Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CBS 401K Plan Tactical Asset Allocation Moderate | NA | 13.95% | 4.74% | 9.23% | 6.47% | 9.00% | NA | … | … |
Data as of 09/29/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CBS 401K Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/11/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.02 | 13.95 | 4.74 | 9.23 | 6.47 | 9.00 | NA | … | … | 14.35 | 11.00 | -6.88 | 3.41 | 28.58 | 12.30 | -4.71 | 11.64 | 3.35 | 4.88 | 0.11 | 17.61 | 8.15 | 15.68 | 27.91 | -10.80 | 1.90 |
| Sharpe Ratio | NA | 1.94 | 0.56 | 0.91 | 0.53 | NA | NA | … | … | 2.22 | 0.83 | -0.62 | 0.33 | 2.70 | 1.02 | -0.23 | 0.79 | 0.19 | 0.38 | -0.20 | 1.45 | 0.66 | 1.51 | 2.33 | -1.49 | -0.07 |
| Standard Deviation(%) | NA | 6.32 | 10.67 | 10.51 | 13.19 | NA | NA | … | … | 6.20 | 12.97 | 11.15 | 10.37 | 10.55 | 12.06 | 20.85 | 14.63 | 16.79 | 10.53 | 14.40 | 9.91 | 9.08 | 9.73 | 11.66 | 7.97 | 5.82 |
| Draw Down(%) | NA | 2.92 | 17.22 | 19.25 | 21.69 | NA | NA | … | … | 2.92 | 9.74 | 9.74 | 9.55 | 5.34 | 10.15 | 21.19 | 11.94 | 21.69 | 8.93 | 11.35 | 8.08 | 5.80 | 7.74 | 9.25 | 11.85 | 6.33 |
| Yield(%) | NA | 6.09 | 5.62 | 4.30 | 3.43 | NA | NA | … | … | 3.72 | 4.00 | 5.90 | 4.57 | 2.57 | 2.04 | 1.20 | 1.72 | 2.64 | 2.08 | 6.14 | 5.47 | 3.62 | 4.80 | 2.04 | 1.75 | 3.86 |
Data as of 09/29/2017, 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 |
|---|---|---|---|---|
| CBS 401K Plan Tactical Asset Allocation Moderate |
-2.47%
Apr 2006 – Apr 2009 |
1.69%
May 2007 – May 2012 |
5.63%
Jan 2006 – Jan 2016 |
6.46%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBS 401K Plan Tactical Asset Allocation Moderate |
20.24%
Mar 2003 – Mar 2006 |
14.92%
Mar 2009 – Mar 2014 |
10.36%
Mar 2003 – Mar 2013 |
9.20%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart