Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
DIRECT TV DE PUERTO RICO 1165 E RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate | NA | -1.90% | 5.89% | 3.74% | 5.75% | 5.33% | 6.98% | 5.70% |
Data as of 01/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
DIRECT TV DE PUERTO RICO 1165 E RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 04/24/2023 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 0.75 | -1.90 | 5.89 | 3.74 | 5.75 | 5.33 | 6.98 | 5.70 | 4.43 | -8.99 | 7.24 | 15.05 | 16.13 | -8.79 | 10.16 | 7.04 | 1.24 | 5.80 | 13.55 | 10.97 | -2.60 | 15.71 | 28.02 | -27.83 | 7.58 | 11.39 | 7.34 | 14.24 | 25.84 | -9.58 | -2.35 |
Sharpe Ratio | NA | -0.11 | 0.89 | 0.23 | 0.41 | NA | NA | 0.40 | 0.29 | -0.72 | 0.72 | 0.62 | 2.02 | -0.93 | 2.06 | 0.72 | 0.13 | 0.81 | 1.86 | 1.35 | -0.20 | 1.35 | 1.78 | -1.36 | 0.46 | 1.11 | 0.80 | 1.80 | 2.52 | -0.83 | -0.48 |
Standard Deviation(%) | NA | 13.90 | 12.41 | 14.37 | 11.68 | NA | NA | 11.72 | 9.73 | 14.32 | 9.99 | 23.86 | 7.29 | 10.85 | 4.62 | 9.43 | 9.71 | 7.12 | 7.28 | 8.10 | 13.34 | 11.57 | 15.68 | 21.16 | 9.86 | 7.34 | 6.47 | 7.39 | 9.98 | 12.83 | 9.68 |
Draw Down(%) | NA | 13.32 | 19.45 | 31.42 | 31.42 | NA | NA | 41.89 | 6.73 | 19.45 | 5.85 | 31.42 | 4.44 | 15.88 | 2.35 | 7.47 | 8.61 | 5.59 | 6.78 | 6.89 | 13.40 | 9.27 | 17.86 | 37.35 | 7.22 | 8.49 | 4.66 | 5.45 | 7.69 | 16.92 | 12.94 |
Yield(%) | NA | 6.64 | 6.42 | 5.70 | 5.10 | NA | NA | 4.91 | 2.69 | 4.05 | 8.55 | 3.66 | 3.60 | 5.62 | 0.49 | 2.23 | 10.23 | 5.96 | 4.83 | 2.88 | 3.71 | 3.94 | 2.73 | 5.65 | 8.48 | 7.07 | 6.62 | 4.34 | 3.00 | 2.59 | 5.08 |
Data as of 01/31/2023, 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 |
---|---|---|---|---|
DIRECT TV DE PUERTO RICO 1165 E RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
-9.46%
Feb 2006 - Feb 2009 |
-2.18%
Feb 2004 - Feb 2009 |
3.85%
Mar 2010 - Mar 2020 |
3.76%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
DIRECT TV DE PUERTO RICO 1165 E RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
19.38%
Feb 2009 - Feb 2012 |
16.03%
Feb 2009 - Feb 2014 |
9.86%
Feb 2009 - Feb 2019 |
8.08%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart