Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MYRICOM INC 401K PLAN Tactical Asset Allocation Moderate | NA | 8.23% | 8.73% | 6.54% | 8.55% | 8.62% | NA | … | … |
Data as of 08/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MYRICOM INC 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| 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 (%) | 0.55 | 8.23 | 8.73 | 6.54 | 8.55 | 8.62 | NA | … | … | -2.75 | 12.06 | 7.28 | -3.64 | 3.48 | 13.90 | 12.88 | 3.80 | 14.10 | 17.68 | 4.07 | 6.53 | 14.08 | 6.50 | 10.62 | 6.95 | 3.33 | 2.94 |
| Sharpe Ratio | NA | -0.39 | 0.61 | 0.43 | 0.82 | NA | NA | … | … | -0.45 | 2.00 | 0.81 | -0.40 | 0.43 | 1.71 | 1.60 | 0.25 | 1.22 | 1.77 | 0.37 | 0.37 | 1.40 | 0.55 | 2.41 | 1.75 | 0.61 | 0.50 |
| Standard Deviation(%) | NA | 8.26 | 7.84 | 8.13 | 9.60 | NA | NA | … | … | 8.62 | 5.72 | 8.73 | 9.27 | 8.04 | 8.11 | 8.02 | 14.79 | 11.52 | 9.92 | 8.58 | 9.65 | 7.72 | 7.94 | 4.01 | 3.59 | 3.61 | 1.27 |
| Draw Down(%) | NA | 8.18 | 8.61 | 13.49 | 13.49 | NA | NA | … | … | 8.18 | 2.60 | 6.58 | 11.64 | 7.41 | 7.39 | 5.57 | 12.42 | 8.27 | 4.29 | 5.74 | 7.05 | 8.06 | 5.17 | 2.76 | 4.40 | 4.40 | 0.88 |
| Yield(%) | NA | 2.65 | 2.95 | 3.04 | 2.77 | NA | NA | … | … | 0.91 | 3.17 | 4.00 | 2.52 | 3.10 | 2.83 | 3.55 | 2.41 | 2.51 | 2.95 | 2.73 | 5.11 | 3.55 | 3.19 | 2.50 | 2.84 | 1.72 | 3.55 |
Data as of 08/31/2018, 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 |
|---|---|---|---|---|
| MYRICOM INC 401K PLAN Tactical Asset Allocation Moderate |
2.20%
Nov 2013 – Nov 2016 |
3.69%
Oct 2013 – Oct 2018 |
7.53%
May 2007 – May 2017 |
7.40%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MYRICOM INC 401K PLAN Tactical Asset Allocation Moderate |
14.91%
Apr 2009 – Apr 2012 |
13.17%
Jun 2009 – Jun 2014 |
10.67%
Jun 2004 – Jun 2014 |
8.67%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart