Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DirecTV 401K Plan Tactical Asset Allocation Moderate | NA | 19.77% | 4.08% | 6.39% | 4.90% | 5.33% | 6.03% | 6.38% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DirecTV 401K Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.98 | 19.77 | 4.08 | 6.39 | 4.90 | 5.33 | 6.03 | 6.38 | NA | 5.63 | 9.40 | -7.08 | 8.94 | 10.03 | 6.94 | -2.93 | 8.97 | 6.68 | -1.44 | 3.67 | 11.81 | 1.49 | 4.82 | 7.08 | 14.51 | -2.88 | 9.47 | 13.02 | 6.05 | 11.05 | 13.51 | 1.31 | 6.01 |
| Sharpe Ratio | NA | 0.06 | -0.17 | 0.34 | 0.41 | NA | NA | 0.77 | 0.09 | -0.10 | 0.71 | -0.99 | 1.14 | 1.42 | 0.93 | -0.65 | 2.06 | 1.27 | -0.30 | 0.66 | 1.94 | 0.28 | 0.83 | 0.87 | 2.50 | -0.90 | 0.87 | 1.81 | 0.81 | 1.65 | 3.13 | 0.05 | 0.99 |
| Standard Deviation(%) | NA | 9.45 | 8.48 | 8.06 | 6.84 | NA | NA | 6.13 | 7.21 | 9.48 | 7.24 | 8.54 | 7.86 | 6.89 | 5.93 | 6.53 | 4.06 | 5.09 | 4.84 | 5.52 | 6.07 | 5.09 | 5.76 | 8.04 | 5.76 | 4.21 | 7.47 | 5.38 | 4.82 | 6.14 | 4.09 | 3.90 | 3.75 |
| Draw Down(%) | NA | 7.84 | 10.31 | 10.36 | 10.36 | NA | NA | 10.36 | 0.47 | 7.84 | 5.82 | 10.36 | 3.41 | 6.11 | 4.20 | 9.19 | 2.30 | 3.09 | 5.75 | 5.95 | 5.09 | 4.84 | 3.35 | 6.46 | 2.98 | 7.27 | 5.67 | 5.38 | 3.74 | 5.38 | 2.82 | 4.24 | 2.54 |
| Yield(%) | NA | 4.00 | 5.70 | 5.28 | 3.81 | NA | NA | 3.88 | NA | 0.55 | 3.98 | 4.50 | 8.41 | 3.78 | 5.86 | 2.98 | 0.20 | 3.05 | 2.58 | 2.81 | 4.38 | 3.15 | 2.90 | 3.18 | 3.36 | 3.17 | 5.53 | 5.87 | 4.05 | 3.24 | 3.15 | 3.38 | 5.07 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DirecTV 401K Plan Tactical Asset Allocation Moderate |
0.44%
Oct 2017 - Oct 2020 |
2.37%
Feb 2015 - Feb 2020 |
3.52%
Oct 2013 - Oct 2023 |
4.44%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DirecTV 401K Plan Tactical Asset Allocation Moderate |
12.12%
May 2004 - May 2007 |
11.36%
Oct 2002 - Oct 2007 |
8.21%
Apr 2001 - Apr 2011 |
7.35%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart