Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DIRECTV THRIFT & SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 24.69% | 2.70% | 7.69% | 7.03% | 8.32% | 10.05% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DIRECTV THRIFT & SAVINGS 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 (%) | -0.94 | 24.69 | 2.70 | 7.69 | 7.03 | 8.32 | 10.05 | … | … | 0.28 | 1.47 | 14.12 | -16.61 | 14.91 | 10.59 | 22.66 | -7.31 | 15.26 | 11.45 | -4.06 | 5.62 | 15.85 | 13.92 | -2.14 | 17.96 | 22.44 | 0.97 | 14.83 | 22.77 | 16.09 | 11.73 | 18.50 | -2.34 | -13.58 |
| Sharpe Ratio | NA | -0.30 | -0.31 | 0.09 | 0.27 | NA | NA | … | … | 0.03 | -0.33 | 0.93 | -1.05 | 1.18 | 0.39 | 1.95 | -0.59 | 2.10 | 0.84 | -0.32 | 0.56 | 1.87 | 1.52 | -0.14 | 1.58 | 2.24 | 0.01 | 1.13 | 2.21 | 1.86 | 0.99 | 2.00 | -0.46 | -1.33 |
| Standard Deviation(%) | NA | 15.57 | 14.67 | 17.46 | 14.96 | NA | NA | … | … | 6.82 | 15.60 | 10.61 | 17.09 | 12.61 | 26.76 | 10.90 | 14.64 | 6.95 | 13.41 | 12.67 | 10.04 | 8.46 | 9.11 | 14.96 | 11.32 | 9.99 | 5.77 | 10.44 | 8.83 | 7.47 | 10.89 | 8.91 | 7.42 | 11.91 |
| Draw Down(%) | NA | 15.87 | 20.17 | 27.97 | 27.97 | NA | NA | … | … | 0.55 | 15.85 | 10.64 | 21.28 | 5.85 | 27.97 | 5.52 | 17.13 | 2.98 | 9.44 | 12.61 | 8.43 | 5.45 | 6.91 | 16.47 | 9.11 | 6.16 | 5.18 | 7.47 | 10.49 | 6.63 | 13.51 | 9.39 | 9.16 | 23.66 |
| Yield(%) | NA | 6.89 | 6.80 | 5.99 | 6.60 | NA | NA | … | … | NA | 4.39 | 3.77 | 2.60 | 12.19 | 1.77 | 7.67 | 5.96 | 3.01 | 7.30 | 8.23 | 10.36 | 8.35 | 4.35 | 3.74 | 7.93 | 3.10 | 3.82 | 6.34 | 3.00 | 1.90 | 0.33 | 1.20 | 1.49 | 1.53 |
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 |
|---|---|---|---|---|
| DIRECTV THRIFT & SAVINGS PLAN Tactical Asset Allocation Moderate |
-1.16%
Dec 2021 – Dec 2024 |
2.70%
Mar 2015 – Mar 2020 |
5.17%
Oct 2013 – Oct 2023 |
7.02%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DIRECTV THRIFT & SAVINGS PLAN Tactical Asset Allocation Moderate |
22.27%
Apr 2003 – Apr 2006 |
18.39%
Feb 2003 – Feb 2008 |
14.71%
Apr 2003 – Apr 2013 |
12.51%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart