Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NEWS AMERICA CONSOLIDATED SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -0.05% | 3.25% | 3.29% | 2.78% | 5.43% | 5.99% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEWS AMERICA CONSOLIDATED SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.59 | -0.05 | 3.25 | 3.29 | 2.78 | 5.43 | 5.99 | … | … | -1.07 | 12.05 | -9.90 | 8.43 | 11.22 | 8.39 | -2.10 | 9.98 | 2.82 | -2.24 | -1.08 | 16.85 | 8.47 | 0.61 | 10.59 | 19.70 | -2.14 | 8.80 | 11.63 | 3.60 | 15.05 | 18.55 | 8.04 | 8.65 |
| Sharpe Ratio | NA | 0.26 | 0.10 | 0.45 | 0.37 | NA | NA | … | … | -0.16 | 0.95 | -1.22 | 0.92 | 1.26 | 1.63 | -0.50 | 1.96 | 0.63 | -0.44 | -0.18 | 2.56 | 1.43 | 0.06 | 0.99 | 2.09 | -0.47 | 0.61 | 1.17 | 0.27 | 1.99 | 3.47 | 1.56 | 1.17 |
| Standard Deviation(%) | NA | 8.24 | 8.84 | 8.19 | 6.95 | NA | NA | … | … | 8.52 | 8.22 | 9.21 | 9.16 | 8.71 | 4.30 | 6.83 | 4.78 | 4.12 | 5.16 | 6.22 | 6.56 | 5.89 | 8.91 | 10.56 | 9.36 | 6.51 | 9.48 | 7.12 | 5.41 | 7.09 | 5.15 | 4.45 | 5.43 |
| Draw Down(%) | NA | 7.37 | 13.23 | 13.23 | 13.23 | NA | NA | … | … | 3.19 | 7.37 | 11.65 | 5.43 | 10.98 | 3.37 | 7.61 | 1.67 | 3.24 | 6.18 | 5.72 | 4.78 | 5.25 | 8.38 | 8.21 | 5.21 | 6.64 | 7.34 | 7.67 | 4.04 | 6.39 | 2.76 | 2.99 | 4.10 |
| Yield(%) | NA | 3.41 | 3.71 | 4.12 | 3.62 | NA | NA | … | … | 0.01 | 3.64 | 2.97 | 4.64 | 5.34 | 4.25 | 3.57 | 0.23 | 2.57 | 5.18 | 4.18 | 5.14 | 4.38 | 1.86 | 4.30 | 5.51 | 4.32 | 2.93 | 5.89 | 3.76 | 6.55 | 4.11 | 7.34 | 8.82 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| NEWS AMERICA CONSOLIDATED SAVINGS PLAN Tactical Asset Allocation Moderate |
-0.19%
Dec 2013 – Dec 2016 |
1.37%
Dec 2013 – Dec 2018 |
2.78%
Oct 2013 – Oct 2023 |
4.92%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEWS AMERICA CONSOLIDATED SAVINGS PLAN Tactical Asset Allocation Moderate |
13.80%
Dec 2001 – Dec 2004 |
12.66%
Oct 2002 – Oct 2007 |
10.77%
Apr 2001 – Apr 2011 |
8.09%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart