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 Strategic Asset Allocation – Optimal Moderate | NA | -4.62% | 4.66% | 4.04% | 8.43% | 7.22% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ORBITZ WORLDWIDE INC. EMPLOYEE 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 (%) | 1.31 | -4.62 | 4.66 | 4.04 | 8.43 | 7.22 | NA | … | … | -6.54 | 13.70 | 7.12 | -0.55 | 4.39 | 12.08 | 15.40 | -1.53 | 13.08 | 29.68 | -25.95 | 11.76 | 14.64 | 9.93 | 14.97 | 26.83 | -6.80 | -1.31 |
| Sharpe Ratio | NA | -0.90 | 0.48 | 0.38 | 0.77 | NA | NA | … | … | -0.91 | 2.99 | 0.76 | -0.07 | 0.68 | 1.62 | 1.87 | -0.11 | 1.13 | 1.70 | -1.16 | 0.92 | 1.55 | 1.38 | 2.08 | 3.51 | -0.70 | -0.34 |
| Standard Deviation(%) | NA | 8.70 | 7.70 | 7.71 | 10.34 | NA | NA | … | … | 8.70 | 4.37 | 9.08 | 8.84 | 6.44 | 7.42 | 8.19 | 14.60 | 11.52 | 17.45 | 23.20 | 9.46 | 7.33 | 5.60 | 6.74 | 7.45 | 11.29 | 10.76 |
| Draw Down(%) | NA | 13.19 | 13.19 | 13.19 | 17.75 | NA | NA | … | … | 13.19 | 1.54 | 7.36 | 10.71 | 5.90 | 7.73 | 6.77 | 14.74 | 9.08 | 17.75 | 37.25 | 6.33 | 8.17 | 4.40 | 6.54 | 7.70 | 16.53 | 16.00 |
| Yield(%) | NA | 3.01 | 2.26 | 3.56 | 3.63 | NA | NA | … | … | 3.00 | 0.33 | 3.41 | 6.91 | 4.20 | 3.60 | 3.82 | 3.63 | 3.44 | 3.60 | 4.77 | 4.60 | 3.49 | 3.13 | 3.35 | 2.85 | 3.67 | 3.83 |
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 |
|---|---|---|---|---|
| ORBITZ WORLDWIDE INC. EMPLOYEE SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-6.62%
Feb 2006 – Feb 2009 |
0.33%
Feb 2004 – Feb 2009 |
5.51%
Oct 2007 – Oct 2017 |
6.64%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORBITZ WORLDWIDE INC. EMPLOYEE SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
20.95%
Feb 2009 – Feb 2012 |
16.47%
Sep 2002 – Sep 2007 |
10.47%
Mar 2003 – Mar 2013 |
9.23%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart