Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NBCUniversal 401k Plan Strategic Asset Allocation - Equal Weight Moderate | NA | -3.47% | 2.55% | 2.88% | 7.05% | 5.98% | NA | 6.03% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NBCUniversal 401k Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.51 | -3.47 | 2.55 | 2.88 | 7.05 | 5.98 | NA | 6.03 | -6.53 | 11.52 | 2.59 | 1.51 | 1.17 | 10.21 | 12.10 | -1.31 | 12.73 | 25.56 | -21.33 | 11.42 | 11.53 | 7.86 | 10.99 | 21.11 | -5.19 | 3.64 |
| Sharpe Ratio | NA | -0.94 | 0.22 | 0.20 | 0.76 | NA | NA | 0.53 | -0.94 | 2.69 | 0.29 | 0.17 | 0.17 | 1.62 | 2.10 | -0.12 | 1.72 | 1.91 | -1.25 | 1.01 | 1.36 | 1.25 | 1.59 | 3.26 | -0.68 | 0.18 |
| Standard Deviation(%) | NA | 8.32 | 7.15 | 7.38 | 8.35 | NA | NA | 8.72 | 8.32 | 4.05 | 8.22 | 8.65 | 6.66 | 6.27 | 5.73 | 11.04 | 7.33 | 13.31 | 17.81 | 8.34 | 6.07 | 4.57 | 6.29 | 6.27 | 9.22 | 7.53 |
| Draw Down(%) | NA | 12.05 | 12.05 | 12.54 | 14.80 | NA | NA | 33.83 | 12.05 | 1.51 | 8.61 | 7.74 | 5.81 | 6.56 | 5.01 | 11.95 | 5.60 | 14.80 | 31.85 | 5.10 | 7.59 | 3.31 | 5.86 | 6.24 | 14.75 | 10.54 |
| Yield(%) | NA | 2.24 | 2.11 | 3.97 | 4.12 | NA | NA | 4.24 | 2.23 | 0.46 | 3.60 | 9.78 | 3.85 | 6.43 | 4.17 | 2.35 | 3.39 | 4.31 | 4.79 | 5.26 | 3.64 | 5.18 | 5.05 | 3.57 | 3.37 | 4.96 |
Data as of 10/31/2018, 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 Strategic Asset Allocation - Equal Weight Moderate |
-4.98%
Feb 2006 - Feb 2009 |
0.66%
Feb 2004 - Feb 2009 |
4.37%
Oct 2007 - Oct 2017 |
5.75%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NBCUniversal 401k Plan Strategic Asset Allocation - Equal Weight Moderate |
17.53%
Feb 2009 - Feb 2012 |
13.86%
Oct 2002 - Oct 2007 |
8.77%
Mar 2003 - Mar 2013 |
7.60%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart