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 Strategic Asset Allocation – Optimal Moderate | NA | -4.16% | 4.03% | 3.76% | 8.22% | 5.01% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MYRICOM INC 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 (%) | 1.39 | -4.16 | 4.03 | 3.76 | 8.22 | 5.01 | NA | … | … | -3.80 | 11.54 | 7.73 | -1.45 | 5.48 | 10.93 | 14.44 | 0.46 | 13.48 | 28.51 | -27.51 | 5.37 | 6.19 | 2.57 | 8.21 | 19.12 | 7.79 | 6.14 |
| Sharpe Ratio | NA | -0.69 | 0.60 | 0.46 | 0.78 | NA | NA | … | … | -0.69 | 2.42 | 0.87 | -0.18 | 0.83 | 1.42 | 1.68 | 0.03 | 1.11 | 1.61 | -1.21 | 0.26 | 0.91 | 0.13 | 1.68 | 4.90 | 1.90 | 0.93 |
| Standard Deviation(%) | NA | 7.43 | 7.10 | 7.24 | 10.40 | NA | NA | … | … | 7.43 | 4.51 | 8.68 | 8.26 | 6.57 | 7.67 | 8.57 | 15.21 | 12.07 | 17.62 | 23.46 | 9.04 | 3.18 | 3.10 | 4.33 | 3.76 | 3.53 | 4.13 |
| Draw Down(%) | NA | 9.22 | 9.22 | 12.48 | 18.43 | NA | NA | … | … | 9.22 | 2.02 | 6.56 | 9.60 | 5.82 | 8.23 | 7.15 | 14.49 | 9.99 | 18.43 | 37.84 | 6.49 | 1.88 | 2.58 | 5.55 | 4.58 | 3.92 | 2.88 |
| Yield(%) | NA | 0.85 | 1.23 | 2.07 | 2.84 | NA | NA | … | … | 0.85 | 0.23 | 2.60 | 3.02 | 3.63 | 3.31 | 3.94 | 3.84 | 3.13 | 3.68 | 3.33 | 5.14 | 5.32 | 5.90 | 5.48 | 7.17 | 4.94 | 6.41 |
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 |
|---|---|---|---|---|
| MYRICOM INC 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-10.95%
Feb 2006 – Feb 2009 |
-4.73%
Feb 2004 – Feb 2009 |
4.12%
Feb 2006 – Feb 2016 |
4.96%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MYRICOM INC 401K PLAN Strategic Asset Allocation – Optimal Moderate |
21.43%
Feb 2009 – Feb 2012 |
16.57%
Feb 2009 – Feb 2014 |
8.88%
Nov 2008 – Nov 2018 |
6.69%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart