Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COMCAST SPECTACOR 401(k) PLAN Tactical Asset Allocation Moderate | NA | 20.60% | 3.03% | 7.99% | 6.00% | 6.73% | 8.64% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COMCAST SPECTACOR 401(k) 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 (%) | -0.68 | 20.60 | 3.03 | 7.99 | 6.00 | 6.73 | 8.64 | … | … | 0.22 | 2.18 | 13.69 | -12.31 | 14.20 | 17.68 | 19.90 | -9.81 | 9.31 | 5.39 | -0.72 | 3.30 | 13.13 | 9.76 | -1.74 | 11.43 | 21.16 | 6.00 | 17.23 | 16.15 | 10.39 | 17.48 | 20.92 | 4.64 | 2.14 |
| Sharpe Ratio | NA | -0.29 | -0.26 | 0.32 | 0.36 | NA | NA | … | … | 0.02 | -0.45 | 1.10 | -1.07 | 1.49 | 0.96 | 3.23 | -1.19 | 1.72 | 0.60 | -0.08 | 0.47 | 1.88 | 1.24 | -0.11 | 1.05 | 1.84 | 0.87 | 1.28 | 1.43 | 1.24 | 1.86 | 3.51 | 0.70 | -0.03 |
| Standard Deviation(%) | NA | 9.79 | 10.55 | 12.28 | 10.26 | NA | NA | … | … | 7.49 | 9.90 | 8.56 | 12.77 | 9.49 | 18.12 | 5.73 | 9.36 | 5.06 | 8.64 | 8.84 | 7.01 | 6.95 | 7.85 | 15.46 | 10.84 | 11.44 | 5.81 | 11.15 | 8.98 | 6.64 | 8.90 | 5.77 | 5.07 | 5.92 |
| Draw Down(%) | NA | 7.36 | 16.23 | 21.95 | 21.95 | NA | NA | … | … | 0.68 | 7.36 | 6.50 | 17.66 | 4.60 | 21.95 | 2.28 | 16.47 | 2.79 | 6.50 | 9.27 | 5.11 | 7.27 | 6.13 | 15.75 | 7.54 | 6.21 | 3.27 | 9.00 | 11.34 | 4.90 | 10.91 | 4.47 | 2.65 | 6.70 |
| Yield(%) | NA | 9.22 | 6.81 | 5.82 | 5.37 | NA | NA | … | … | NA | 3.12 | 7.32 | 2.81 | 7.70 | 2.23 | 10.17 | 5.69 | 4.12 | 5.19 | 2.64 | 5.17 | 3.44 | 3.64 | 2.68 | 2.89 | 3.97 | 4.75 | 15.76 | 13.87 | 8.27 | 8.28 | 4.50 | 5.21 | 6.25 |
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 |
|---|---|---|---|---|
| COMCAST SPECTACOR 401(k) PLAN Tactical Asset Allocation Moderate |
0.62%
Dec 2021 – Dec 2024 |
1.28%
Dec 2013 – Dec 2018 |
4.04%
Mar 2010 – Mar 2020 |
5.94%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COMCAST SPECTACOR 401(k) PLAN Tactical Asset Allocation Moderate |
19.73%
Apr 2003 – Apr 2006 |
17.34%
Mar 2003 – Mar 2008 |
13.99%
Apr 2001 – Apr 2011 |
10.77%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart