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 Strategic Asset Allocation – Optimal Moderate | NA | 12.12% | 7.40% | 5.27% | 7.98% | 7.20% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UNIVERSAL MUSIC GROUP 401K PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2019 |
| 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 (%) | 0.64 | 12.12 | 7.40 | 5.27 | 7.98 | 7.20 | NA | … | … | 17.53 | -5.95 | 11.14 | 6.72 | -0.41 | 7.33 | 13.90 | 14.66 | -0.95 | 14.85 | 26.89 | -24.12 | 6.99 | 13.94 | 10.61 | 15.74 | 24.64 | -4.31 | 3.90 |
| Sharpe Ratio | NA | 2.49 | 0.88 | 0.63 | 0.80 | NA | NA | … | … | 2.49 | -0.81 | 2.66 | 0.77 | -0.05 | 1.16 | 1.88 | 1.87 | -0.07 | 1.20 | 1.35 | -1.02 | 0.40 | 1.38 | 1.29 | 2.03 | 3.01 | -0.52 | 0.17 |
| Standard Deviation(%) | NA | 6.46 | 6.78 | 7.57 | 9.05 | NA | NA | … | … | 6.46 | 8.93 | 3.96 | 8.44 | 8.81 | 6.29 | 7.40 | 7.82 | 15.05 | 12.31 | 19.78 | 24.45 | 9.85 | 7.72 | 6.52 | 7.28 | 7.95 | 10.39 | 9.52 |
| Draw Down(%) | NA | 2.99 | 12.33 | 12.33 | 15.04 | NA | NA | … | … | 2.99 | 12.33 | 1.62 | 7.25 | 8.64 | 4.69 | 6.91 | 6.05 | 15.04 | 9.06 | 19.28 | 36.96 | 6.50 | 7.54 | 4.15 | 7.13 | 6.56 | 16.98 | 11.59 |
| Yield(%) | NA | 3.00 | 2.80 | 3.38 | 3.46 | NA | NA | … | … | 3.00 | 4.76 | 0.53 | 3.40 | 5.14 | 3.47 | 2.59 | 4.29 | 2.68 | 4.52 | 3.99 | 5.39 | 6.80 | 5.91 | 5.42 | 3.99 | 3.24 | 4.07 | 4.74 |
Data as of 10/31/2019, 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 Strategic Asset Allocation – Optimal Moderate |
-8.06%
Feb 2006 – Feb 2009 |
-0.07%
Feb 2004 – Feb 2009 |
5.57%
Feb 2006 – Feb 2016 |
6.75%
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 Strategic Asset Allocation – Optimal Moderate |
20.98%
Feb 2009 – Feb 2012 |
17.11%
Feb 2009 – Feb 2014 |
10.67%
Feb 2009 – Feb 2019 |
9.06%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart