Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COMCAST CORPORATION RETIREMENT-INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 27.00% | 3.88% | 8.46% | 6.43% | 7.63% | 6.76% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COMCAST CORPORATION RETIREMENT-INVESTMENT PLAN Strategic Asset Allocation – Optimal 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 (%) | -1.13 | 27.00 | 3.88 | 8.46 | 6.43 | 7.63 | 6.76 | … | … | 0.34 | 13.79 | 16.12 | -15.96 | 6.14 | 22.46 | 17.53 | -5.15 | 9.50 | 2.16 | 2.31 | 3.19 | 17.44 | 13.14 | 0.98 | 11.07 | 27.99 | -24.83 | 9.89 | 8.01 | 7.61 | 11.33 | 23.03 | -6.79 | 4.59 |
| Sharpe Ratio | NA | 0.92 | 0.00 | 0.39 | 0.44 | NA | NA | … | … | 0.03 | 0.79 | 1.28 | -1.16 | 0.68 | 1.12 | 2.39 | -0.65 | 1.97 | 0.23 | 0.25 | 0.43 | 2.54 | 1.60 | 0.06 | 0.87 | 1.58 | -1.15 | 0.77 | 0.63 | 0.90 | 1.36 | 2.55 | -0.75 | 0.22 |
| Standard Deviation(%) | NA | 8.96 | 11.43 | 13.16 | 10.88 | NA | NA | … | … | 8.12 | 9.09 | 9.26 | 14.91 | 9.01 | 19.77 | 6.75 | 9.90 | 4.50 | 8.62 | 9.07 | 7.32 | 6.84 | 8.16 | 14.81 | 12.70 | 17.68 | 22.39 | 8.93 | 7.48 | 6.06 | 7.66 | 8.75 | 10.47 | 10.29 |
| Draw Down(%) | NA | 4.99 | 21.04 | 21.76 | 21.76 | NA | NA | … | … | 0.69 | 4.99 | 8.38 | 21.54 | 5.90 | 21.09 | 3.06 | 12.78 | 2.04 | 9.27 | 7.86 | 4.42 | 4.89 | 7.00 | 13.28 | 10.64 | 17.45 | 35.07 | 6.03 | 8.44 | 4.22 | 7.05 | 7.38 | 18.93 | 13.06 |
| Yield(%) | NA | 3.63 | 3.51 | 3.27 | 2.75 | NA | NA | … | … | NA | 0.62 | 3.48 | 2.64 | 3.85 | 3.84 | 2.26 | 3.52 | 0.20 | 1.73 | 2.91 | 2.56 | 2.48 | 3.35 | 2.68 | 3.58 | 3.07 | 4.24 | 4.64 | 6.09 | 4.32 | 4.94 | 2.02 | 3.21 | 2.67 |
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 |
|---|---|---|---|---|
| COMCAST CORPORATION RETIREMENT-INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate |
-8.44%
Feb 2006 – Feb 2009 |
-1.83%
Feb 2004 – Feb 2009 |
4.44%
Oct 2013 – Oct 2023 |
4.62%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COMCAST CORPORATION RETIREMENT-INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate |
20.31%
Feb 2009 – Feb 2012 |
17.01%
Feb 2009 – Feb 2014 |
9.87%
Feb 2009 – Feb 2019 |
9.39%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart