Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Disney Savings and Investment Plan Tactical Asset Allocation Moderate | NA | 21.03% | 2.38% | 6.26% | 5.87% | 7.99% | 8.28% | 8.72% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Disney Savings and Investment 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 | Inception | YTD | 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 (%) | -0.90 | 21.03 | 2.38 | 6.26 | 5.87 | 7.99 | 8.28 | 8.72 | NA | 10.66 | 14.44 | -12.80 | 9.39 | 9.66 | 21.91 | -4.95 | 5.42 | 12.69 | -3.72 | 5.89 | 20.84 | 12.77 | 0.87 | 17.74 | 21.35 | 0.97 | 9.33 | 4.96 | 9.43 | 11.11 | 21.02 | 2.22 | 8.65 |
| Sharpe Ratio | NA | 0.59 | 0.03 | 0.25 | 0.37 | NA | NA | 0.70 | 0.05 | 0.44 | 1.15 | -0.98 | 0.87 | 0.44 | 2.85 | -0.62 | 0.77 | 1.35 | -0.40 | 0.76 | 2.51 | 1.50 | 0.06 | 1.47 | 1.94 | 0.01 | 0.66 | 0.20 | 0.94 | 1.16 | 2.45 | 0.19 | 1.17 |
| Standard Deviation(%) | NA | 9.24 | 11.12 | 13.79 | 11.46 | NA | NA | 10.16 | 10.26 | 9.28 | 8.85 | 14.42 | 10.76 | 21.46 | 7.20 | 10.02 | 6.19 | 9.26 | 9.47 | 7.69 | 8.29 | 8.49 | 15.17 | 12.05 | 10.94 | 6.17 | 9.55 | 8.30 | 7.70 | 8.79 | 8.31 | 5.84 | 5.43 |
| Draw Down(%) | NA | 5.99 | 15.06 | 27.95 | 27.95 | NA | NA | 27.95 | 0.87 | 5.99 | 7.74 | 16.88 | 6.10 | 27.95 | 3.79 | 15.11 | 3.85 | 7.19 | 10.81 | 5.15 | 3.99 | 4.93 | 14.99 | 8.45 | 6.02 | 5.01 | 6.73 | 9.21 | 4.93 | 9.99 | 4.17 | 6.56 | 4.10 |
| Yield(%) | NA | 2.78 | 6.61 | 6.01 | 6.31 | NA | NA | 0.00 | NA | 1.26 | 3.16 | 5.75 | 10.85 | 6.51 | 4.54 | 6.53 | 8.93 | 4.87 | 9.19 | 3.00 | 10.31 | 6.41 | 2.20 | 4.15 | 4.46 | 8.75 | 10.23 | 5.11 | 3.36 | 2.56 | 3.44 | 7.02 | 8.82 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Disney Savings and Investment Plan Tactical Asset Allocation Moderate |
0.96%
Mar 2017 - Mar 2020 |
1.22%
Mar 2015 - Mar 2020 |
4.45%
Oct 2013 - Oct 2023 |
7.06%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Disney Savings and Investment Plan Tactical Asset Allocation Moderate |
15.38%
Apr 2008 - Apr 2011 |
15.21%
Nov 2008 - Nov 2013 |
11.41%
Mar 2003 - Mar 2013 |
9.98%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart