Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DELL INC. 401(k) PLAN Strategic Asset Allocation – Optimal Moderate | NA | 21.96% | 3.86% | 7.35% | 5.75% | 6.76% | 6.50% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DELL INC. 401(k) PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -1.00 | 21.96 | 3.86 | 7.35 | 5.75 | 6.76 | 6.50 | … | … | 0.22 | 7.42 | 13.90 | -11.50 | 6.07 | 17.64 | 14.82 | -6.74 | 13.00 | 6.24 | -2.01 | 3.67 | 12.39 | 12.86 | -3.26 | 14.27 | 26.81 | -26.89 | 11.93 | 12.38 | 12.30 | 15.18 | 28.72 | -2.19 | 5.84 |
| Sharpe Ratio | NA | 0.27 | -0.13 | 0.32 | 0.30 | NA | NA | … | … | 0.03 | 0.11 | 1.25 | -0.97 | 0.68 | 1.00 | 2.01 | -0.28 | 2.88 | 0.73 | -0.26 | 0.58 | 1.74 | 1.65 | -0.22 | 1.17 | 1.53 | -1.23 | 0.89 | 1.19 | 1.67 | 1.87 | 3.66 | -0.31 | 0.36 |
| Standard Deviation(%) | NA | 7.64 | 9.90 | 11.60 | 13.00 | NA | NA | … | … | 5.80 | 7.72 | 7.69 | 13.23 | 8.84 | 17.33 | 6.68 | 28.77 | 4.29 | 8.32 | 7.89 | 6.26 | 7.10 | 7.78 | 15.20 | 12.13 | 17.50 | 22.58 | 10.10 | 7.67 | 6.08 | 7.62 | 7.65 | 10.54 | 9.74 |
| Draw Down(%) | NA | 5.50 | 19.41 | 21.09 | 29.89 | NA | NA | … | … | 0.44 | 5.44 | 6.25 | 19.41 | 5.39 | 21.09 | 3.94 | 25.93 | 1.56 | 7.11 | 9.26 | 5.19 | 7.39 | 6.83 | 15.70 | 8.98 | 16.83 | 37.00 | 6.79 | 9.69 | 4.20 | 7.45 | 7.49 | 15.35 | 12.70 |
| Yield(%) | NA | 4.35 | 4.28 | 3.39 | 3.23 | NA | NA | … | … | NA | 0.66 | 4.29 | 3.48 | 4.35 | 2.01 | 2.41 | 3.50 | 0.49 | 3.31 | 4.72 | 3.29 | 4.19 | 4.03 | 3.67 | 3.81 | 2.15 | 4.85 | 7.48 | 6.09 | 4.62 | 3.21 | 2.63 | 1.58 | 3.41 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| DELL INC. 401(k) PLAN Strategic Asset Allocation – Optimal Moderate |
-7.47%
Feb 2006 – Feb 2009 |
0.23%
Feb 2004 – Feb 2009 |
4.22%
Oct 2013 – Oct 2023 |
3.72%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DELL INC. 401(k) PLAN Strategic Asset Allocation – Optimal Moderate |
21.79%
Mar 2003 – Mar 2006 |
16.87%
Oct 2002 – Oct 2007 |
10.09%
Mar 2003 – Mar 2013 |
8.65%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart