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 Strategic Asset Allocation – Optimal Moderate | NA | 0.92% | 7.89% | 6.30% | 7.32% | 5.62% | 7.47% | … | … |
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 Strategic Asset Allocation – Optimal 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 (%) | 1.33 | 0.92 | 7.89 | 6.30 | 7.32 | 5.62 | 7.47 | … | … | 5.78 | -3.22 | 6.71 | 19.03 | 15.74 | -4.87 | 9.30 | 6.61 | 0.89 | 4.77 | 18.21 | 10.01 | -2.53 | 12.88 | 23.17 | -24.10 | 8.14 | 12.14 | 8.58 | 15.82 | 23.74 | -1.69 | 9.72 |
| Sharpe Ratio | NA | 0.28 | 0.55 | 0.48 | 0.65 | NA | NA | … | … | 0.57 | -0.35 | 0.68 | 1.00 | 1.72 | -0.63 | 1.70 | 0.73 | 0.10 | 0.70 | 2.73 | 1.24 | -0.16 | 1.08 | 1.25 | -1.09 | 0.54 | 1.12 | 1.02 | 2.06 | 2.77 | -0.25 | 0.79 |
| Standard Deviation(%) | NA | 13.02 | 14.45 | 12.52 | 10.31 | NA | NA | … | … | 9.44 | 13.05 | 9.90 | 18.82 | 8.34 | 9.79 | 5.09 | 8.79 | 8.59 | 6.84 | 6.67 | 8.03 | 15.69 | 11.90 | 18.42 | 22.95 | 9.56 | 7.89 | 6.28 | 7.21 | 8.33 | 11.27 | 9.40 |
| Draw Down(%) | NA | 10.74 | 21.69 | 21.82 | 21.82 | NA | NA | … | … | 2.34 | 12.56 | 6.07 | 21.82 | 3.93 | 13.64 | 1.98 | 7.14 | 8.19 | 5.22 | 4.34 | 7.12 | 16.33 | 9.52 | 18.49 | 33.57 | 6.16 | 9.06 | 3.97 | 5.27 | 7.80 | 15.26 | 11.56 |
| Yield(%) | NA | 13.56 | 6.74 | 5.25 | 4.77 | NA | NA | … | … | 1.35 | 11.89 | 3.49 | 3.39 | 1.96 | 4.32 | 0.66 | 2.01 | 11.33 | 3.14 | 4.48 | 1.84 | 1.66 | 1.76 | 1.54 | 3.18 | 7.69 | 3.51 | 5.02 | 3.43 | 1.28 | 1.69 | 2.53 |
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 Strategic Asset Allocation – Optimal Moderate |
-8.25%
Feb 2006 – Feb 2009 |
-0.38%
Feb 2004 – Feb 2009 |
4.60%
Feb 2006 – Feb 2016 |
4.82%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FANUC ROBOTICS AMERICA INC. SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
20.23%
Mar 2003 – Mar 2006 |
15.20%
Feb 2009 – Feb 2014 |
9.73%
Feb 2009 – Feb 2019 |
8.23%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart