Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Cisco 401K Plan Tactical Asset Allocation Moderate | NA | -0.67% | 5.03% | 3.42% | 5.77% | 7.02% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Cisco 401K Plan Tactical Asset Allocation 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 (%) | 0.23 | -0.67 | 5.03 | 3.42 | 5.77 | 7.02 | NA | … | … | 4.62 | 8.65 | 7.40 | -2.68 | 1.46 | 17.39 | 5.18 | -2.51 | 6.28 | 16.86 | 1.19 | 13.92 | 12.96 | 5.83 | 11.00 | 19.11 | -2.52 | 6.54 |
| Sharpe Ratio | NA | -0.66 | -1.18 | -1.50 | -1.33 | NA | NA | … | … | -0.67 | -1.96 | -7.16 | -3.94 | -2.69 | -0.16 | -2.57 | -1.91 | -1.13 | -0.19 | -3.40 | -0.82 | -1.18 | -2.66 | -1.00 | -0.03 | -3.89 | -4.01 |
| Standard Deviation(%) | NA | 25.47 | 15.17 | 12.32 | 10.76 | NA | NA | … | … | 25.47 | 5.39 | 3.74 | 5.38 | 6.33 | 7.09 | 5.20 | 10.99 | 10.91 | 9.00 | 5.41 | 9.84 | 7.94 | 5.72 | 8.57 | 5.94 | 5.74 | 3.66 |
| Draw Down(%) | NA | 17.64 | 17.64 | 17.64 | 17.64 | NA | NA | … | … | 17.64 | 3.49 | 2.19 | 5.53 | 5.27 | 4.96 | 4.53 | 11.85 | 9.73 | 4.21 | 3.87 | 6.86 | 9.36 | 4.07 | 7.55 | 3.37 | 8.49 | 2.77 |
| Yield(%) | NA | 6.07 | 4.02 | 3.51 | 3.78 | NA | NA | … | … | 6.04 | 0.24 | 5.52 | 1.64 | 4.04 | 4.31 | 5.16 | 3.08 | 2.48 | 4.97 | 3.66 | 4.87 | 4.26 | 3.32 | 2.57 | 3.44 | 5.14 | 6.65 |
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 |
|---|---|---|---|---|
| Cisco 401K Plan Tactical Asset Allocation Moderate |
1.97%
Dec 2013 – Dec 2016 |
2.67%
Apr 2011 – Apr 2016 |
5.50%
Mar 2008 – Mar 2018 |
6.94%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Cisco 401K Plan Tactical Asset Allocation Moderate |
14.16%
Oct 2004 – Oct 2007 |
13.33%
Oct 2002 – Oct 2007 |
9.62%
Apr 2001 – Apr 2011 |
8.18%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart