Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Applied Materials Inc Employee Savings and Retirement Plan Strategic Asset Allocation – Optimal Moderate | NA | 35.17% | 13.27% | 14.17% | 8.94% | 9.03% | 7.94% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Applied Materials Inc Employee Savings and Retirement 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 (%) | -0.76 | 35.17 | 13.27 | 14.17 | 8.94 | 9.03 | 7.94 | … | … | 0.99 | 20.11 | 24.83 | -5.10 | 7.11 | 22.69 | 11.90 | -3.81 | 6.78 | 3.11 | 3.27 | 2.67 | 17.38 | 11.39 | -1.83 | 13.18 | 20.80 | -20.45 | 5.99 | 12.32 | 8.16 | 13.94 | 22.26 | -5.62 | 3.72 |
| Sharpe Ratio | NA | 1.69 | 0.92 | 0.89 | 0.68 | NA | NA | … | … | 0.09 | 1.55 | 2.70 | -0.48 | 0.75 | 1.21 | 1.45 | -0.50 | 1.12 | 0.34 | 0.35 | 0.36 | 2.63 | 1.38 | -0.12 | 1.07 | 1.19 | -0.99 | 0.33 | 1.17 | 0.88 | 1.69 | 2.50 | -0.59 | 0.15 |
| Standard Deviation(%) | NA | 8.75 | 10.32 | 12.30 | 10.48 | NA | NA | … | … | 9.91 | 8.75 | 7.62 | 13.58 | 9.41 | 18.61 | 7.26 | 10.26 | 5.50 | 8.55 | 9.15 | 7.30 | 6.60 | 8.22 | 15.80 | 12.28 | 17.47 | 21.56 | 9.22 | 7.74 | 6.83 | 7.71 | 8.62 | 11.33 | 9.71 |
| Draw Down(%) | NA | 6.12 | 12.65 | 19.70 | 19.70 | NA | NA | … | … | 0.72 | 6.12 | 3.35 | 13.82 | 5.68 | 19.70 | 4.07 | 13.03 | 4.90 | 8.75 | 7.78 | 5.00 | 4.00 | 7.26 | 14.96 | 9.32 | 17.55 | 31.24 | 6.68 | 7.81 | 4.67 | 5.60 | 7.85 | 16.44 | 12.67 |
| Yield(%) | NA | 15.50 | 10.62 | 7.47 | 5.39 | NA | NA | … | … | NA | 4.59 | 14.92 | 7.82 | 3.71 | 3.46 | 2.21 | 6.42 | 0.84 | 3.83 | 3.89 | 1.78 | 4.04 | 1.35 | 1.91 | 1.48 | 1.87 | 3.83 | 8.37 | 8.39 | 5.35 | 5.30 | 3.26 | 2.98 | 3.39 |
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 |
|---|---|---|---|---|
| Applied Materials Inc Employee Savings and Retirement Plan Strategic Asset Allocation – Optimal Mode |
-6.77%
Feb 2006 – Feb 2009 |
0.15%
Feb 2004 – Feb 2009 |
4.65%
Mar 2010 – Mar 2020 |
4.65%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Applied Materials Inc Employee Savings and Retirement Plan Strategic Asset Allocation – Optimal Mode |
18.09%
Mar 2003 – Mar 2006 |
14.84%
Feb 2009 – Feb 2014 |
9.10%
Nov 2014 – Nov 2024 |
9.92%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart