Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LORAL SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | -6.94% | 3.41% | 3.83% | 8.60% | 6.78% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LORAL 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 (%) | 1.53 | -6.94 | 3.41 | 3.83 | 8.60 | 6.78 | NA | … | … | -7.94 | 9.32 | 8.80 | -1.05 | 7.13 | 12.87 | 16.06 | -2.96 | 16.16 | 30.89 | -27.96 | 5.42 | 15.97 | 10.11 | 14.46 | 24.91 | -4.60 | 3.83 |
| Sharpe Ratio | NA | -0.33 | 0.14 | 0.18 | 0.60 | NA | NA | … | … | -0.33 | 1.74 | 1.01 | -0.13 | 1.15 | 1.86 | 2.03 | -0.21 | 1.36 | 1.58 | -1.19 | 0.25 | 1.86 | 1.39 | 1.91 | 3.01 | -0.59 | 0.17 |
| Standard Deviation(%) | NA | 28.13 | 17.20 | 14.09 | 13.53 | NA | NA | … | … | 28.13 | 5.00 | 8.50 | 8.25 | 6.18 | 6.90 | 7.87 | 14.41 | 11.81 | 19.53 | 24.32 | 9.56 | 6.80 | 5.70 | 7.07 | 8.04 | 9.61 | 8.87 |
| Draw Down(%) | NA | 25.35 | 25.35 | 25.35 | 25.35 | NA | NA | … | … | 25.35 | 3.30 | 6.83 | 8.98 | 5.44 | 7.07 | 7.06 | 14.47 | 8.14 | 17.80 | 38.79 | 6.49 | 6.15 | 3.73 | 6.03 | 8.02 | 16.19 | 12.62 |
| Yield(%) | NA | 6.32 | 3.95 | 3.90 | 3.43 | NA | NA | … | … | 6.29 | 0.35 | 5.07 | 3.93 | 3.95 | 2.93 | 3.96 | 2.79 | 2.07 | 2.81 | 4.03 | 8.13 | 8.98 | 5.70 | 3.01 | 2.78 | 3.64 | 4.12 |
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 |
|---|---|---|---|---|
| LORAL SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-9.19%
Feb 2006 – Feb 2009 |
-1.04%
Feb 2004 – Feb 2009 |
5.26%
Feb 2006 – Feb 2016 |
6.74%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LORAL SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
21.75%
Feb 2009 – Feb 2012 |
17.54%
Feb 2009 – Feb 2014 |
9.86%
Mar 2003 – Mar 2013 |
8.78%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart