Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| L-3 COMMUNICATIONS MASTER SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 21.30% | -1.02% | 3.93% | 2.74% | 3.73% | 4.58% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| L-3 COMMUNICATIONS MASTER 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 (%) | -1.12 | 21.30 | -1.02 | 3.93 | 2.74 | 3.73 | 4.58 | … | … | 45.11 | 15.16 | 6.93 | -18.98 | 10.61 | 11.79 | 3.68 | -5.29 | 12.11 | 7.74 | -7.91 | -1.27 | 13.60 | 8.03 | 1.91 | 3.80 | 17.58 | 3.70 | 8.06 | 7.01 | 0.48 | 4.70 | 12.21 | 10.07 | 7.10 |
| Sharpe Ratio | NA | 1.63 | 0.42 | 0.51 | 0.38 | NA | NA | … | … | 0.17 | 0.84 | 0.36 | -1.94 | 1.11 | 1.16 | 0.55 | -0.90 | 2.51 | 1.71 | -1.45 | -0.22 | 2.08 | 1.64 | 0.22 | 0.40 | 3.13 | 0.51 | 0.99 | 0.98 | -0.44 | 0.86 | 2.53 | 2.17 | 1.32 |
| Standard Deviation(%) | NA | 37.98 | 23.25 | 19.02 | 13.96 | NA | NA | … | … | 259.43 | 10.18 | 7.55 | 10.47 | 9.57 | 9.95 | 4.11 | 7.35 | 4.56 | 4.40 | 5.49 | 5.81 | 6.52 | 4.88 | 8.49 | 9.34 | 5.59 | 5.47 | 5.14 | 3.83 | 3.85 | 4.37 | 4.55 | 4.13 | 3.64 |
| Draw Down(%) | NA | 5.21 | 21.75 | 24.03 | 24.03 | NA | NA | … | … | 0.69 | 5.21 | 6.86 | 19.57 | 4.06 | 11.66 | 3.13 | 10.95 | 1.42 | 2.43 | 8.43 | 6.28 | 4.53 | 4.36 | 8.89 | 9.83 | 3.16 | 2.65 | 4.37 | 3.72 | 3.83 | 5.50 | 4.24 | 3.14 | 3.18 |
| Yield(%) | NA | 3.82 | 3.95 | 3.22 | 2.86 | NA | NA | … | … | NA | 0.09 | 4.18 | 2.76 | 4.82 | 2.42 | 2.41 | 3.45 | 0.78 | 3.20 | 1.97 | 3.00 | 5.59 | 4.11 | 3.37 | 4.76 | 5.55 | 4.43 | 6.10 | 5.04 | 5.14 | 2.64 | 3.69 | 5.93 | 6.72 |
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 |
|---|---|---|---|---|
| L-3 COMMUNICATIONS MASTER SAVINGS PLAN Tactical Asset Allocation Moderate |
-2.22%
Apr 2021 – Apr 2024 |
-0.76%
Feb 2018 – Feb 2023 |
0.85%
Oct 2013 – Oct 2023 |
3.29%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| L-3 COMMUNICATIONS MASTER SAVINGS PLAN Tactical Asset Allocation Moderate |
10.41%
Mar 2007 – Mar 2010 |
8.99%
Feb 2009 – Feb 2014 |
7.90%
Apr 2001 – Apr 2011 |
6.13%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart