Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Thomson Reuters 401(k) Savings Plan Tactical Asset Allocation Moderate | NA | 24.69% | 2.28% | 5.37% | 4.18% | 4.69% | 5.71% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Thomson Reuters 401(k) 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 (%) | -1.11 | 24.69 | 2.28 | 5.37 | 4.18 | 4.69 | 5.71 | … | … | 0.34 | 10.17 | 16.37 | -18.58 | 9.79 | 10.92 | 10.09 | -2.76 | 10.44 | -0.07 | -2.86 | -1.21 | 13.22 | 6.54 | 1.42 | 6.85 | 15.42 | -0.35 | 8.83 | 15.06 | 3.06 | 12.29 | 17.53 | 2.93 | 8.12 |
| Sharpe Ratio | NA | 0.49 | -0.15 | 0.22 | 0.26 | NA | NA | … | … | 0.03 | 0.39 | 1.37 | -1.28 | 1.13 | 1.11 | 2.20 | -0.55 | 2.31 | -0.06 | -0.55 | -0.22 | 1.93 | 1.22 | 0.16 | 0.69 | 1.89 | -0.20 | 0.57 | 1.70 | 0.18 | 1.54 | 2.99 | 0.34 | 1.11 |
| Standard Deviation(%) | NA | 9.13 | 11.65 | 10.73 | 8.46 | NA | NA | … | … | 8.31 | 9.15 | 8.84 | 15.63 | 8.63 | 9.66 | 3.95 | 7.48 | 4.25 | 4.85 | 5.24 | 5.49 | 6.84 | 5.31 | 8.51 | 9.82 | 8.13 | 6.38 | 10.31 | 6.95 | 5.06 | 7.35 | 5.63 | 5.34 | 5.26 |
| Draw Down(%) | NA | 5.68 | 23.03 | 24.69 | 24.69 | NA | NA | … | … | 0.67 | 5.68 | 8.17 | 23.93 | 4.11 | 13.56 | 2.33 | 8.82 | 1.89 | 3.51 | 6.37 | 5.57 | 6.88 | 4.42 | 7.80 | 9.07 | 3.88 | 7.31 | 7.37 | 6.49 | 4.49 | 6.70 | 3.09 | 6.26 | 4.10 |
| Yield(%) | NA | 3.58 | 4.35 | 3.60 | 2.80 | NA | NA | … | … | NA | 0.75 | 3.45 | 4.30 | 4.61 | 2.60 | 2.73 | 1.82 | 0.54 | 2.09 | 2.69 | 2.57 | 1.73 | 4.26 | 3.58 | 4.57 | 5.07 | 4.18 | 3.93 | 2.94 | 3.42 | 3.40 | 3.28 | 7.10 | 9.02 |
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 |
|---|---|---|---|---|
| Thomson Reuters 401(k) Savings Plan Tactical Asset Allocation Moderate |
-2.17%
Sep 2019 – Sep 2022 |
0.37%
Sep 2017 – Sep 2022 |
1.87%
Oct 2013 – Oct 2023 |
3.12%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Thomson Reuters 401(k) Savings Plan Tactical Asset Allocation Moderate |
12.33%
Apr 2003 – Apr 2006 |
12.38%
Oct 2002 – Oct 2007 |
9.43%
Apr 2001 – Apr 2011 |
7.11%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart