Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DirecTV 401K Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 20.59% | 5.22% | 7.31% | 5.57% | 6.61% | 6.16% | 6.37% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DirecTV 401K 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 (%) | -1.11 | 20.59 | 5.22 | 7.31 | 5.57 | 6.61 | 6.16 | 6.37 | NA | 4.70 | 12.78 | -4.78 | 5.93 | 12.02 | 14.78 | -6.83 | 7.59 | 6.86 | 0.76 | 5.78 | 12.83 | 9.01 | 0.93 | 12.12 | 23.85 | -22.41 | 9.45 | 11.80 | 4.99 | 11.41 | 16.67 | -2.39 | 5.51 |
| Sharpe Ratio | NA | 0.00 | 0.01 | 0.32 | 0.39 | NA | NA | 0.52 | 0.10 | -0.26 | 1.09 | -0.62 | 0.64 | 0.67 | 1.61 | -1.02 | 1.66 | 0.94 | 0.09 | 0.65 | 2.21 | 1.47 | 0.07 | 1.29 | 1.86 | -1.53 | 0.75 | 1.33 | 0.49 | 1.54 | 2.74 | -0.45 | 0.44 |
| Standard Deviation(%) | NA | 7.22 | 8.44 | 11.00 | 9.35 | NA | NA | 9.14 | 4.38 | 7.34 | 7.81 | 9.97 | 9.18 | 17.52 | 8.32 | 7.99 | 4.20 | 7.05 | 8.43 | 8.93 | 5.80 | 6.10 | 12.17 | 9.31 | 12.78 | 15.28 | 8.60 | 6.42 | 5.79 | 6.82 | 5.84 | 7.84 | 7.31 |
| Draw Down(%) | NA | 5.58 | 11.22 | 24.43 | 25.27 | NA | NA | 32.33 | 0.21 | 5.56 | 7.59 | 11.22 | 4.99 | 24.43 | 3.30 | 12.31 | 3.29 | 6.77 | 9.32 | 5.15 | 5.58 | 5.31 | 11.41 | 7.27 | 12.29 | 28.73 | 6.17 | 6.78 | 4.35 | 6.32 | 4.71 | 11.29 | 7.68 |
| Yield(%) | NA | 4.28 | 4.59 | 5.23 | 4.79 | NA | NA | 4.73 | NA | 0.58 | 4.51 | 3.22 | 5.77 | 5.96 | 6.20 | 6.00 | 0.25 | 2.76 | 5.14 | 7.73 | 7.65 | 4.43 | 4.21 | 3.68 | 2.70 | 3.08 | 8.14 | 5.78 | 5.17 | 3.73 | 3.22 | 3.12 | 5.74 |
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 |
|---|---|---|---|---|
| DirecTV 401K Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.02%
Feb 2006 - Feb 2009 |
0.06%
Feb 2004 - Feb 2009 |
4.21%
Mar 2010 - Mar 2020 |
4.21%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DirecTV 401K Plan Strategic Asset Allocation - Equal Weight Moderate |
16.43%
Feb 2009 - Feb 2012 |
13.35%
Feb 2009 - Feb 2014 |
8.34%
Feb 2009 - Feb 2019 |
8.01%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart