Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LEVEL 3 COMMUNICATIONS INC 401K PLAN Tactical Asset Allocation Moderate | NA | 25.13% | 1.55% | 7.44% | 5.60% | 6.74% | 8.61% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LEVEL 3 COMMUNICATIONS INC 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.53 | 25.13 | 1.55 | 7.44 | 5.60 | 6.74 | 8.61 | … | … | 0.76 | 10.68 | 14.86 | -18.51 | 11.91 | 16.86 | 15.33 | -10.97 | 12.85 | 4.96 | 1.83 | 3.38 | 11.61 | 15.73 | 1.95 | 9.28 | 22.27 | -9.57 | 23.41 | 19.34 | 15.24 | 21.18 | 32.14 | 5.74 | 3.97 |
| Sharpe Ratio | NA | 0.54 | -0.14 | 0.30 | 0.35 | NA | NA | … | … | 0.07 | 0.41 | 1.25 | -1.36 | 1.20 | 0.96 | 2.13 | -1.14 | 2.49 | 0.53 | 0.21 | 0.48 | 1.67 | 2.06 | 0.15 | 0.84 | 2.07 | -1.13 | 1.68 | 1.60 | 1.98 | 2.31 | 4.94 | 0.80 | 0.28 |
| Standard Deviation(%) | NA | 10.03 | 11.35 | 12.56 | 10.58 | NA | NA | … | … | 9.47 | 10.08 | 8.52 | 14.62 | 9.91 | 17.32 | 6.55 | 10.73 | 4.90 | 8.95 | 8.44 | 7.08 | 6.93 | 7.60 | 12.98 | 10.97 | 10.72 | 9.31 | 12.18 | 10.03 | 6.59 | 8.78 | 6.37 | 5.83 | 5.93 |
| Draw Down(%) | NA | 6.38 | 22.46 | 25.91 | 25.91 | NA | NA | … | … | 0.74 | 6.38 | 6.75 | 24.31 | 5.36 | 22.35 | 3.10 | 18.70 | 2.10 | 7.71 | 7.68 | 6.25 | 6.18 | 5.19 | 12.31 | 9.11 | 5.76 | 18.57 | 10.10 | 14.51 | 5.48 | 9.84 | 4.42 | 6.83 | 6.22 |
| Yield(%) | NA | 5.11 | 5.11 | 4.46 | 4.93 | NA | NA | … | … | NA | 0.90 | 5.56 | 3.12 | 8.04 | 2.43 | 4.14 | 4.57 | 5.13 | 5.05 | 7.44 | 5.16 | 1.77 | 4.44 | 3.37 | 3.76 | 5.86 | 8.44 | 8.45 | 5.33 | 5.45 | 4.00 | 5.15 | 5.29 | 8.78 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| LEVEL 3 COMMUNICATIONS INC 401K PLAN Tactical Asset Allocation Moderate |
-0.93%
Mar 2017 – Mar 2020 |
0.67%
Mar 2015 – Mar 2020 |
3.80%
Oct 2013 – Oct 2023 |
4.98%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LEVEL 3 COMMUNICATIONS INC 401K PLAN Tactical Asset Allocation Moderate |
26.35%
Apr 2003 – Apr 2006 |
23.85%
Oct 2002 – Oct 2007 |
14.65%
Apr 2001 – Apr 2011 |
12.20%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart