Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Fujitsu Group 401(k) Plan Strategic Asset Allocation – Optimal Moderate | NA | -7.85% | 8.54% | 4.59% | 5.02% | 4.93% | 6.99% | … | … |
Data as of 04/29/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Fujitsu Group 401(k) Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 07/12/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.48 | -7.85 | 8.54 | 4.59 | 5.02 | 4.93 | 6.99 | … | … | -13.36 | 2.94 | 23.64 | 17.57 | -18.57 | 15.12 | 4.39 | -0.98 | 2.89 | 11.95 | 10.78 | -3.33 | 16.79 | 31.31 | -23.66 | 10.35 | 14.74 | 10.28 | 13.94 | 29.47 | 0.36 | 6.91 |
| Sharpe Ratio | NA | -1.25 | 0.31 | 0.14 | 0.40 | NA | NA | … | … | -1.04 | 0.29 | 1.30 | 2.57 | -1.22 | 3.25 | 0.55 | -0.13 | 0.48 | 1.81 | 1.55 | -0.26 | 1.41 | 1.73 | -1.15 | 0.69 | 1.63 | 1.42 | 2.04 | 4.65 | -0.09 | 0.62 |
| Standard Deviation(%) | NA | 10.84 | 13.42 | 12.94 | 10.31 | NA | NA | … | … | 13.08 | 10.20 | 18.00 | 6.30 | 16.29 | 4.46 | 7.63 | 7.90 | 5.99 | 6.58 | 6.93 | 12.94 | 11.85 | 18.04 | 21.35 | 10.68 | 7.06 | 5.71 | 6.36 | 6.18 | 8.08 | 7.44 |
| Draw Down(%) | NA | 14.05 | 20.99 | 24.38 | 24.38 | NA | NA | … | … | 13.72 | 8.60 | 20.99 | 3.17 | 24.00 | 1.49 | 6.69 | 8.92 | 6.37 | 6.94 | 6.54 | 13.80 | 9.65 | 16.66 | 37.83 | 9.21 | 8.92 | 4.71 | 8.47 | 4.51 | 12.66 | 8.78 |
| Yield(%) | NA | 5.37 | 4.32 | 4.80 | 5.45 | NA | NA | … | … | 1.22 | 4.65 | 5.45 | 3.20 | 7.05 | 3.74 | 3.45 | 7.38 | 10.71 | 5.92 | 4.18 | 2.53 | 3.22 | 3.50 | 3.12 | 8.79 | 8.14 | 4.82 | 4.43 | 3.96 | 2.84 | 4.87 |
Data as of 04/29/2022, 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 |
|---|---|---|---|---|
| Fujitsu Group 401(k) Plan Strategic Asset Allocation – Optimal Moderate |
-6.37%
Feb 2006 – Feb 2009 |
-0.06%
Dec 2013 – Dec 2018 |
3.45%
Mar 2010 – Mar 2020 |
4.40%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fujitsu Group 401(k) Plan Strategic Asset Allocation – Optimal Moderate |
20.92%
Feb 2009 – Feb 2012 |
16.97%
Oct 2002 – Oct 2007 |
10.67%
Mar 2003 – Mar 2013 |
9.15%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart