Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OpenText (OPTX) 401k Strategic Asset Allocation – Optimal Moderate | NA | -5.07% | 2.98% | 3.10% | 7.72% | 7.24% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OpenText (OPTX) 401k Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.04 | -5.07 | 2.98 | 3.10 | 7.72 | 7.24 | NA | … | … | -4.34 | 7.91 | 6.04 | -0.51 | 3.04 | 10.76 | 12.89 | -2.98 | 16.31 | 29.75 | -23.22 | 10.09 | 20.05 | 7.85 | 18.14 | 24.96 | -4.48 | 1.01 |
| Sharpe Ratio | NA | -0.61 | 0.30 | 0.25 | 0.65 | NA | NA | … | … | -0.61 | 1.39 | 0.68 | -0.07 | 0.48 | 1.39 | 1.67 | -0.19 | 1.35 | 1.41 | -1.00 | 0.60 | 1.91 | 0.80 | 1.86 | 3.12 | -0.56 | -0.13 |
| Standard Deviation(%) | NA | 9.25 | 7.90 | 7.69 | 11.14 | NA | NA | … | … | 9.25 | 5.24 | 8.61 | 8.32 | 6.29 | 7.70 | 7.67 | 15.43 | 12.01 | 21.10 | 24.10 | 11.69 | 8.79 | 7.10 | 9.24 | 7.79 | 9.94 | 10.15 |
| Draw Down(%) | NA | 10.70 | 10.70 | 12.63 | 21.92 | NA | NA | … | … | 10.70 | 3.88 | 7.74 | 9.19 | 4.92 | 7.98 | 5.97 | 17.27 | 8.82 | 21.92 | 37.24 | 9.17 | 10.58 | 5.22 | 9.16 | 7.64 | 16.83 | 15.87 |
| Yield(%) | NA | 7.34 | 3.89 | 4.05 | 4.17 | NA | NA | … | … | 7.28 | 0.32 | 3.92 | 4.13 | 4.67 | 4.43 | 4.28 | 5.58 | 3.53 | 3.33 | 5.26 | 9.40 | 8.86 | 4.99 | 4.98 | 1.98 | 1.48 | 2.65 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| OpenText (OPTX) 401k Strategic Asset Allocation – Optimal Moderate |
-6.72%
Feb 2006 – Feb 2009 |
0.90%
Feb 2004 – Feb 2009 |
4.96%
Oct 2007 – Oct 2017 |
7.09%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OpenText (OPTX) 401k Strategic Asset Allocation – Optimal Moderate |
22.95%
Feb 2009 – Feb 2012 |
17.59%
Oct 2002 – Oct 2007 |
11.12%
Mar 2003 – Mar 2013 |
9.08%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart