 | 13.37 | 25.46 | 9.77 | 6.76 |
| Sharpe Ratio | NA | -0.29 | 0.63 | 0.61 | 0.65 | NA | NA | … | … | -0.57 | 0.97 | 1.35 | 1.92 | -0.88 | 2.53 | 1.35 | -0.79 | 0.41 | 1.21 | 1.41 | 0.79 | 0.87 | 3.12 | -1.53 | 1.34 | 1.50 | 1.19 | 1.40 | 4.94 | 1.64 | 1.05 |
| Standard Deviation(%) | NA | 9.73 | 9.61 | 8.61 | 7.71 | NA | NA | … | … | 12.30 | 11.11 | 9.13 | 5.39 | 8.06 | 5.59 | 6.36 | 6.78 | 6.13 | 8.29 | 5.49 | 8.75 | 14.14 | 10.96 | 6.85 | 11.64 | 8.76 | 7.08 | 8.89 | 5.02 | 5.27 | 4.22 |
| Draw Down(%) | NA | 10.36 | 10.36 | 11.98 | 12.41 | NA | NA | … | … | 10.32 | 8.14 | 10.25 | 2.97 | 11.98 | 3.13 | 5.70 | 12.41 | 5.81 | 8.97 | 5.09 | 7.24 | 11.39 | 4.76 | 13.75 | 10.12 | 11.30 | 6.69 | 11.94 | 3.35 | 6.19 | 3.41 |
| Yield(%) | NA | 4.95 | 5.36 | 4.20 | 4.40 | NA | NA | … | … | 0.42 | 4.91 | 6.98 | 5.05 | 3.96 | 0.39 | 3.80 | 4.32 | 5.42 | 5.41 | 4.75 | 3.49 | 3.59 | 4.95 | 3.31 | 8.35 | 6.30 | 3.59 | 4.62 | 4.19 | 4.75 | 6.32 |
Data as of 01/31/2022, 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 |
|---|---|---|---|---|
| Fujitsu Group 401(k) Plan Tactical Asset Allocation Moderate |
1.19%
Feb 2013 – Feb 2016 |
2.69%
Dec 2013 – Dec 2018 |
5.15%
Oct 2010 – Oct 2020 |
7.43%
Feb 2007 – Feb 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fujitsu Group 401(k) Plan Tactical Asset Allocation Moderate |
19.90%
Oct 2004 – Oct 2007 |
18.28%
Oct 2002 – Oct 2007 |
14.08%
Apr 2001 – Apr 2011 |
10.89%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart