Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LIBERTY MUTUAL EMPLOYEES` THRIFT-INCENTIVE PLAN Tactical Asset Allocation Moderate | -2.29% | 12.28% | 7.80% | 8.18% | 4.29% | 4.10% | 6.61% | 7.53% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LIBERTY MUTUAL EMPLOYEES` THRIFT-INCENTIVE PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 06/03/2025 |
| 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 (%) | -1.65 | 12.28 | 7.80 | 8.18 | 4.29 | 4.10 | 6.61 | 7.53 | -2.29 | 20.83 | 12.20 | -9.05 | 4.90 | 13.01 | 2.99 | -4.48 | 10.69 | 5.62 | -7.67 | 1.81 | 10.07 | 7.22 | -2.94 | 4.76 | 25.59 | -4.39 | 19.35 | 18.21 | 14.54 | 14.28 | 21.37 | 7.05 | 6.98 |
| Sharpe Ratio | NA | 1.13 | 0.96 | 0.78 | 0.48 | NA | NA | 0.83 | 0.17 | 2.19 | 1.23 | -1.16 | 0.54 | 1.43 | 0.27 | -0.77 | 2.06 | 1.12 | -1.44 | 0.33 | 1.75 | 1.72 | -0.31 | 0.47 | 2.43 | -0.95 | 1.20 | 1.40 | 1.83 | 1.48 | 3.43 | 1.37 | 1.18 |
| Standard Deviation(%) | NA | 10.99 | 8.49 | 8.82 | 7.64 | NA | NA | 7.83 | 13.44 | 7.87 | 6.95 | 9.02 | 9.05 | 8.94 | 5.56 | 7.66 | 4.86 | 4.83 | 5.36 | 5.47 | 5.72 | 4.16 | 9.69 | 9.87 | 10.49 | 5.65 | 13.49 | 10.59 | 6.70 | 8.96 | 6.03 | 4.32 | 3.87 |
| Draw Down(%) | NA | 11.74 | 11.74 | 16.91 | 16.91 | NA | NA | 16.91 | 11.68 | 4.03 | 7.44 | 14.23 | 5.01 | 10.30 | 5.14 | 10.75 | 1.84 | 4.04 | 8.71 | 5.91 | 4.34 | 3.90 | 10.41 | 8.85 | 5.22 | 6.25 | 9.87 | 14.13 | 5.66 | 10.72 | 2.90 | 4.04 | 2.69 |
| Yield(%) | NA | 14.75 | 8.41 | 6.25 | 4.59 | NA | NA | 4.05 | NA | 4.65 | 11.51 | 6.10 | 1.67 | 3.12 | 3.37 | 1.34 | 0.43 | 3.76 | 4.63 | 3.98 | 1.55 | 4.46 | 2.04 | 4.23 | 4.92 | 2.73 | 3.31 | 2.91 | 2.64 | 3.11 | 4.02 | 5.72 | 6.90 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| LIBERTY MUTUAL EMPLOYEES` THRIFT-INCENTIVE PLAN Tactical Asset Allocation Moderate |
-0.29%
Nov 2013 - Nov 2016 |
-0.07%
Aug 2014 - Aug 2019 |
1.93%
Apr 2013 - Apr 2023 |
3.23%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LIBERTY MUTUAL EMPLOYEES` THRIFT-INCENTIVE PLAN Tactical Asset Allocation Moderate |
22.27%
Oct 2004 - Oct 2007 |
18.96%
Oct 2002 - Oct 2007 |
12.93%
Apr 2001 - Apr 2011 |
9.06%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart