Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| F5 Networks Inc 401(k) Profit Sharing Plan and Trust Strategic Asset Allocation – Optimal Moderate | NA | -4.43% | 2.55% | 3.34% | 8.02% | 6.40% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| F5 Networks Inc 401(k) Profit Sharing Plan and Trust 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 (%) | 1.16 | -4.43 | 2.55 | 3.34 | 8.02 | 6.40 | NA | … | … | -5.47 | 9.20 | 3.26 | 0.53 | 5.23 | 15.17 | 14.04 | 0.40 | 16.11 | 23.41 | -19.83 | 7.86 | 6.45 | 8.02 | 12.20 | 22.46 | -2.70 | 8.04 |
| Sharpe Ratio | NA | -0.79 | 0.20 | 0.27 | 0.72 | NA | NA | … | … | -0.79 | 2.12 | 0.38 | 0.06 | 0.82 | 2.14 | 1.82 | 0.02 | 1.32 | 1.18 | -0.85 | 0.50 | 0.41 | 0.78 | 1.43 | 2.35 | -0.32 | 0.71 |
| Standard Deviation(%) | NA | 8.59 | 7.19 | 7.28 | 10.63 | NA | NA | … | … | 8.59 | 4.04 | 8.06 | 8.36 | 6.33 | 7.07 | 7.67 | 14.84 | 12.17 | 19.69 | 24.53 | 9.64 | 7.65 | 7.50 | 7.87 | 9.26 | 11.74 | 8.11 |
| Draw Down(%) | NA | 11.66 | 11.66 | 11.66 | 20.01 | NA | NA | … | … | 11.66 | 2.89 | 7.81 | 8.22 | 4.73 | 6.62 | 6.25 | 13.83 | 8.66 | 20.01 | 34.16 | 5.42 | 6.93 | 4.49 | 6.73 | 6.38 | 14.88 | 8.54 |
| Yield(%) | NA | 3.31 | 2.36 | 2.77 | 3.46 | NA | NA | … | … | 3.29 | 0.48 | 3.25 | 3.99 | 2.85 | 3.49 | 4.73 | 3.89 | 4.53 | 3.73 | 5.37 | 6.41 | 6.69 | 3.55 | 4.76 | 3.29 | 3.53 | 3.93 |
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 |
|---|---|---|---|---|
| F5 Networks Inc 401(k) Profit Sharing Plan and Trust Strategic Asset Allocation – Optimal Moderate |
-7.63%
Feb 2006 – Feb 2009 |
-1.27%
Feb 2004 – Feb 2009 |
5.59%
Feb 2006 – Feb 2016 |
6.40%
Oct 2003 – Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| F5 Networks Inc 401(k) Profit Sharing Plan and Trust Strategic Asset Allocation – Optimal Moderate |
20.72%
Feb 2009 – Feb 2012 |
17.15%
Feb 2009 – Feb 2014 |
9.27%
Mar 2003 – Mar 2013 |
8.09%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart