Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN Tactical Asset Allocation Moderate | NA | 30.77% | 10.97% | 10.72% | 6.66% | 7.03% | 6.89% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COMPUTER SCIENCES CORPORATION MATCHED ASSET 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 (%) | -0.56 | 30.77 | 10.97 | 10.72 | 6.66 | 7.03 | 6.89 | … | … | 0.53 | 19.97 | 19.56 | -3.98 | 10.36 | 8.36 | 6.80 | -4.82 | 12.90 | 3.36 | -1.46 | 2.70 | 14.71 | 6.81 | 0.03 | 11.01 | 9.17 | 3.26 | 8.22 | 8.91 | 3.24 | 5.04 | 0.52 | 9.59 | 6.39 |
| Sharpe Ratio | NA | 2.23 | 1.21 | 1.10 | 0.71 | NA | NA | … | … | 0.09 | 2.06 | 2.50 | -0.83 | 1.36 | 0.87 | 0.42 | -0.83 | 3.40 | 0.79 | -0.30 | 0.47 | 2.40 | 1.19 | 0.00 | 1.28 | 1.07 | 0.36 | 0.67 | 0.94 | 0.21 | 1.74 | -0.06 | 1.56 | 0.63 |
| Standard Deviation(%) | NA | 6.44 | 6.38 | 7.31 | 7.36 | NA | NA | … | … | 5.49 | 6.49 | 6.12 | 6.47 | 7.59 | 9.34 | 12.91 | 7.43 | 3.61 | 3.99 | 4.92 | 5.69 | 6.10 | 5.68 | 8.14 | 8.56 | 8.51 | 6.58 | 7.75 | 5.97 | 5.12 | 2.36 | 2.90 | 5.45 | 6.48 |
| Draw Down(%) | NA | 3.53 | 8.78 | 11.24 | 14.04 | NA | NA | … | … | 0.36 | 3.53 | 2.95 | 9.10 | 3.49 | 11.24 | 10.13 | 10.00 | 1.08 | 2.73 | 4.81 | 4.80 | 4.34 | 4.53 | 8.35 | 7.37 | 6.98 | 4.95 | 4.62 | 5.66 | 3.35 | 1.59 | 2.60 | 2.99 | 5.42 |
| Yield(%) | NA | 14.82 | 13.25 | 8.74 | 5.83 | NA | NA | … | … | NA | 9.10 | 13.56 | 7.18 | 9.76 | 1.90 | 2.62 | 3.96 | 2.07 | 2.07 | 4.38 | 1.99 | 2.01 | 2.22 | 4.09 | 3.62 | 4.48 | 3.73 | 3.26 | 2.91 | 2.66 | 2.83 | 3.16 | 6.11 | 5.86 |
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 |
|---|---|---|---|---|
| COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN Tactical Asset Allocation Moderate |
0.63%
Oct 2017 – Oct 2020 |
1.46%
Apr 2015 – Apr 2020 |
3.87%
Apr 2010 – Apr 2020 |
4.83%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN Tactical Asset Allocation Moderate |
12.84%
Nov 2021 – Nov 2024 |
11.27%
Nov 2019 – Nov 2024 |
7.48%
Aug 2004 – Aug 2014 |
7.18%
Jun 2009 – Jun 2024 |
Annualized Rolling Returns Comparison Chart