Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| California Micro Devices Corporation 401(k) Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 23.66% | -0.85% | 4.72% | 4.55% | 5.47% | 6.14% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| California Micro Devices Corporation 401(k) Retirement Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.90 | 23.66 | -0.85 | 4.72 | 4.55 | 5.47 | 6.14 | … | … | 0.45 | 4.16 | 13.89 | -18.80 | 8.05 | 13.78 | 11.61 | -1.90 | 10.87 | 4.14 | -1.05 | -0.50 | 18.13 | 9.70 | -0.64 | 6.22 | 17.25 | -3.04 | 11.79 | 12.04 | 4.45 | 5.91 | 21.06 | 4.18 | 6.77 |
| Sharpe Ratio | NA | -0.06 | -0.38 | 0.09 | 0.27 | NA | NA | … | … | 0.05 | -0.22 | 1.04 | -1.36 | 0.79 | 1.74 | 2.08 | -0.42 | 1.58 | 0.86 | -0.21 | -0.08 | 2.45 | 1.88 | -0.08 | 0.58 | 2.01 | -0.97 | 0.87 | 1.10 | 0.39 | 0.65 | 3.22 | 0.75 | 1.10 |
| Standard Deviation(%) | NA | 10.79 | 11.91 | 10.86 | 8.73 | NA | NA | … | … | 7.52 | 10.87 | 9.24 | 14.87 | 10.15 | 7.77 | 4.90 | 7.74 | 6.46 | 4.55 | 5.15 | 6.20 | 7.39 | 5.14 | 8.10 | 10.62 | 8.52 | 4.08 | 10.11 | 7.99 | 5.81 | 7.69 | 6.32 | 4.08 | 4.07 |
| Draw Down(%) | NA | 9.25 | 23.31 | 28.27 | 28.27 | NA | NA | … | … | 0.67 | 9.25 | 9.98 | 24.45 | 7.73 | 10.44 | 3.12 | 8.84 | 6.18 | 4.12 | 4.53 | 6.63 | 5.32 | 4.12 | 7.88 | 8.55 | 4.99 | 6.52 | 8.35 | 9.87 | 4.92 | 7.60 | 3.18 | 4.85 | 2.78 |
| Yield(%) | NA | 3.53 | 4.64 | 4.97 | 4.08 | NA | NA | … | … | NA | 0.54 | 3.61 | 3.23 | 7.54 | 5.76 | 4.84 | 3.12 | 0.14 | 3.31 | 5.20 | 4.24 | 3.55 | 5.17 | 1.63 | 3.88 | 3.96 | 2.55 | 3.83 | 3.77 | 6.12 | 3.85 | 3.86 | 5.17 | 6.72 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| California Micro Devices Corporation 401(k) Retirement Savings Plan Tactical Asset Allocation Modera |
-1.83%
Apr 2021 – Apr 2024 |
-0.11%
Sep 2017 – Sep 2022 |
2.54%
Oct 2013 – Oct 2023 |
4.10%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| California Micro Devices Corporation 401(k) Retirement Savings Plan Tactical Asset Allocation Modera |
12.66%
Apr 2003 – Apr 2006 |
11.79%
Oct 2002 – Oct 2007 |
8.95%
Apr 2001 – Apr 2011 |
7.95%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart