Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COMCAST CORPORATION RETIREMENT-INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 10.88% | 10.09% | 9.10% | 10.98% | 10.70% | NA | … | … |
Data as of 08/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COMCAST CORPORATION RETIREMENT-INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| 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 (%) | 0.39 | 10.88 | 10.09 | 9.10 | 10.98 | 10.70 | NA | … | … | -0.31 | 15.58 | 4.62 | 1.83 | 6.86 | 20.91 | 11.36 | 4.79 | 18.30 | 18.16 | 4.80 | 10.17 | 10.64 | 7.13 | 11.32 | 26.65 | 4.04 | 2.44 |
| Sharpe Ratio | NA | -0.05 | 0.71 | 0.69 | 1.02 | NA | NA | … | … | -0.14 | 2.83 | 0.49 | 0.18 | 0.80 | 2.56 | 1.35 | 0.30 | 1.42 | 1.79 | 0.63 | 0.80 | 0.96 | 0.85 | 1.41 | 3.36 | 0.55 | 0.02 |
| Standard Deviation(%) | NA | 9.80 | 8.48 | 8.74 | 10.14 | NA | NA | … | … | 10.33 | 5.29 | 8.97 | 10.13 | 8.59 | 8.16 | 8.40 | 15.62 | 12.86 | 10.09 | 6.20 | 8.98 | 7.71 | 5.82 | 7.34 | 7.72 | 5.34 | 6.16 |
| Draw Down(%) | NA | 8.62 | 9.83 | 11.50 | 12.06 | NA | NA | … | … | 8.62 | 2.34 | 8.70 | 9.37 | 5.81 | 4.68 | 6.49 | 12.06 | 9.57 | 4.85 | 4.96 | 6.43 | 8.97 | 3.93 | 7.19 | 3.47 | 3.28 | 7.02 |
| Yield(%) | NA | 3.92 | 3.50 | 3.37 | 3.15 | NA | NA | … | … | 0.73 | 4.52 | 2.12 | 4.53 | 2.95 | 3.52 | 4.09 | 1.88 | 3.71 | 4.36 | 4.25 | 5.74 | 6.14 | 4.49 | 5.17 | 3.12 | 5.92 | 7.60 |
Data as of 08/31/2018, 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 |
|---|---|---|---|---|
| COMCAST CORPORATION RETIREMENT-INVESTMENT PLAN Tactical Asset Allocation Moderate |
4.29%
Feb 2014 – Feb 2017 |
6.26%
Oct 2013 – Oct 2018 |
9.60%
Jan 2006 – Jan 2016 |
9.92%
Oct 2003 – Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COMCAST CORPORATION RETIREMENT-INVESTMENT PLAN Tactical Asset Allocation Moderate |
17.18%
Mar 2009 – Mar 2012 |
16.03%
Feb 2009 – Feb 2014 |
12.44%
Mar 2003 – Mar 2013 |
11.56%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart