Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Cisco 401K Plan Strategic Asset Allocation – Optimal Moderate | NA | -2.66% | 4.00% | 4.38% | 8.45% | 7.07% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Cisco 401K Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| 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 (%) | 1.28 | -2.66 | 4.00 | 4.38 | 8.45 | 7.07 | NA | … | … | 907.07 | 7.39 | 9.79 | 0.99 | 5.12 | 15.60 | 12.37 | -1.12 | 13.73 | 27.55 | -23.22 | 12.70 | 11.25 | 9.12 | 12.43 | 25.31 | -7.03 | 3.54 |
| Sharpe Ratio | NA | 3.83 | 0.93 | 0.62 | 0.49 | NA | NA | … | … | 3.83 | 1.16 | 0.99 | 0.11 | 0.76 | 2.31 | 1.61 | -0.09 | 1.17 | 1.67 | -1.11 | 1.03 | 1.07 | 1.13 | 1.48 | 2.71 | -0.70 | 0.10 |
| Standard Deviation(%) | NA | 236.39 | 136.61 | 105.93 | 75.39 | NA | NA | … | … | 236.39 | 5.83 | 9.67 | 8.56 | 6.70 | 6.72 | 7.65 | 12.76 | 11.62 | 16.48 | 21.68 | 9.35 | 7.42 | 6.15 | 7.74 | 9.08 | 11.67 | 11.99 |
| Draw Down(%) | NA | 21.47 | 21.47 | 21.47 | 21.47 | NA | NA | … | … | 21.47 | 4.27 | 8.45 | 8.91 | 5.48 | 5.87 | 6.44 | 12.19 | 8.69 | 17.27 | 33.22 | 6.07 | 8.06 | 3.66 | 6.66 | 8.06 | 16.97 | 13.92 |
| Yield(%) | NA | 49.20 | 19.27 | 13.59 | 8.56 | NA | NA | … | … | 48.93 | 0.38 | 8.22 | 5.67 | 4.57 | 3.95 | 4.00 | 2.07 | 4.04 | 3.27 | 2.43 | 4.36 | 4.31 | 4.13 | 2.97 | 2.85 | 3.72 | 4.54 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| Cisco 401K Plan Strategic Asset Allocation – Optimal Moderate |
-6.32%
Feb 2006 – Feb 2009 |
0.07%
Feb 2004 – Feb 2009 |
5.72%
Oct 2007 – Oct 2017 |
6.81%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Cisco 401K Plan Strategic Asset Allocation – Optimal Moderate |
128.64%
Nov 2015 – Nov 2018 |
66.94%
Nov 2013 – Nov 2018 |
37.81%
Nov 2008 – Nov 2018 |
25.18%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison Chart