Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NBCUniversal 401k Plan Tactical Asset Allocation Moderate | NA | 28.26% | -0.44% | 6.37% | 6.03% | 6.35% | 6.74% | 7.05% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NBCUniversal 401k Plan 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 (%) | -0.65 | 28.26 | -0.44 | 6.37 | 6.03 | 6.35 | 6.74 | 7.05 | NA | 9.80 | 15.83 | -19.91 | 1.53 | 20.98 | 23.25 | 2.78 | 6.73 | 3.90 | -1.99 | 2.35 | 11.30 | 7.65 | 2.13 | 8.34 | 16.99 | -2.87 | 10.96 | 10.01 | 5.06 | 9.83 | 12.88 | 2.51 | 6.96 |
| Sharpe Ratio | NA | 0.57 | -0.21 | 0.21 | 0.45 | NA | NA | 0.72 | 0.09 | 0.36 | 1.33 | -1.41 | 0.15 | 2.42 | 2.25 | 0.18 | 0.98 | 0.96 | -0.38 | 0.44 | 1.85 | 2.02 | 0.29 | 0.93 | 2.31 | -0.85 | 0.86 | 0.99 | 0.59 | 1.52 | 3.01 | 0.31 | 0.98 |
| Standard Deviation(%) | NA | 8.75 | 11.27 | 10.60 | 8.97 | NA | NA | 7.47 | 7.62 | 8.80 | 8.68 | 15.10 | 10.22 | 8.57 | 9.69 | 8.27 | 6.21 | 3.86 | 5.30 | 5.30 | 6.11 | 3.76 | 7.27 | 8.87 | 7.32 | 4.47 | 9.24 | 6.84 | 4.91 | 5.86 | 4.05 | 4.52 | 4.77 |
| Draw Down(%) | NA | 6.02 | 24.78 | 32.37 | 32.37 | NA | NA | 32.37 | 0.57 | 6.02 | 9.43 | 26.16 | 10.78 | 3.92 | 0.00 | 6.61 | 5.98 | 2.96 | 6.00 | 5.21 | 4.95 | 2.69 | 5.49 | 6.94 | 4.29 | 6.58 | 6.53 | 8.50 | 4.19 | 5.68 | 4.70 | 5.00 | 3.98 |
| Yield(%) | NA | 3.70 | 4.66 | 9.34 | 7.16 | NA | NA | 5.71 | NA | 0.74 | 3.85 | 3.55 | 5.81 | 15.43 | 23.25 | 6.13 | 0.43 | 3.46 | 5.30 | 4.32 | 3.65 | 4.52 | 3.22 | 2.33 | 4.50 | 3.06 | 4.38 | 3.92 | 3.21 | 6.06 | 4.64 | 7.06 | 8.37 |
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 |
|---|---|---|---|---|
| NBCUniversal 401k Plan Tactical Asset Allocation Moderate |
-3.29%
Apr 2021 - Apr 2024 |
1.86%
Nov 2013 - Nov 2018 |
3.79%
Oct 2013 - Oct 2023 |
4.46%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NBCUniversal 401k Plan Tactical Asset Allocation Moderate |
19.30%
Oct 2018 - Oct 2021 |
13.00%
May 2016 - May 2021 |
8.46%
Apr 2001 - Apr 2011 |
8.31%
May 2006 - May 2021 |
Annualized Rolling Returns Comparison Chart