Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2019.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ebay Inc 401K Savings Plan Tactical Asset Allocation Moderate | NA | 2.99% | 3.52% | 1.74% | 3.50% | 5.12% | NA | 6.46% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ebay Inc 401K Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2019 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2019.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.68 | 2.99 | 3.52 | 1.74 | 3.50 | 5.12 | NA | 6.46 | 6.97 | -1.65 | 6.05 | 4.81 | -6.15 | -3.10 | 17.25 | 6.74 | -0.41 | 3.93 | 17.53 | -0.72 | 10.01 | 8.34 | 4.89 | 14.04 | 17.55 | 7.17 | 8.07 |
| Sharpe Ratio | NA | 1.23 | 0.45 | 0.21 | 0.43 | NA | NA | 0.81 | 1.23 | -0.41 | 1.07 | 1.03 | -1.11 | -0.50 | 2.54 | 1.20 | -0.05 | 0.37 | 2.16 | -0.31 | 0.82 | 0.73 | 0.51 | 2.01 | 3.58 | 1.38 | 1.12 |
| Standard Deviation(%) | NA | 4.53 | 5.77 | 5.50 | 6.65 | NA | NA | 6.47 | 4.53 | 7.34 | 5.04 | 4.46 | 5.59 | 6.26 | 6.79 | 5.56 | 8.31 | 10.30 | 8.08 | 5.30 | 8.57 | 6.96 | 5.30 | 6.51 | 4.71 | 4.39 | 5.14 |
| Draw Down(%) | NA | 3.93 | 8.04 | 8.04 | 10.79 | NA | NA | 10.79 | 3.93 | 8.04 | 3.34 | 2.72 | 7.41 | 5.84 | 4.29 | 4.92 | 9.01 | 10.42 | 3.97 | 7.53 | 6.86 | 8.59 | 4.03 | 5.61 | 2.72 | 3.39 | 3.88 |
| Yield(%) | NA | 5.42 | 2.93 | 2.62 | 2.94 | NA | NA | 4.05 | 5.41 | 2.73 | 0.61 | 2.38 | 1.77 | 2.83 | 3.64 | 3.25 | 2.67 | 3.78 | 4.99 | 3.89 | 5.36 | 5.29 | 4.12 | 5.30 | 4.29 | 6.45 | 8.10 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ebay Inc 401K Savings Plan Tactical Asset Allocation Moderate |
-1.59%
Dec 2013 - Dec 2016 |
-0.12%
Dec 2013 - Dec 2018 |
3.31%
Nov 2009 - Nov 2019 |
4.87%
Nov 2004 - Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ebay Inc 401K Savings Plan Tactical Asset Allocation Moderate |
13.37%
Mar 2002 - Mar 2005 |
11.78%
Oct 2002 - Oct 2007 |
9.47%
Apr 2001 - Apr 2011 |
6.85%
Apr 2001 - Apr 2016 |
Annualized Rolling Returns Comparison Chart