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 Strategic Asset Allocation – Optimal Moderate | NA | -4.62% | 3.46% | 4.04% | 8.36% | 5.85% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| L-3 COMMUNICATIONS MASTER SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.32 | -4.62 | 3.46 | 4.04 | 8.36 | 5.85 | NA | … | … | -6.19 | 10.02 | 6.16 | 0.60 | 5.20 | 15.98 | 12.71 | 0.69 | 12.11 | 27.87 | -27.96 | 8.71 | 9.10 | 7.08 | 11.01 | 21.42 | -2.13 | 8.34 |
| Sharpe Ratio | NA | -0.83 | 0.31 | 0.33 | 0.76 | NA | NA | … | … | -0.83 | 2.00 | 0.70 | 0.07 | 0.77 | 2.25 | 1.55 | 0.05 | 1.03 | 1.57 | -1.22 | 0.61 | 0.84 | 0.83 | 1.53 | 2.05 | -0.27 | 0.62 |
| Standard Deviation(%) | NA | 9.05 | 7.69 | 7.73 | 10.37 | NA | NA | … | … | 9.05 | 4.69 | 8.56 | 8.74 | 6.72 | 7.09 | 8.19 | 14.53 | 11.64 | 17.71 | 23.67 | 9.30 | 6.87 | 5.92 | 6.58 | 10.10 | 11.84 | 9.79 |
| Draw Down(%) | NA | 12.99 | 12.99 | 12.99 | 16.18 | NA | NA | … | … | 12.99 | 2.08 | 7.72 | 8.06 | 5.45 | 6.13 | 6.61 | 14.46 | 9.56 | 16.18 | 39.16 | 6.46 | 5.69 | 3.70 | 5.72 | 6.88 | 14.37 | 12.34 |
| Yield(%) | NA | 5.50 | 3.15 | 4.52 | 3.75 | NA | NA | … | … | 5.47 | 0.61 | 3.36 | 9.32 | 3.91 | 2.72 | 2.79 | 4.07 | 2.91 | 2.09 | 2.63 | 6.22 | 4.05 | 3.72 | 3.57 | 2.77 | 2.96 | 3.87 |
Data as of 10/31/2018, 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 Strategic Asset Allocation – Optimal Moderate |
-8.84%
Feb 2006 – Feb 2009 |
-2.42%
Feb 2004 – Feb 2009 |
4.83%
Feb 2006 – Feb 2016 |
5.82%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| L-3 COMMUNICATIONS MASTER SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
19.51%
Feb 2009 – Feb 2012 |
15.86%
Feb 2009 – Feb 2014 |
9.00%
Nov 2008 – Nov 2018 |
7.66%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart