Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Huawei USA 401K Strategic Asset Allocation – Optimal Moderate | NA | 23.81% | 0.62% | 4.85% | 3.91% | 6.02% | 6.00% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Huawei USA 401K 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 (%) | -1.09 | 23.81 | 0.62 | 4.85 | 3.91 | 6.02 | 6.00 | … | … | 0.07 | 6.36 | 11.94 | -15.40 | 2.86 | 17.16 | 16.71 | -9.33 | 6.05 | 5.76 | -1.69 | 5.47 | 10.37 | 12.46 | -1.89 | 19.52 | 27.00 | -19.38 | 7.91 | 13.97 | 7.09 | 12.56 | 22.75 | -1.16 | 9.60 |
| Sharpe Ratio | NA | 0.13 | -0.35 | 0.14 | 0.20 | NA | NA | … | … | 0.00 | -0.03 | 0.93 | -1.27 | 0.33 | 1.12 | 2.17 | -1.13 | 1.04 | 0.67 | -0.20 | 0.97 | 1.42 | 1.66 | -0.14 | 1.56 | 1.35 | -0.90 | 0.47 | 1.44 | 0.65 | 1.56 | 3.06 | -0.22 | 0.93 |
| Standard Deviation(%) | NA | 7.64 | 10.07 | 11.02 | 9.55 | NA | NA | … | … | 7.03 | 7.73 | 8.28 | 13.24 | 8.68 | 15.05 | 7.04 | 9.41 | 5.24 | 8.32 | 8.40 | 5.61 | 7.26 | 7.48 | 14.08 | 12.44 | 19.97 | 22.47 | 10.44 | 7.42 | 7.60 | 7.45 | 7.21 | 10.36 | 7.84 |
| Draw Down(%) | NA | 6.42 | 21.86 | 24.86 | 24.86 | NA | NA | … | … | 0.63 | 6.32 | 8.62 | 21.96 | 6.46 | 23.15 | 3.30 | 15.12 | 4.61 | 8.24 | 9.15 | 4.83 | 7.81 | 6.22 | 14.86 | 8.97 | 18.23 | 32.48 | 6.08 | 5.22 | 4.55 | 5.97 | 5.49 | 15.10 | 8.05 |
| Yield(%) | NA | 3.26 | 3.71 | 4.03 | 3.75 | NA | NA | … | … | NA | 0.84 | 3.02 | 4.47 | 2.64 | 5.98 | 2.90 | 2.27 | 0.42 | 3.78 | 8.07 | 3.22 | 4.10 | 3.97 | 2.46 | 4.20 | 3.67 | 3.11 | 9.45 | 6.20 | 4.57 | 4.82 | 3.33 | 3.95 | 5.52 |
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 |
|---|---|---|---|---|
| Huawei USA 401K Strategic Asset Allocation – Optimal Moderate |
-5.82%
Feb 2006 – Feb 2009 |
-0.46%
Sep 2017 – Sep 2022 |
2.34%
Oct 2013 – Oct 2023 |
3.70%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Huawei USA 401K Strategic Asset Allocation – Optimal Moderate |
21.89%
Feb 2009 – Feb 2012 |
16.53%
Feb 2009 – Feb 2014 |
9.94%
Mar 2003 – Mar 2013 |
8.40%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart