Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LEHMAN BROTHERS SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 1.10% | 3.84% | 4.71% | 4.42% | 6.74% | 7.80% | 8.45% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LEHMAN BROTHERS 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 (%) | -0.32 | 1.10 | 3.84 | 4.71 | 4.42 | 6.74 | 7.80 | 8.45 | 1.16 | 11.75 | -14.31 | 13.93 | 9.15 | 19.79 | -5.17 | 15.14 | 8.60 | -5.23 | 1.70 | 14.84 | 5.51 | 3.23 | 6.86 | 31.14 | -7.03 | 17.44 | 16.65 | 10.62 | 13.03 | 23.47 | 6.86 | 7.85 |
| Sharpe Ratio | NA | 0.38 | 0.10 | 0.48 | 0.51 | NA | NA | 0.93 | 0.13 | 0.94 | -1.66 | 1.52 | 0.52 | 2.81 | -0.89 | 3.23 | 1.75 | -1.05 | 0.28 | 2.40 | 1.33 | 0.43 | 0.66 | 3.30 | -1.34 | 1.24 | 1.44 | 1.44 | 1.59 | 4.71 | 1.18 | 1.07 |
| Standard Deviation(%) | NA | 7.75 | 8.76 | 10.68 | 8.54 | NA | NA | 7.96 | 6.81 | 7.96 | 9.43 | 9.16 | 17.11 | 6.54 | 7.31 | 4.50 | 4.79 | 5.03 | 5.95 | 6.17 | 4.10 | 7.43 | 10.29 | 9.39 | 5.93 | 11.62 | 9.28 | 5.86 | 7.62 | 4.84 | 4.86 | 5.19 |
| Draw Down(%) | NA | 7.10 | 16.69 | 22.72 | 22.72 | NA | NA | 22.72 | 1.42 | 7.10 | 16.18 | 4.14 | 22.72 | 4.04 | 11.02 | 2.77 | 2.50 | 9.10 | 6.08 | 4.57 | 3.56 | 5.27 | 10.18 | 4.31 | 8.30 | 9.98 | 13.20 | 4.70 | 8.89 | 1.77 | 5.92 | 4.00 |
| Yield(%) | NA | 4.67 | 4.67 | 5.01 | 3.77 | NA | NA | 4.53 | 0.01 | 5.01 | 2.06 | 7.34 | 4.81 | 6.44 | 4.21 | 0.22 | 2.60 | 2.39 | 3.36 | 3.80 | 4.80 | 2.46 | 3.77 | 5.02 | 3.05 | 10.74 | 7.03 | 3.50 | 3.14 | 4.62 | 5.91 | 7.89 |
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 |
|---|---|---|---|---|
| LEHMAN BROTHERS SAVINGS PLAN Tactical Asset Allocation Moderate |
1.53%
Dec 2013 - Dec 2016 |
2.47%
Mar 2015 - Mar 2020 |
4.33%
Mar 2010 - Mar 2020 |
5.83%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LEHMAN BROTHERS SAVINGS PLAN Tactical Asset Allocation Moderate |
18.58%
Oct 2004 - Oct 2007 |
17.48%
Oct 2002 - Oct 2007 |
12.86%
Apr 2001 - Apr 2011 |
10.16%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart