Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CRAY INC. 401K SAVINGS PLAN AND TRUST Strategic Asset Allocation – Optimal Moderate | NA | 26.19% | 3.16% | 7.37% | 5.87% | 7.22% | 6.26% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CRAY INC. 401K SAVINGS PLAN AND TRUST Strategic Asset Allocation – Optimal 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 (%) | -1.18 | 26.19 | 3.16 | 7.37 | 5.87 | 7.22 | 6.26 | … | … | 0.48 | 11.87 | 14.32 | -15.84 | 8.47 | 20.00 | 16.73 | -5.70 | 7.41 | 4.79 | 0.16 | 4.38 | 16.25 | 11.63 | 1.50 | 14.48 | 26.39 | -27.90 | 5.36 | 12.34 | 7.53 | 10.84 | 20.85 | -3.56 | 5.12 |
| Sharpe Ratio | NA | 0.73 | -0.07 | 0.36 | 0.39 | NA | NA | … | … | 0.04 | 0.58 | 1.13 | -1.17 | 0.94 | 1.05 | 2.16 | -0.73 | 1.24 | 0.53 | 0.02 | 0.58 | 2.37 | 1.57 | 0.11 | 1.24 | 1.49 | -1.32 | 0.26 | 1.28 | 0.85 | 1.30 | 2.64 | -0.48 | 0.35 |
| Standard Deviation(%) | NA | 9.09 | 11.27 | 12.80 | 10.66 | NA | NA | … | … | 10.03 | 9.14 | 8.88 | 14.77 | 8.98 | 18.86 | 7.08 | 9.59 | 5.49 | 8.73 | 8.45 | 7.48 | 6.84 | 7.36 | 13.97 | 11.62 | 17.70 | 21.86 | 8.97 | 7.09 | 6.33 | 7.62 | 7.63 | 9.70 | 7.98 |
| Draw Down(%) | NA | 5.39 | 20.34 | 21.79 | 21.79 | NA | NA | … | … | 0.88 | 5.36 | 8.69 | 21.51 | 4.97 | 21.34 | 2.96 | 12.61 | 4.56 | 7.88 | 8.40 | 4.90 | 5.52 | 6.06 | 13.35 | 8.96 | 17.53 | 37.41 | 6.10 | 7.27 | 4.08 | 6.52 | 6.65 | 12.99 | 9.95 |
| Yield(%) | NA | 2.87 | 3.68 | 3.37 | 3.50 | NA | NA | … | … | NA | 0.51 | 2.93 | 2.36 | 5.32 | 4.45 | 1.34 | 4.07 | 0.29 | 3.18 | 6.01 | 5.04 | 4.20 | 2.08 | 3.51 | 1.99 | 2.38 | 3.03 | 8.11 | 8.07 | 5.96 | 3.60 | 2.70 | 3.02 | 5.28 |
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 |
|---|---|---|---|---|
| CRAY INC. 401K SAVINGS PLAN AND TRUST Strategic Asset Allocation – Optimal Moderate |
-9.52%
Feb 2006 – Feb 2009 |
-2.60%
Feb 2004 – Feb 2009 |
4.09%
Oct 2013 – Oct 2023 |
4.07%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CRAY INC. 401K SAVINGS PLAN AND TRUST Strategic Asset Allocation – Optimal Moderate |
20.51%
Feb 2009 – Feb 2012 |
16.81%
Feb 2009 – Feb 2014 |
9.83%
Feb 2009 – Feb 2019 |
9.02%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart