Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DreamWorks Animation SKG Inc 401K Plan Tactical Asset Allocation Moderate | NA | 12.17% | 5.70% | 6.45% | 6.03% | 7.72% | NA | … | … |
Data as of 10/31/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DreamWorks Animation SKG Inc 401K Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/18/2018 |
| 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 (%) | 0.58 | 12.17 | 5.70 | 6.45 | 6.03 | 7.72 | NA | … | … | 2.50 | 10.57 | 5.49 | -0.62 | -0.32 | 14.76 | 5.58 | 1.36 | 9.38 | 15.08 | 1.83 | 9.75 | 12.33 | 4.70 | 8.41 | 16.90 | 3.32 | 7.41 |
| Sharpe Ratio | NA | 2.50 | 1.09 | 1.00 | 0.86 | NA | NA | … | … | 0.63 | 2.15 | 1.12 | -0.12 | -0.05 | 2.17 | 0.92 | 0.16 | 0.80 | 1.70 | 0.18 | 0.79 | 1.13 | 0.43 | 1.01 | 2.84 | 0.35 | 0.99 |
| Standard Deviation(%) | NA | 4.62 | 4.91 | 5.65 | 7.11 | NA | NA | … | … | 3.87 | 4.63 | 4.71 | 5.28 | 6.50 | 6.80 | 5.98 | 8.46 | 11.57 | 8.83 | 5.05 | 8.54 | 8.00 | 5.84 | 7.37 | 5.71 | 6.32 | 5.17 |
| Draw Down(%) | NA | 2.52 | 4.37 | 5.79 | 10.12 | NA | NA | … | … | 0.13 | 2.52 | 3.53 | 4.37 | 5.79 | 4.90 | 6.05 | 7.10 | 10.12 | 4.42 | 5.23 | 6.04 | 9.69 | 4.66 | 6.91 | 2.98 | 4.09 | 4.26 |
| Yield(%) | NA | 0.13 | 2.32 | 2.69 | 3.26 | NA | NA | … | … | 0.00 | 0.14 | 3.74 | 3.14 | 2.98 | 3.54 | 4.48 | 2.90 | 4.00 | 4.50 | 3.46 | 4.51 | 4.73 | 2.65 | 3.87 | 3.19 | 3.68 | 6.07 |
Data as of 10/31/2017, 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 |
|---|---|---|---|---|
| DreamWorks Animation SKG Inc 401K Plan Tactical Asset Allocation Moderate |
1.48%
Dec 2013 – Dec 2016 |
3.42%
Apr 2011 – Apr 2016 |
6.03%
Oct 2007 – Oct 2017 |
6.84%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DreamWorks Animation SKG Inc 401K Plan Tactical Asset Allocation Moderate |
12.08%
Apr 2003 – Apr 2006 |
11.17%
Oct 2002 – Oct 2007 |
9.32%
Apr 2001 – Apr 2011 |
7.83%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart