Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DEFERRED SALARY AND PROFIT SHARING PLAN FOR EMPLOYEES OF ORBITAL SCIENCES CORPORATION Tactical Asset Allocation Moderate | NA | 24.55% | 0.31% | 4.83% | 4.08% | 6.10% | 7.29% | 7.98% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DEFERRED SALARY AND PROFIT SHARING PLAN FOR EMPLOYEES OF ORBITAL SCIENCES CORPORATION 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 (%) | -1.51 | 24.55 | 0.31 | 4.83 | 4.08 | 6.10 | 7.29 | 7.98 | NA | 4.32 | 11.98 | -18.28 | 10.21 | 13.92 | 12.96 | -3.83 | 6.98 | 2.54 | -0.91 | 4.87 | 14.91 | 7.83 | 1.19 | 17.67 | 23.30 | -2.98 | 8.60 | 20.84 | 7.12 | 14.15 | 20.09 | 4.75 | 6.04 |
| Sharpe Ratio | NA | -0.26 | -0.42 | 0.10 | 0.19 | NA | NA | 0.73 | -0.07 | -0.25 | 0.72 | -1.27 | 1.10 | 1.47 | 2.37 | -0.65 | 0.98 | 0.47 | -0.15 | 0.69 | 2.09 | 1.39 | 0.11 | 1.24 | 2.12 | -0.94 | 0.55 | 2.24 | 0.72 | 1.64 | 3.71 | 0.79 | 1.01 |
| Standard Deviation(%) | NA | 9.05 | 12.10 | 11.06 | 8.97 | NA | NA | 8.48 | 8.92 | 9.09 | 10.76 | 15.51 | 9.22 | 9.28 | 4.88 | 7.94 | 6.49 | 4.96 | 6.36 | 7.01 | 7.13 | 5.59 | 10.43 | 14.17 | 10.96 | 4.13 | 10.22 | 7.86 | 6.92 | 8.08 | 5.22 | 4.62 | 3.68 |
| Draw Down(%) | NA | 8.05 | 21.92 | 23.51 | 23.51 | NA | NA | 23.51 | 1.07 | 8.05 | 11.00 | 23.33 | 4.89 | 10.72 | 2.66 | 10.04 | 6.15 | 3.61 | 7.45 | 4.02 | 6.02 | 4.14 | 9.99 | 10.23 | 5.18 | 6.26 | 7.30 | 6.30 | 4.64 | 9.37 | 2.27 | 7.36 | 2.61 |
| Yield(%) | NA | 6.51 | 7.51 | 6.86 | 5.28 | NA | NA | 4.56 | NA | 0.97 | 6.39 | 8.36 | 6.02 | 6.64 | 6.00 | 3.16 | 0.36 | 5.31 | 5.20 | 4.29 | 3.45 | 3.44 | 1.23 | 2.61 | 4.81 | 2.66 | 5.38 | 5.41 | 3.58 | 3.76 | 4.02 | 5.41 | 6.42 |
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 |
|---|---|---|---|---|
| DEFERRED SALARY AND PROFIT SHARING PLAN FOR EMPLOYEES OF ORBITAL SCIENCES CORPORATION Tactical Asset Allocation Moderate |
-2.06%
Apr 2021 - Apr 2024 |
0.65%
Sep 2017 - Sep 2022 |
2.46%
Oct 2013 - Oct 2023 |
5.25%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DEFERRED SALARY AND PROFIT SHARING PLAN FOR EMPLOYEES OF ORBITAL SCIENCES CORPORATION Tactical Asset Allocation Moderate |
16.10%
Apr 2003 - Apr 2006 |
14.98%
Oct 2002 - Oct 2007 |
12.44%
Apr 2001 - Apr 2011 |
9.95%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart