Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UNIVERSAL MUSIC GROUP 401K PLAN Tactical Asset Allocation Moderate | NA | 3.38% | 6.94% | 5.86% | 8.97% | 10.39% | NA | … | … |
Data as of 08/30/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UNIVERSAL MUSIC GROUP 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 11/11/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.69 | 3.38 | 6.94 | 5.86 | 8.97 | 10.39 | NA | … | … | 15.46 | -5.07 | 13.20 | 7.99 | -0.84 | 8.56 | 13.69 | 13.98 | 1.75 | 16.10 | 24.28 | 1.40 | 9.10 | 21.92 | 8.89 | 14.54 | 17.92 | 3.02 | 2.89 |
| Sharpe Ratio | NA | 1.17 | 1.05 | 0.73 | 0.88 | NA | NA | … | … | 2.38 | -0.69 | 2.90 | 0.95 | -0.10 | 1.16 | 1.83 | 1.88 | 0.11 | 1.41 | 2.17 | 0.08 | 0.58 | 2.29 | 0.98 | 1.81 | 2.85 | 0.36 | 0.09 |
| Standard Deviation(%) | NA | 7.38 | 6.85 | 7.62 | 9.18 | NA | NA | … | … | 5.97 | 9.29 | 4.33 | 8.21 | 8.91 | 7.39 | 7.46 | 7.40 | 15.77 | 11.34 | 11.14 | 5.80 | 10.56 | 8.13 | 6.87 | 7.53 | 6.04 | 5.33 | 6.46 |
| Draw Down(%) | NA | 8.80 | 12.09 | 12.09 | 14.28 | NA | NA | … | … | 2.49 | 12.09 | 2.03 | 6.20 | 10.43 | 5.75 | 7.54 | 5.24 | 14.28 | 7.44 | 4.74 | 5.01 | 7.05 | 6.37 | 4.45 | 9.44 | 4.26 | 4.18 | 6.61 |
| Yield(%) | NA | 7.95 | 5.23 | 5.37 | 4.27 | NA | NA | … | … | 2.52 | 7.87 | 2.32 | 5.64 | 6.46 | 3.63 | 2.78 | 4.38 | 2.14 | 4.58 | 5.54 | 8.90 | 5.19 | 10.04 | 8.34 | 4.33 | 4.35 | 7.09 | 7.49 |
Data as of 08/30/2019, 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 |
|---|---|---|---|---|
| UNIVERSAL MUSIC GROUP 401K PLAN Tactical Asset Allocation Moderate |
4.50%
Oct 2013 – Oct 2016 |
4.55%
Dec 2013 – Dec 2018 |
8.53%
Sep 2009 – Sep 2019 |
9.68%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UNIVERSAL MUSIC GROUP 401K PLAN Tactical Asset Allocation Moderate |
17.03%
Mar 2003 – Mar 2006 |
15.34%
Apr 2005 – Apr 2010 |
13.61%
Apr 2003 – Apr 2013 |
11.67%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart