Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EMC Corporation 401(k) Savings Plan Strategic Asset Allocation – Optimal Moderate | NA | 26.25% | 2.96% | 5.40% | 5.02% | 6.88% | 6.42% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMC Corporation 401(k) 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 (%) | -1.07 | 26.25 | 2.96 | 5.40 | 5.02 | 6.88 | 6.42 | … | … | 0.44 | 6.82 | 14.02 | -13.21 | -0.19 | 15.65 | 16.55 | -5.13 | 9.67 | 3.45 | 0.62 | 5.45 | 13.74 | 13.77 | 0.77 | 14.77 | 31.32 | -24.06 | 6.66 | 11.97 | 9.02 | 12.26 | 24.84 | -1.95 | 5.26 |
| Sharpe Ratio | NA | 0.17 | -0.16 | 0.14 | 0.29 | NA | NA | … | … | 0.04 | 0.03 | 1.15 | -1.11 | -0.02 | 0.87 | 2.55 | -0.80 | 2.17 | 0.41 | 0.07 | 0.92 | 1.97 | 1.97 | 0.05 | 1.26 | 1.63 | -1.10 | 0.43 | 1.22 | 1.17 | 1.62 | 3.19 | -0.33 | 0.36 |
| Standard Deviation(%) | NA | 8.38 | 10.27 | 11.95 | 9.80 | NA | NA | … | … | 8.62 | 8.42 | 8.49 | 13.12 | 8.95 | 17.78 | 5.93 | 8.07 | 4.16 | 8.00 | 8.17 | 5.93 | 6.95 | 6.96 | 14.12 | 11.68 | 19.16 | 22.67 | 8.47 | 7.13 | 5.86 | 6.97 | 7.57 | 9.37 | 8.16 |
| Draw Down(%) | NA | 7.28 | 19.61 | 23.13 | 23.13 | NA | NA | … | … | 0.71 | 7.28 | 7.60 | 20.10 | 6.28 | 21.29 | 2.62 | 10.81 | 2.85 | 8.09 | 7.53 | 4.88 | 6.70 | 5.47 | 14.52 | 9.04 | 18.25 | 36.37 | 5.73 | 7.23 | 4.15 | 7.21 | 6.99 | 15.02 | 9.65 |
| Yield(%) | NA | 8.17 | 5.82 | 6.39 | 5.31 | NA | NA | … | … | NA | 0.91 | 8.02 | 3.99 | 9.09 | 5.54 | 3.99 | 4.91 | 0.52 | 3.80 | 6.86 | 5.01 | 4.61 | 4.70 | 4.10 | 4.52 | 4.06 | 6.09 | 7.42 | 6.38 | 4.41 | 4.13 | 3.25 | 4.50 | 5.62 |
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 |
|---|---|---|---|---|
| EMC Corporation 401(k) Savings Plan Strategic Asset Allocation – Optimal Moderate |
-8.24%
Feb 2006 – Feb 2009 |
-1.14%
Feb 2004 – Feb 2009 |
3.22%
Oct 2013 – Oct 2023 |
4.10%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMC Corporation 401(k) Savings Plan Strategic Asset Allocation – Optimal Moderate |
22.12%
Feb 2009 – Feb 2012 |
17.90%
Feb 2009 – Feb 2014 |
10.54%
Feb 2009 – Feb 2019 |
8.76%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart