Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FANUC ROBOTICS AMERICA INC. SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -2.83% | 7.58% | 4.35% | 5.94% | 5.98% | 7.72% | … | … |
Data as of 11/30/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FANUC ROBOTICS AMERICA INC. SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 02/17/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.20 | -2.83 | 7.58 | 4.35 | 5.94 | 5.98 | 7.72 | … | … | 4.75 | -5.87 | 4.76 | 24.74 | 10.13 | -6.35 | 7.59 | 5.77 | -1.08 | 2.48 | 17.73 | 6.38 | 0.51 | 9.73 | 18.15 | -0.55 | 7.86 | 13.71 | 1.46 | 17.55 | 23.41 | 6.52 | 8.65 |
| Sharpe Ratio | NA | 0.17 | 0.76 | 0.55 | 0.68 | NA | NA | … | … | 0.57 | -0.66 | 0.48 | 3.03 | 1.59 | -0.99 | 1.23 | 1.01 | -0.18 | 0.39 | 2.31 | 1.03 | 0.05 | 0.93 | 2.10 | -0.26 | 0.51 | 1.36 | -0.13 | 2.12 | 3.68 | 1.16 | 1.17 |
| Standard Deviation(%) | NA | 10.39 | 9.78 | 8.53 | 7.59 | NA | NA | … | … | 7.62 | 10.94 | 9.79 | 8.10 | 5.50 | 7.71 | 5.66 | 5.54 | 6.21 | 6.38 | 7.66 | 6.13 | 10.27 | 10.39 | 8.61 | 5.57 | 9.49 | 7.70 | 5.30 | 7.83 | 6.17 | 4.68 | 5.43 |
| Draw Down(%) | NA | 9.96 | 16.45 | 16.45 | 16.45 | NA | NA | … | … | 1.37 | 14.08 | 6.44 | 7.43 | 3.00 | 11.88 | 4.25 | 3.59 | 5.16 | 4.98 | 5.81 | 4.50 | 10.19 | 9.38 | 4.71 | 4.95 | 6.89 | 8.06 | 6.31 | 6.08 | 2.92 | 4.32 | 4.10 |
| Yield(%) | NA | 12.47 | 7.63 | 5.54 | 5.08 | NA | NA | … | … | 1.41 | 10.55 | 4.20 | 6.75 | 2.44 | 2.32 | 0.37 | 4.09 | 8.65 | 4.13 | 6.10 | 4.89 | 3.68 | 3.26 | 4.40 | 4.14 | 5.29 | 3.51 | 4.63 | 4.68 | 3.12 | 7.26 | 8.82 |
Data as of 11/30/2022, 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 |
|---|---|---|---|---|
| FANUC ROBOTICS AMERICA INC. SAVINGS PLAN Tactical Asset Allocation Moderate |
2.14%
Dec 2015 – Dec 2018 |
1.56%
Dec 2013 – Dec 2018 |
4.90%
Mar 2010 – Mar 2020 |
5.51%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FANUC ROBOTICS AMERICA INC. SAVINGS PLAN Tactical Asset Allocation Moderate |
15.96%
Apr 2003 – Apr 2006 |
13.67%
Oct 2002 – Oct 2007 |
11.18%
Apr 2001 – Apr 2011 |
8.88%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart