Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Fujitsu Ten Corp. Of America 401(k) Shared Savings Plan Strategic Asset Allocation – Optimal Moderate | NA | -10.98% | 24.49% | 15.28% | 10.49% | 8.92% | 10.37% | … | … |
Data as of 08/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Fujitsu Ten Corp. Of America 401(k) Shared Savings Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 11/11/2022 |
| 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 (%) | -1.61 | -10.98 | 24.49 | 15.28 | 10.49 | 8.92 | 10.37 | … | … | -9.65 | 6.62 | 96.88 | 18.99 | -6.99 | 4.14 | 4.69 | -1.36 | 2.84 | 13.51 | 13.81 | -1.95 | 18.70 | 29.75 | -22.23 | 10.24 | 15.87 | 12.40 | 16.07 | 23.91 | 0.21 | 5.00 |
| Sharpe Ratio | NA | -0.97 | 0.74 | 0.56 | 0.53 | NA | NA | … | … | -0.96 | 0.73 | 1.76 | 2.88 | -1.01 | 0.82 | 0.57 | -0.17 | 0.43 | 1.98 | 2.00 | -0.16 | 1.70 | 1.80 | -1.07 | 0.81 | 1.72 | 1.83 | 2.31 | 3.91 | -0.12 | 0.35 |
| Standard Deviation(%) | NA | 11.20 | 32.81 | 25.87 | 18.91 | NA | NA | … | … | 11.15 | 9.05 | 55.02 | 6.11 | 8.26 | 4.27 | 7.92 | 8.13 | 6.51 | 6.79 | 6.88 | 12.60 | 10.94 | 16.51 | 21.71 | 8.96 | 7.33 | 5.59 | 6.55 | 5.94 | 7.50 | 7.69 |
| Draw Down(%) | NA | 16.47 | 23.92 | 23.92 | 23.92 | NA | NA | … | … | 16.33 | 4.81 | 23.92 | 2.60 | 12.30 | 3.95 | 6.71 | 8.63 | 6.18 | 6.59 | 5.33 | 14.78 | 8.58 | 16.78 | 35.70 | 6.82 | 8.28 | 3.72 | 6.91 | 5.47 | 12.71 | 10.55 |
| Yield(%) | NA | 6.76 | 5.45 | 4.58 | 4.51 | NA | NA | … | … | 1.57 | 6.56 | 11.13 | 2.51 | 4.93 | 0.73 | 3.00 | 7.39 | 4.41 | 4.96 | 3.79 | 3.37 | 3.44 | 3.56 | 5.47 | 7.33 | 8.30 | 5.66 | 5.20 | 3.34 | 2.72 | 3.71 |
Data as of 08/31/2022, 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 Ten Corp. Of America 401(k) Shared Savings Plan Strategic Asset Allocation – Optimal Moderat |
-5.23%
Feb 2006 – Feb 2009 |
-0.11%
Mar 2015 – Mar 2020 |
4.00%
Mar 2010 – Mar 2020 |
5.64%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fujitsu Ten Corp. Of America 401(k) Shared Savings Plan Strategic Asset Allocation – Optimal Moderat |
35.68%
Dec 2018 – Dec 2021 |
19.95%
Feb 2016 – Feb 2021 |
13.07%
Sep 2011 – Sep 2021 |
10.90%
Jun 2006 – Jun 2021 |
Annualized Rolling Returns Comparison Chart