Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LIBERTY MUTUAL EMPLOYEES` THRIFT-INCENTIVE PLAN Strategic Asset Allocation – Optimal Moderate | NA | 13.84% | 11.93% | 13.00% | 7.47% | 7.90% | 7.29% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LIBERTY MUTUAL EMPLOYEES` THRIFT-INCENTIVE PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 06/03/2025 |
| 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 (%) | -1.29 | 13.84 | 11.93 | 13.00 | 7.47 | 7.90 | 7.29 | … | … | 8.37 | 18.19 | 18.04 | -5.96 | 2.57 | 17.39 | 13.71 | -5.12 | 14.06 | 6.58 | 0.23 | 6.53 | 16.26 | 11.11 | -2.60 | 15.70 | 25.06 | -25.51 | 8.72 | 11.15 | 10.22 | 15.07 | 25.01 | -6.81 | 6.91 |
| Sharpe Ratio | NA | 1.39 | 1.30 | 0.94 | 0.66 | NA | NA | … | … | 0.56 | 1.87 | 1.83 | -0.61 | 0.23 | 1.06 | 1.75 | -0.72 | 3.06 | 0.78 | 0.02 | 1.02 | 2.18 | 1.31 | -0.16 | 1.18 | 1.23 | -1.09 | 0.53 | 0.94 | 1.07 | 1.69 | 2.47 | -0.62 | 0.37 |
| Standard Deviation(%) | NA | 10.47 | 9.63 | 10.24 | 10.03 | NA | NA | … | … | 12.76 | 7.80 | 7.85 | 12.14 | 11.22 | 16.22 | 7.01 | 8.97 | 4.38 | 8.17 | 8.96 | 6.39 | 7.43 | 8.43 | 16.31 | 13.20 | 20.26 | 24.37 | 10.45 | 8.24 | 7.41 | 8.34 | 9.82 | 12.72 | 12.02 |
| Draw Down(%) | NA | 8.45 | 8.45 | 17.42 | 20.00 | NA | NA | … | … | 8.38 | 4.57 | 6.05 | 13.91 | 7.47 | 20.00 | 4.27 | 11.73 | 1.56 | 6.96 | 10.57 | 5.03 | 4.70 | 6.93 | 16.82 | 10.37 | 19.42 | 35.85 | 6.63 | 9.38 | 5.03 | 7.39 | 7.68 | 20.02 | 14.43 |
| Yield(%) | NA | 14.33 | 10.28 | 6.97 | 4.69 | NA | NA | … | … | NA | 4.67 | 13.22 | 7.21 | 4.50 | 2.02 | 2.11 | 2.09 | 0.80 | 1.65 | 5.28 | 2.50 | 2.02 | 3.02 | 1.22 | 1.31 | 1.55 | 2.02 | 2.45 | 2.26 | 1.80 | 2.19 | 1.86 | 2.42 | 3.74 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| LIBERTY MUTUAL EMPLOYEES` THRIFT-INCENTIVE PLAN Strategic Asset Allocation – Optimal Moderate |
-8.88%
Feb 2006 – Feb 2009 |
-0.68%
Feb 2004 – Feb 2009 |
4.84%
Feb 2006 – Feb 2016 |
4.54%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LIBERTY MUTUAL EMPLOYEES` THRIFT-INCENTIVE PLAN Strategic Asset Allocation – Optimal Moderate |
20.16%
Mar 2003 – Mar 2006 |
15.86%
Feb 2009 – Feb 2014 |
10.55%
Feb 2009 – Feb 2019 |
9.68%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart