Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Times Mirror Savings Plus Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 22.37% | 3.06% | 7.37% | 6.07% | 6.73% | 6.20% | 6.14% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Times Mirror Savings Plus 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 (%) | -0.88 | 22.37 | 3.06 | 7.37 | 6.07 | 6.73 | 6.20 | 6.14 | NA | 8.54 | 14.81 | -13.02 | 8.53 | 15.02 | 19.73 | -7.30 | 11.65 | 4.95 | 0.98 | 1.51 | 15.42 | 10.07 | -0.33 | 10.72 | 19.45 | -20.60 | 8.63 | 12.66 | 6.38 | 10.77 | 21.66 | -5.64 | -2.03 |
| Sharpe Ratio | NA | 0.41 | -0.05 | 0.31 | 0.43 | NA | NA | 0.48 | 0.09 | 0.22 | 1.29 | -1.03 | 0.96 | 0.79 | 2.60 | -0.94 | 2.52 | 0.53 | 0.12 | 0.23 | 2.52 | 1.79 | -0.03 | 1.16 | 1.50 | -1.31 | 0.74 | 1.37 | 0.79 | 1.41 | 3.11 | -0.76 | -0.50 |
| Standard Deviation(%) | NA | 8.78 | 10.63 | 12.40 | 10.33 | NA | NA | 9.60 | 7.05 | 8.85 | 8.16 | 13.93 | 8.87 | 18.70 | 7.04 | 9.12 | 4.38 | 8.97 | 8.26 | 6.55 | 6.10 | 5.59 | 11.11 | 9.20 | 12.93 | 16.40 | 7.63 | 6.88 | 5.34 | 6.98 | 6.75 | 8.90 | 8.71 |
| Draw Down(%) | NA | 5.38 | 17.36 | 23.48 | 23.48 | NA | NA | 31.60 | 0.48 | 5.38 | 7.96 | 18.61 | 4.97 | 23.48 | 3.41 | 13.38 | 1.96 | 7.68 | 8.52 | 6.14 | 4.71 | 4.49 | 11.14 | 7.59 | 13.17 | 29.18 | 4.91 | 7.89 | 3.58 | 6.08 | 6.13 | 14.40 | 13.27 |
| Yield(%) | NA | 3.75 | 4.40 | 3.83 | 3.08 | NA | NA | 3.28 | NA | 0.92 | 3.70 | 1.86 | 7.02 | 2.90 | 3.13 | 3.70 | 0.39 | 2.83 | 2.22 | 2.49 | 3.12 | 2.50 | 2.79 | 2.28 | 2.78 | 2.85 | 5.26 | 5.18 | 4.76 | 3.17 | 2.68 | 2.84 | 3.96 |
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 |
|---|---|---|---|---|
| Times Mirror Savings Plus Plan Strategic Asset Allocation - Equal Weight Moderate |
-4.93%
Feb 2006 - Feb 2009 |
0.26%
Feb 2004 - Feb 2009 |
4.37%
Oct 2013 - Oct 2023 |
4.02%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Times Mirror Savings Plus Plan Strategic Asset Allocation - Equal Weight Moderate |
15.57%
Mar 2003 - Mar 2006 |
13.11%
Feb 2009 - Feb 2014 |
8.16%
Feb 2009 - Feb 2019 |
7.94%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart