Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TIME WARNER SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 4.92% | 2.59% | 2.66% | 5.87% | 9.03% | NA | … | … |
Data as of 04/30/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIME WARNER SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 07/06/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.22 | 4.92 | 2.59 | 2.66 | 5.87 | 9.03 | NA | … | … | -0.47 | 18.08 | -12.20 | 11.94 | 4.77 | -0.56 | 5.96 | 12.88 | 13.56 | 3.69 | 12.79 | 18.44 | 1.74 | 19.16 | 19.07 | 12.41 | 14.15 | 16.73 | -1.54 | 1.76 |
| Sharpe Ratio | NA | 0.19 | 0.18 | 0.25 | 0.62 | NA | NA | … | … | -0.03 | 2.32 | -1.22 | 2.18 | 0.50 | -0.06 | 0.85 | 1.79 | 1.55 | 0.26 | 1.21 | 2.03 | 0.14 | 1.33 | 1.62 | 1.50 | 1.72 | 2.11 | -0.38 | -0.08 |
| Standard Deviation(%) | NA | 17.21 | 12.27 | 10.99 | 10.19 | NA | NA | … | … | 22.92 | 7.19 | 11.06 | 5.19 | 9.17 | 9.00 | 6.95 | 7.17 | 8.72 | 14.12 | 10.46 | 9.03 | 6.04 | 12.17 | 9.76 | 6.80 | 7.67 | 7.61 | 7.01 | 7.11 |
| Draw Down(%) | NA | 21.36 | 21.36 | 21.36 | 21.36 | NA | NA | … | … | 21.36 | 3.92 | 20.06 | 2.36 | 7.53 | 9.08 | 5.30 | 4.88 | 6.80 | 12.55 | 8.69 | 4.30 | 5.36 | 9.24 | 13.55 | 5.07 | 7.25 | 5.81 | 6.50 | 8.08 |
| Yield(%) | NA | 2.70 | 5.34 | 5.58 | 4.73 | NA | NA | … | … | 0.57 | 3.42 | 6.25 | 7.55 | 2.84 | 8.33 | 7.93 | 2.85 | 3.03 | 2.33 | 4.13 | 4.71 | 4.52 | 3.18 | 3.37 | 2.63 | 3.28 | 4.61 | 5.58 | 5.82 |
Data as of 04/30/2020, 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 |
|---|---|---|---|---|
| TIME WARNER SAVINGS PLAN Tactical Asset Allocation Moderate |
0.35%
Mar 2017 – Mar 2020 |
1.06%
Mar 2015 – Mar 2020 |
5.31%
Mar 2010 – Mar 2020 |
8.39%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIME WARNER SAVINGS PLAN Tactical Asset Allocation Moderate |
21.23%
Oct 2004 – Oct 2007 |
16.91%
Oct 2002 – Oct 2007 |
13.38%
Feb 2003 – Feb 2013 |
11.37%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart