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 Strategic Asset Allocation - Equal Weight Moderate | NA | 26.53% | 4.28% | 9.19% | 6.50% | 8.01% | 7.06% | 7.57% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.22 | 26.53 | 4.28 | 9.19 | 6.50 | 8.01 | 7.06 | 7.57 | NA | 11.65 | 13.07 | -10.87 | 10.26 | 20.76 | 20.96 | -3.91 | 3.94 | 6.10 | -4.84 | 6.62 | 16.92 | 15.08 | 0.52 | 13.81 | 28.45 | -22.82 | 8.12 | 9.52 | 3.10 | 13.98 | 17.47 | -0.63 | 10.13 |
| Sharpe Ratio | NA | 0.74 | 0.06 | 0.43 | 0.40 | NA | NA | 0.53 | 0.05 | 0.58 | 0.91 | -0.78 | 1.02 | 0.98 | 2.56 | -0.51 | 0.54 | 0.72 | -0.48 | 0.91 | 2.28 | 2.17 | 0.04 | 1.17 | 1.71 | -1.18 | 0.58 | 0.96 | 0.12 | 1.58 | 1.88 | -0.18 | 0.87 |
| Standard Deviation(%) | NA | 8.69 | 11.79 | 13.82 | 11.49 | NA | NA | 11.17 | 10.56 | 8.72 | 9.68 | 15.71 | 10.03 | 20.88 | 7.64 | 10.19 | 6.15 | 8.21 | 10.09 | 7.22 | 7.40 | 6.93 | 13.87 | 11.69 | 16.61 | 20.18 | 8.91 | 6.49 | 7.93 | 8.26 | 8.93 | 9.50 | 8.94 |
| Draw Down(%) | NA | 5.29 | 13.97 | 24.61 | 24.61 | NA | NA | 35.53 | 0.89 | 5.29 | 9.34 | 14.88 | 5.42 | 24.61 | 3.84 | 14.32 | 3.69 | 7.34 | 10.80 | 4.72 | 5.30 | 5.53 | 14.31 | 9.41 | 16.87 | 33.14 | 5.96 | 5.61 | 5.05 | 5.98 | 5.66 | 11.51 | 8.52 |
| Yield(%) | NA | 2.83 | 4.28 | 4.99 | 4.61 | NA | NA | 4.34 | NA | 0.79 | 2.74 | 4.75 | 4.46 | 6.64 | 5.93 | 3.34 | 0.46 | 4.82 | 9.68 | 2.68 | 3.68 | 7.12 | 3.00 | 4.08 | 3.76 | 5.74 | 6.77 | 2.82 | 2.18 | 2.74 | 2.24 | 3.12 | 6.29 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.77%
Feb 2006 - Feb 2009 |
-1.39%
Feb 2004 - Feb 2009 |
4.77%
Oct 2013 - Oct 2023 |
5.18%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Disney Savings and Investment Plan Strategic Asset Allocation - Equal Weight Moderate |
20.20%
Feb 2009 - Feb 2012 |
17.24%
Feb 2009 - Feb 2014 |
9.73%
Feb 2009 - Feb 2019 |
9.74%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart