Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| News America (News Corp) 401k Savings Plan Tactical Asset Allocation Moderate | NA | -1.56% | 5.56% | 5.57% | 3.54% | 5.43% | 6.15% | 6.46% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| News America (News Corp) 401k 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 (%) | -0.64 | -1.56 | 5.56 | 5.57 | 3.54 | 5.43 | 6.15 | 6.46 | -0.43 | 9.84 | -10.87 | 13.73 | 21.63 | 8.60 | -2.45 | 4.01 | 4.47 | -2.86 | -0.81 | 19.07 | 6.89 | -1.41 | 9.35 | 17.59 | 0.10 | 9.70 | 12.63 | 5.24 | 9.77 | 16.59 | 1.12 | 6.54 |
| Sharpe Ratio | NA | 0.17 | 0.03 | 0.77 | 0.47 | NA | NA | 0.77 | -0.09 | 0.76 | -1.31 | 1.60 | 2.51 | 1.49 | -0.54 | 0.59 | 1.12 | -0.56 | -0.13 | 2.72 | 1.35 | -0.14 | 0.84 | 2.07 | -0.22 | 0.72 | 1.25 | 0.52 | 1.23 | 2.78 | -0.01 | 1.13 |
| Standard Deviation(%) | NA | 8.09 | 8.70 | 8.10 | 6.97 | NA | NA | 7.10 | 7.89 | 8.12 | 9.40 | 8.57 | 8.54 | 4.77 | 7.10 | 5.70 | 3.80 | 5.14 | 6.18 | 7.00 | 5.05 | 10.21 | 11.05 | 8.44 | 3.90 | 9.12 | 7.37 | 5.68 | 7.12 | 5.70 | 4.51 | 3.66 |
| Draw Down(%) | NA | 7.43 | 13.05 | 13.05 | 13.05 | NA | NA | 13.05 | 2.53 | 7.43 | 12.19 | 4.20 | 8.00 | 3.56 | 7.88 | 3.97 | 2.72 | 6.00 | 5.48 | 4.03 | 4.93 | 10.32 | 9.55 | 5.12 | 3.35 | 6.76 | 8.64 | 4.27 | 6.71 | 3.81 | 5.05 | 2.77 |
| Yield(%) | NA | 2.82 | 3.39 | 4.14 | 3.39 | NA | NA | 3.85 | 0.01 | 3.02 | 3.18 | 4.19 | 7.11 | 3.55 | 1.66 | 0.23 | 2.06 | 5.21 | 4.19 | 4.15 | 4.01 | 1.98 | 4.07 | 4.38 | 2.90 | 4.15 | 5.45 | 2.83 | 5.04 | 3.27 | 5.24 | 6.65 |
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 |
|---|---|---|---|---|
| News America (News Corp) 401k Savings Plan Tactical Asset Allocation Moderate |
0.22%
Dec 2013 - Dec 2016 |
0.42%
Dec 2013 - Dec 2018 |
3.54%
Oct 2013 - Oct 2023 |
5.31%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| News America (News Corp) 401k Savings Plan Tactical Asset Allocation Moderate |
14.53%
Dec 2018 - Dec 2021 |
11.66%
Oct 2002 - Oct 2007 |
9.30%
Apr 2001 - Apr 2011 |
7.49%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart