Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Expedia Retirement Savings Plan Tactical Asset Allocation Moderate | NA | -2.63% | 2.76% | 1.54% | 1.67% | 3.99% | 5.12% | 6.14% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Expedia Retirement Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.47 | -2.63 | 2.76 | 1.54 | 1.67 | 3.99 | 5.12 | 6.14 | 0.62 | 7.12 | -11.17 | 8.39 | 13.48 | 2.81 | -2.58 | 6.41 | 7.22 | -5.36 | -2.28 | 19.16 | 3.87 | 1.35 | 5.47 | 15.21 | 1.00 | 12.24 | 11.94 | 4.30 | 12.45 | 19.74 | 10.66 | 8.09 |
| Sharpe Ratio | NA | 0.44 | -0.29 | 0.27 | 0.20 | NA | NA | 0.73 | 0.04 | 0.40 | -1.34 | 1.01 | 1.45 | 0.26 | -0.50 | 1.06 | 1.51 | -1.04 | -0.36 | 2.72 | 0.68 | 0.15 | 0.50 | 1.80 | 0.01 | 1.04 | 1.25 | 0.39 | 1.55 | 3.16 | 2.25 | 1.10 |
| Standard Deviation(%) | NA | 7.49 | 8.28 | 8.04 | 7.05 | NA | NA | 7.16 | 7.87 | 7.18 | 9.38 | 8.26 | 9.13 | 5.44 | 7.72 | 5.44 | 4.66 | 5.16 | 6.34 | 7.04 | 5.62 | 8.91 | 10.67 | 8.38 | 6.40 | 8.88 | 6.92 | 5.47 | 7.43 | 6.03 | 4.25 | 5.25 |
| Draw Down(%) | NA | 6.37 | 20.77 | 20.77 | 20.77 | NA | NA | 20.77 | 1.99 | 6.37 | 13.06 | 7.10 | 9.29 | 4.78 | 9.82 | 4.17 | 3.14 | 6.97 | 5.27 | 4.26 | 5.35 | 8.55 | 9.48 | 4.46 | 6.64 | 6.55 | 7.02 | 3.86 | 6.62 | 3.67 | 2.44 | 4.10 |
| Yield(%) | NA | 4.45 | 3.31 | 3.47 | 2.92 | NA | NA | 4.10 | 0.01 | 4.68 | 2.27 | 3.11 | 4.85 | 2.60 | 2.51 | 0.24 | 2.59 | 3.78 | 2.86 | 5.48 | 5.74 | 2.72 | 4.07 | 5.57 | 4.48 | 4.66 | 3.74 | 4.21 | 3.95 | 3.30 | 7.94 | 8.99 |
Data as of 10/31/2023, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Expedia Retirement Savings Plan Tactical Asset Allocation Moderate |
-1.17%
Oct 2017 - Oct 2020 |
0.44%
Feb 2015 - Feb 2020 |
1.67%
Oct 2013 - Oct 2023 |
3.47%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Expedia Retirement Savings Plan Tactical Asset Allocation Moderate |
14.22%
Dec 2001 - Dec 2004 |
12.94%
Oct 2002 - Oct 2007 |
10.58%
Apr 2001 - Apr 2011 |
7.77%
Apr 2001 - Apr 2016 |
Annualized Rolling Returns Comparison Chart