Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ORBITZ WORLDWIDE INC. EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 22.62% | 0.98% | 6.42% | 5.50% | 7.41% | 9.64% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ORBITZ WORLDWIDE INC. EMPLOYEE SAVINGS PLAN Tactical Asset Allocation 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 (%) | -1.17 | 22.62 | 0.98 | 6.42 | 5.50 | 7.41 | 9.64 | … | … | 0.67 | 8.98 | 16.11 | -20.09 | 15.23 | 11.91 | 15.52 | -5.76 | 12.78 | 4.49 | -0.06 | 6.48 | 15.31 | 15.10 | 3.40 | 14.09 | 22.28 | 3.27 | 17.55 | 18.95 | 16.00 | 21.61 | 32.97 | 3.98 | -1.60 |
| Sharpe Ratio | NA | 0.36 | -0.22 | 0.23 | 0.35 | NA | NA | … | … | 0.06 | 0.24 | 1.39 | -1.45 | 1.58 | 0.65 | 2.02 | -0.72 | 2.49 | 0.50 | -0.01 | 0.86 | 2.05 | 1.99 | 0.25 | 1.24 | 2.17 | 0.33 | 1.29 | 1.56 | 2.08 | 2.38 | 6.05 | 0.63 | -0.52 |
| Standard Deviation(%) | NA | 10.02 | 11.42 | 12.72 | 10.65 | NA | NA | … | … | 9.58 | 10.03 | 8.53 | 14.78 | 9.62 | 17.93 | 7.00 | 9.86 | 4.88 | 8.59 | 9.16 | 7.53 | 7.45 | 7.57 | 13.61 | 11.32 | 10.23 | 7.10 | 11.27 | 10.07 | 6.65 | 8.68 | 5.33 | 4.58 | 7.55 |
| Draw Down(%) | NA | 6.14 | 23.81 | 25.83 | 25.83 | NA | NA | … | … | 0.75 | 6.11 | 6.93 | 25.45 | 4.71 | 22.19 | 4.25 | 13.77 | 1.83 | 7.31 | 8.86 | 5.84 | 5.61 | 5.17 | 11.60 | 8.96 | 4.98 | 6.34 | 9.16 | 13.82 | 5.70 | 9.69 | 1.85 | 2.44 | 12.48 |
| Yield(%) | NA | 8.19 | 5.75 | 5.24 | 5.60 | NA | NA | … | … | NA | 3.20 | 6.13 | 2.73 | 8.64 | 3.39 | 3.51 | 4.24 | 5.18 | 7.03 | 8.25 | 6.12 | 6.67 | 4.74 | 3.54 | 5.94 | 6.40 | 10.62 | 5.68 | 3.79 | 3.89 | 3.34 | 3.69 | 5.93 | 7.18 |
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 |
|---|---|---|---|---|
| ORBITZ WORLDWIDE INC. EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
0.37%
Dec 2021 – Dec 2024 |
1.41%
Sep 2017 – Sep 2022 |
4.18%
Oct 2013 – Oct 2023 |
6.65%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORBITZ WORLDWIDE INC. EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
25.89%
Apr 2003 – Apr 2006 |
21.64%
Jan 2003 – Jan 2008 |
16.32%
Apr 2001 – Apr 2011 |
13.47%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart