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 Strategic Asset Allocation – Optimal Moderate | NA | -1.53% | 2.65% | 4.57% | 8.08% | 6.74% | NA | … | … |
Data as of 06/30/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIME WARNER SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 09/11/2020 |
| 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 (%) | -1.50 | -1.53 | 2.65 | 4.57 | 8.08 | 6.74 | NA | … | … | 0.31 | 23.75 | -11.03 | 16.44 | 7.10 | 1.16 | 14.05 | 12.76 | 13.84 | -1.99 | 15.45 | 29.54 | -25.64 | 10.31 | 10.69 | 7.24 | 13.66 | 23.80 | -5.81 | 3.13 |
| Sharpe Ratio | NA | 0.28 | 0.15 | 0.42 | 0.59 | NA | NA | … | … | 0.00 | 2.08 | -0.94 | 2.64 | 0.68 | 0.11 | 1.21 | 1.79 | 1.71 | -0.15 | 1.33 | 1.74 | -1.12 | 0.73 | 0.97 | 0.79 | 1.72 | 2.65 | -0.59 | 0.08 |
| Standard Deviation(%) | NA | 27.65 | 18.64 | 15.54 | 13.21 | NA | NA | … | … | 32.77 | 10.74 | 13.14 | 5.98 | 10.09 | 10.14 | 11.62 | 7.10 | 8.07 | 13.91 | 11.52 | 16.95 | 23.80 | 9.98 | 7.59 | 6.42 | 7.38 | 8.70 | 11.69 | 10.07 |
| Draw Down(%) | NA | 34.40 | 34.40 | 34.40 | 34.40 | NA | NA | … | … | 34.40 | 7.44 | 19.84 | 2.51 | 7.70 | 10.50 | 6.56 | 7.08 | 7.28 | 14.52 | 9.09 | 16.82 | 36.42 | 7.21 | 7.17 | 4.31 | 6.95 | 7.64 | 17.29 | 13.10 |
| Yield(%) | NA | 2.16 | 2.56 | 3.48 | 3.48 | NA | NA | … | … | 0.48 | 4.22 | 3.39 | 0.52 | 2.90 | 6.97 | 5.81 | 3.45 | 3.13 | 2.70 | 3.87 | 2.78 | 2.63 | 3.45 | 4.00 | 3.21 | 3.71 | 3.90 | 3.30 | 4.15 |
Data as of 06/30/2020, 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 Strategic Asset Allocation – Optimal Moderate |
-7.64%
Feb 2006 – Feb 2009 |
-1.15%
Feb 2004 – Feb 2009 |
5.43%
Mar 2010 – Mar 2020 |
5.54%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIME WARNER SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
21.42%
Feb 2009 – Feb 2012 |
17.16%
Mar 2009 – Mar 2014 |
11.55%
Feb 2009 – Feb 2019 |
9.63%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart