Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| News America (News Corp) 401k Savings Plan Strategic Asset Allocation – Optimal Moderate | NA | 2.16% | 2.91% | 8.26% | 4.50% | 6.18% | 6.20% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| News America (News Corp) 401k Savings Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 06/04/2025 |
| 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 (%) | -1.38 | 2.16 | 2.91 | 8.26 | 4.50 | 6.18 | 6.20 | … | … | 2.14 | 4.91 | 15.80 | -13.94 | 11.07 | 9.45 | 18.32 | -7.16 | 6.84 | 7.55 | -0.13 | 6.11 | 16.61 | 14.56 | -0.25 | 13.18 | 25.67 | -21.46 | 6.93 | 13.95 | 7.72 | 13.46 | 21.62 | -3.07 | 3.11 |
| Sharpe Ratio | NA | 0.03 | 0.19 | 0.37 | 0.31 | NA | NA | … | … | 0.08 | 0.16 | 1.22 | -1.03 | 1.38 | 0.50 | 2.64 | -1.07 | 1.16 | 0.83 | -0.02 | 0.91 | 2.26 | 1.80 | -0.02 | 1.15 | 1.47 | -1.01 | 0.41 | 1.44 | 0.80 | 1.72 | 2.82 | -0.42 | 0.08 |
| Standard Deviation(%) | NA | 9.53 | 11.09 | 10.80 | 10.55 | NA | NA | … | … | 11.14 | 8.24 | 9.91 | 14.98 | 8.03 | 18.36 | 6.39 | 8.00 | 5.33 | 8.82 | 8.78 | 6.69 | 7.35 | 8.06 | 14.82 | 11.43 | 17.41 | 22.18 | 9.12 | 7.30 | 6.85 | 7.27 | 7.40 | 9.99 | 8.68 |
| Draw Down(%) | NA | 11.51 | 13.07 | 20.87 | 23.53 | NA | NA | … | … | 8.72 | 5.94 | 9.50 | 20.56 | 3.97 | 23.53 | 3.59 | 12.80 | 3.93 | 7.87 | 9.42 | 5.57 | 5.94 | 6.50 | 14.80 | 9.12 | 19.12 | 33.02 | 6.48 | 7.16 | 4.46 | 6.29 | 6.82 | 14.94 | 10.52 |
| Yield(%) | NA | 5.06 | 3.97 | 3.52 | 3.62 | NA | NA | … | … | NA | 0.77 | 4.86 | 4.19 | 2.09 | 2.79 | 2.90 | 4.43 | 0.37 | 2.34 | 5.47 | 6.24 | 6.64 | 4.24 | 3.34 | 4.05 | 3.80 | 6.36 | 9.50 | 6.43 | 6.97 | 6.11 | 3.16 | 3.63 | 4.04 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| News America (News Corp) 401k Savings Plan Strategic Asset Allocation – Optimal Moderate |
-6.53%
Feb 2006 – Feb 2009 |
0.02%
Feb 2004 – Feb 2009 |
3.82%
Oct 2013 – Oct 2023 |
4.41%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| News America (News Corp) 401k Savings Plan Strategic Asset Allocation – Optimal Moderate |
19.54%
Feb 2009 – Feb 2012 |
16.90%
Feb 2009 – Feb 2014 |
10.07%
Feb 2009 – Feb 2019 |
8.69%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart