Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Thomson Reuters 401(k) Savings Plan Strategic Asset Allocation – Optimal Moderate | NA | 35.57% | 12.57% | 13.15% | 9.27% | 9.27% | 7.84% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Thomson Reuters 401(k) Savings 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 (%) | -0.67 | 35.57 | 12.57 | 13.15 | 9.27 | 9.27 | 7.84 | … | … | 0.58 | 24.80 | 21.49 | -5.74 | 11.91 | 13.25 | 17.17 | -4.58 | 12.06 | 7.39 | 0.59 | 4.29 | 15.52 | 12.33 | -1.40 | 12.12 | 21.82 | -26.28 | 8.72 | 12.12 | 7.65 | 12.18 | 22.67 | -10.24 | -7.44 |
| Sharpe Ratio | NA | 2.49 | 0.94 | 0.87 | 0.78 | NA | NA | … | … | 0.11 | 2.36 | 2.25 | -0.57 | 1.37 | 0.70 | 2.25 | -0.59 | 2.46 | 0.86 | 0.07 | 0.71 | 2.16 | 1.50 | -0.10 | 1.00 | 1.24 | -1.18 | 0.59 | 1.27 | 0.89 | 1.70 | 2.45 | -0.87 | -0.87 |
| Standard Deviation(%) | NA | 7.64 | 9.57 | 11.84 | 10.00 | NA | NA | … | … | 4.86 | 7.70 | 7.65 | 12.50 | 8.68 | 18.72 | 7.02 | 9.96 | 4.65 | 8.37 | 7.75 | 6.02 | 7.16 | 8.16 | 14.96 | 12.01 | 17.56 | 22.97 | 9.64 | 6.96 | 6.17 | 6.63 | 8.97 | 13.01 | 11.19 |
| Draw Down(%) | NA | 4.85 | 14.07 | 21.83 | 21.83 | NA | NA | … | … | 0.24 | 4.85 | 4.62 | 14.25 | 4.71 | 21.83 | 3.41 | 12.35 | 1.36 | 6.85 | 6.58 | 4.04 | 5.54 | 6.66 | 13.85 | 9.53 | 18.17 | 35.26 | 5.85 | 7.12 | 3.86 | 5.07 | 8.48 | 18.91 | 19.77 |
| Yield(%) | NA | 15.53 | 9.33 | 6.37 | 4.08 | NA | NA | … | … | NA | 4.89 | 13.94 | 5.89 | 2.78 | 1.83 | 2.20 | 1.94 | 0.71 | 2.29 | 1.95 | 2.02 | 2.19 | 2.53 | 2.14 | 1.78 | 2.05 | 2.47 | 3.76 | 2.56 | 2.88 | 2.37 | 2.20 | 2.00 | 3.85 |
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 |
|---|---|---|---|---|
| Thomson Reuters 401(k) Savings Plan Strategic Asset Allocation – Optimal Moderate |
-8.56%
Feb 2006 – Feb 2009 |
-1.49%
Feb 2004 – Feb 2009 |
4.40%
Feb 2006 – Feb 2016 |
4.69%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Thomson Reuters 401(k) Savings Plan Strategic Asset Allocation – Optimal Moderate |
17.95%
Feb 2009 – Feb 2012 |
15.00%
Feb 2009 – Feb 2014 |
9.88%
Feb 2009 – Feb 2019 |
10.24%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart