Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 06/30/2020.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SIEMENS 401k PLAN Strategic Asset Allocation - Optimal Moderate | NA | 0.64% | 2.77% | 3.26% | 5.76% | 4.80% | NA | 5.21% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIEMENS 401k PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 09/03/2020 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 06/30/2020.
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 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.40 | 0.64 | 2.77 | 3.26 | 5.76 | 4.80 | NA | 5.21 | 0.74 | 14.60 | -6.06 | 10.22 | 7.04 | -1.65 | 3.42 | 14.00 | 10.55 | -3.75 | 9.74 | 26.55 | -25.36 | 7.89 | 12.52 | 6.83 | 10.32 | 23.18 | -9.46 | 4.69 |
| Sharpe Ratio | NA | -1.14 | -1.86 | -1.91 | -1.64 | NA | NA | -1.34 | -0.64 | -1.27 | -3.22 | -1.97 | -2.93 | -2.24 | -2.22 | -0.63 | -0.92 | -1.46 | -0.74 | 0.43 | -1.87 | -1.36 | -1.30 | -2.11 | -1.30 | 0.45 | -2.34 | -1.47 |
| Standard Deviation(%) | NA | 12.88 | 9.73 | 9.07 | 9.47 | NA | NA | 11.40 | 15.27 | 6.82 | 8.60 | 4.57 | 9.25 | 9.02 | 6.79 | 7.20 | 8.74 | 15.23 | 12.04 | 18.32 | 24.09 | 10.40 | 7.56 | 6.73 | 7.13 | 8.56 | 12.51 | 11.25 |
| Draw Down(%) | NA | 16.05 | 16.05 | 16.05 | 16.07 | NA | NA | 38.86 | 16.05 | 4.18 | 12.51 | 1.72 | 7.69 | 9.61 | 5.49 | 5.10 | 8.05 | 16.07 | 9.49 | 17.07 | 34.15 | 6.95 | 7.62 | 5.09 | 6.06 | 7.77 | 19.87 | 13.35 |
| Yield(%) | NA | 1.57 | 2.15 | 2.41 | 2.93 | NA | NA | 3.85 | 0.45 | 2.16 | 3.77 | 0.87 | 3.15 | 3.01 | 5.73 | 3.76 | 2.26 | 3.38 | 1.97 | 2.41 | 2.25 | 5.40 | 7.52 | 7.78 | 6.22 | 1.80 | 2.51 | 6.68 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIEMENS 401k PLAN Strategic Asset Allocation - Optimal Moderate |
-8.06%
Feb 2006 - Feb 2009 |
-1.58%
Feb 2004 - Feb 2009 |
3.62%
Feb 2006 - Feb 2016 |
4.33%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIEMENS 401k PLAN Strategic Asset Allocation - Optimal Moderate |
16.91%
Feb 2009 - Feb 2012 |
13.71%
Feb 2009 - Feb 2014 |
8.56%
Feb 2009 - Feb 2019 |
7.05%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart