Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QUALCOMM INCORPORATED EMPLOYEE SAVINGS AND RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 25.66% | 3.32% | 6.58% | 3.95% | 5.56% | 5.80% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QUALCOMM INCORPORATED EMPLOYEE SAVINGS AND RETIREMENT PLAN 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 (%) | -1.03 | 25.66 | 3.32 | 6.58 | 3.95 | 5.56 | 5.80 | … | … | 0.35 | 10.68 | 10.98 | -14.64 | 8.56 | 14.85 | 16.94 | -19.50 | 13.44 | 5.28 | -1.68 | 4.19 | 12.59 | 13.23 | -4.20 | 13.88 | 27.24 | -24.96 | 12.78 | 12.50 | 11.42 | 15.73 | 27.67 | -5.69 | -0.94 |
| Sharpe Ratio | NA | 0.65 | -0.20 | 0.26 | 0.20 | NA | NA | … | … | 0.04 | 0.50 | 0.82 | -1.19 | 0.94 | 0.88 | 2.37 | -1.20 | 2.82 | 0.61 | -0.21 | 0.68 | 1.85 | 1.76 | -0.30 | 1.22 | 1.63 | -1.22 | 1.02 | 1.17 | 1.53 | 1.88 | 3.43 | -0.68 | -0.34 |
| Standard Deviation(%) | NA | 8.12 | 10.27 | 11.64 | 10.87 | NA | NA | … | … | 7.41 | 8.17 | 8.23 | 13.45 | 9.09 | 16.68 | 6.55 | 17.36 | 4.54 | 8.38 | 8.26 | 6.17 | 6.80 | 7.49 | 14.00 | 11.31 | 16.69 | 21.21 | 9.59 | 7.90 | 6.04 | 7.87 | 7.86 | 9.98 | 9.62 |
| Draw Down(%) | NA | 4.91 | 20.80 | 21.36 | 27.84 | NA | NA | … | … | 0.64 | 4.91 | 7.99 | 20.89 | 4.86 | 21.36 | 3.50 | 25.41 | 1.86 | 7.68 | 9.72 | 5.36 | 6.93 | 6.10 | 15.61 | 8.90 | 16.58 | 35.92 | 6.60 | 9.91 | 4.27 | 7.96 | 6.99 | 15.85 | 14.07 |
| Yield(%) | NA | 3.63 | 4.48 | 4.12 | 3.41 | NA | NA | … | … | NA | 0.83 | 3.33 | 3.37 | 6.30 | 4.39 | 2.34 | 3.11 | 0.51 | 2.51 | 3.86 | 3.66 | 4.99 | 4.10 | 3.56 | 3.86 | 3.67 | 4.75 | 6.83 | 5.04 | 4.31 | 3.88 | 2.46 | 3.16 | 3.86 |
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 |
|---|---|---|---|---|
| QUALCOMM INCORPORATED EMPLOYEE SAVINGS AND RETIREMENT PLAN Strategic Asset Allocation – Optimal Mode |
-6.41%
Feb 2006 – Feb 2009 |
-1.21%
Mar 2015 – Mar 2020 |
2.17%
Oct 2013 – Oct 2023 |
2.84%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QUALCOMM INCORPORATED EMPLOYEE SAVINGS AND RETIREMENT PLAN Strategic Asset Allocation – Optimal Mode |
20.94%
Mar 2003 – Mar 2006 |
16.68%
Oct 2002 – Oct 2007 |
10.14%
Mar 2003 – Mar 2013 |
8.82%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart