Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN Strategic Asset Allocation – Optimal Moderate | NA | 33.57% | 24.38% | 14.36% | 7.78% | 5.75% | 5.09% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COMPUTER SCIENCES CORPORATION MATCHED ASSET 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 (%) | 0.59 | 33.57 | 24.38 | 14.36 | 7.78 | 5.75 | 5.09 | … | … | 0.64 | 33.73 | 30.97 | 15.21 | 1.00 | 0.61 | 1.49 | 2.03 | 1.60 | 1.28 | 1.48 | 1.76 | 1.62 | 1.23 | 1.92 | 2.23 | 2.27 | 2.56 | 4.52 | 3.35 | 3.00 | 2.97 | 2.79 | 3.20 | 2.17 |
| Sharpe Ratio | NA | 243.19 | 38.12 | 15.56 | 9.37 | NA | NA | … | … | 25.32 | 246.22 | 112.11 | 19.65 | 123.34 | 24.83 | 4.57 | 105.45 | 95.69 | 86.45 | 201.38 | 204.26 | 87.61 | 131.83 | 69.63 | 104.52 | 127.87 | 84.53 | 0.80 | 7.89 | 103.15 | 173.10 | 139.86 | 90.32 | -0.06 |
| Standard Deviation(%) | NA | 0.11 | 0.59 | 0.84 | 0.72 | NA | NA | … | … | 0.02 | 0.11 | 0.24 | 0.70 | 0.01 | 0.02 | 0.02 | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 | 0.02 | 0.01 | 0.03 | 0.02 | 0.02 | 0.02 | 1.91 | 0.01 | 0.01 | 0.01 | 0.01 | 0.02 | 2.48 |
| Draw Down(%) | NA | 0.00 | 0.00 | 0.00 | 0.00 | NA | NA | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.91 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.11 |
| Yield(%) | NA | 33.43 | 19.89 | 12.30 | 6.96 | NA | NA | … | … | NA | 11.10 | 31.01 | 15.19 | 1.00 | 0.61 | 1.49 | 2.03 | 1.60 | 1.28 | 1.48 | 1.76 | 1.62 | 1.23 | 1.92 | 2.23 | 2.27 | 2.56 | 4.32 | 3.35 | 3.00 | 2.97 | 2.79 | 3.20 | 3.81 |
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 |
|---|---|---|---|---|
| COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN Strategic Asset Allocation – Optimal Moderate |
1.00%
Feb 2019 – Feb 2022 |
1.33%
Feb 2017 – Feb 2022 |
1.41%
Nov 2011 – Nov 2021 |
1.78%
Apr 2007 – Apr 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN Strategic Asset Allocation – Optimal Moderate |
26.36%
Dec 2021 – Dec 2024 |
15.44%
Dec 2019 – Dec 2024 |
8.29%
Dec 2014 – Dec 2024 |
6.06%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison Chart