Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Direct TV DE Puerto Rico 1165 E Retirement Plan Tactical Asset Allocation Moderate | NA | -2.27% | 3.98% | 2.53% | 3.85% | 3.62% | 5.30% | … | … |
Data as of 01/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Direct TV DE Puerto Rico 1165 E Retirement Plan Tactical Asset Allocation Moderate | 12/31/2000 | 04/24/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.60 | -2.27 | 3.98 | 2.53 | 3.85 | 3.62 | 5.30 | … | … | 5.29 | -12.79 | 6.71 | 13.75 | 9.37 | -3.99 | 11.45 | 0.48 | -0.51 | 1.28 | 12.42 | -0.59 | -1.60 | 5.32 | 15.63 | -3.11 | 8.39 | 12.89 | 4.68 | 11.02 | 15.27 | -3.36 | 1.22 |
| Sharpe Ratio | NA | -0.32 | 0.41 | 0.26 | 0.40 | NA | NA | … | … | 0.38 | -1.39 | 0.68 | 1.58 | 1.49 | -0.69 | 2.00 | 0.05 | -0.10 | 0.19 | 1.73 | -0.10 | -0.20 | 0.48 | 2.07 | -1.12 | 0.60 | 1.41 | 0.43 | 1.37 | 2.05 | -0.96 | -1.03 |
| Standard Deviation(%) | NA | 8.61 | 9.68 | 8.44 | 7.44 | NA | NA | … | … | 9.71 | 10.23 | 9.82 | 8.55 | 5.36 | 7.71 | 5.42 | 5.11 | 5.48 | 6.54 | 7.17 | 6.17 | 8.32 | 10.88 | 7.51 | 3.61 | 9.02 | 6.83 | 5.90 | 7.35 | 7.11 | 4.64 | 1.06 |
| Draw Down(%) | NA | 6.51 | 14.76 | 14.76 | 14.76 | NA | NA | … | … | 6.51 | 14.50 | 4.76 | 7.76 | 5.08 | 9.89 | 2.67 | 4.16 | 4.92 | 7.15 | 5.03 | 7.41 | 8.11 | 11.45 | 3.92 | 6.03 | 5.90 | 6.98 | 4.89 | 5.08 | 3.62 | 5.78 | 1.27 |
| Yield(%) | NA | 6.92 | 5.81 | 5.10 | 4.32 | NA | NA | … | … | 3.96 | 2.97 | 7.73 | 3.16 | 5.36 | 2.63 | 0.37 | 2.66 | 5.87 | 3.87 | 5.35 | 2.81 | 1.11 | 2.17 | 2.07 | 2.15 | 7.73 | 5.11 | 3.55 | 1.99 | 1.82 | 1.71 | 3.27 |
Data as of 01/31/2023, 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 |
|---|---|---|---|---|
| Direct TV DE Puerto Rico 1165 E Retirement Plan Tactical Asset Allocation Moderate |
0.41%
Dec 2013 – Dec 2016 |
0.61%
Apr 2011 – Apr 2016 |
2.45%
Apr 2010 – Apr 2020 |
3.17%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Direct TV DE Puerto Rico 1165 E Retirement Plan Tactical Asset Allocation Moderate |
11.71%
Oct 2004 – Oct 2007 |
11.23%
Oct 2002 – Oct 2007 |
7.26%
Apr 2001 – Apr 2011 |
6.24%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart