Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Broadcom Corporation Employee Savings Plan Strategic Asset Allocation – Optimal Moderate | NA | 29.24% | 3.31% | 8.72% | 6.60% | 7.68% | 7.50% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Broadcom Corporation Employee Savings 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 (%) | -0.96 | 29.24 | 3.31 | 8.72 | 6.60 | 7.68 | 7.50 | … | … | 0.61 | 13.04 | 12.58 | -14.79 | 8.59 | 24.45 | 12.25 | -4.48 | 12.63 | 4.48 | 0.63 | 2.76 | 14.28 | 15.35 | -4.69 | 15.20 | 36.87 | -27.15 | 13.30 | 11.98 | 11.16 | 15.72 | 32.21 | -7.13 | -0.06 |
| Sharpe Ratio | NA | 0.94 | -0.08 | 0.46 | 0.35 | NA | NA | … | … | 0.09 | 0.75 | 0.99 | -1.19 | 0.83 | 1.37 | 1.62 | -0.19 | 2.19 | 0.49 | 0.07 | 0.36 | 1.87 | 1.89 | -0.29 | 1.20 | 2.08 | -1.26 | 0.99 | 0.90 | 1.25 | 1.83 | 3.42 | -0.69 | -0.21 |
| Standard Deviation(%) | NA | 8.52 | 10.48 | 12.25 | 13.75 | NA | NA | … | … | 6.12 | 8.60 | 8.39 | 13.59 | 10.33 | 17.68 | 6.70 | 30.29 | 5.47 | 8.66 | 8.80 | 7.57 | 7.64 | 8.09 | 16.38 | 12.60 | 17.71 | 22.33 | 10.47 | 9.68 | 7.18 | 8.06 | 9.21 | 11.90 | 11.17 |
| Draw Down(%) | NA | 5.35 | 21.11 | 22.59 | 32.41 | NA | NA | … | … | 0.44 | 5.35 | 8.06 | 21.62 | 6.41 | 21.63 | 3.29 | 26.44 | 2.91 | 8.74 | 9.64 | 6.86 | 7.62 | 6.59 | 17.22 | 9.96 | 16.09 | 37.31 | 6.11 | 11.38 | 5.58 | 8.48 | 6.53 | 17.77 | 13.96 |
| Yield(%) | NA | 4.64 | 5.00 | 4.53 | 3.86 | NA | NA | … | … | NA | 1.03 | 4.24 | 4.53 | 5.14 | 5.68 | 1.80 | 5.12 | 0.30 | 3.24 | 4.07 | 3.53 | 3.63 | 4.08 | 2.84 | 3.60 | 3.69 | 6.92 | 2.77 | 2.56 | 1.74 | 2.11 | 1.03 | 2.93 | 4.01 |
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 |
|---|---|---|---|---|
| Broadcom Corporation Employee Savings Plan Strategic Asset Allocation – Optimal Moderate |
-7.31%
Feb 2006 – Feb 2009 |
0.73%
Feb 2004 – Feb 2009 |
4.45%
Oct 2013 – Oct 2023 |
4.81%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Broadcom Corporation Employee Savings Plan Strategic Asset Allocation – Optimal Moderate |
22.04%
Mar 2003 – Mar 2006 |
17.61%
Oct 2002 – Oct 2007 |
11.02%
Mar 2003 – Mar 2013 |
9.67%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart