Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Facebook 401k Asset Allocation Composite Moderate | NA | 0.03% | 5.86% | 4.16% | 8.76% | 9.05% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Facebook 401k Asset Allocation Composite 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 (%) | 1.21 | 0.03 | 5.86 | 4.16 | 8.76 | 9.05 | NA | … | … | -5.23 | 14.98 | 5.44 | -3.76 | 5.83 | 12.69 | 12.61 | -0.97 | 13.25 | 26.81 | 0.48 | 8.49 | 17.45 | 11.22 | 12.98 | 24.40 | 10.15 | 8.65 |
| Sharpe Ratio | NA | -0.76 | 0.59 | 0.40 | 0.83 | NA | NA | … | … | -0.76 | 3.22 | 0.79 | -0.53 | 0.86 | 1.56 | 1.62 | -0.06 | 1.28 | 2.52 | -0.06 | 0.53 | 1.86 | 1.42 | 1.56 | 3.95 | 2.22 | 1.17 |
| Standard Deviation(%) | NA | 8.61 | 6.79 | 6.85 | 9.03 | NA | NA | … | … | 8.61 | 4.45 | 6.64 | 7.12 | 6.73 | 8.11 | 7.75 | 15.38 | 10.31 | 10.59 | 7.73 | 10.24 | 7.60 | 6.39 | 7.73 | 6.01 | 4.08 | 5.43 |
| Draw Down(%) | NA | 12.82 | 12.82 | 12.82 | 15.68 | NA | NA | … | … | 12.82 | 1.88 | 5.06 | 8.44 | 5.01 | 7.74 | 5.91 | 15.68 | 8.15 | 5.00 | 6.63 | 6.12 | 7.44 | 4.21 | 7.02 | 2.70 | 2.44 | 4.10 |
| Yield(%) | NA | 5.59 | 5.62 | 5.41 | 5.23 | NA | NA | … | … | 5.57 | 4.90 | 5.98 | 5.43 | 5.06 | 5.87 | 5.67 | 2.97 | 4.56 | 5.54 | 9.44 | 7.73 | 7.55 | 3.63 | 3.39 | 3.25 | 8.14 | 8.82 |
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 |
|---|---|---|---|---|
| Facebook 401k Asset Allocation Composite Moderate |
2.14%
Nov 2013 – Nov 2016 |
4.05%
Apr 2011 – Apr 2016 |
7.66%
Nov 2006 – Nov 2016 |
9.01%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Facebook 401k Asset Allocation Composite Moderate |
17.90%
Mar 2003 – Mar 2006 |
16.19%
Oct 2002 – Oct 2007 |
13.84%
Apr 2001 – Apr 2011 |
10.60%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart