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 Strategic Asset Allocation - Equal Weight Moderate | 2.69% | 17.08% | 13.08% | 13.15% | 7.19% | 6.23% | 6.64% | 6.97% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.56 | 17.08 | 13.08 | 13.15 | 7.19 | 6.23 | 6.64 | 6.97 | 2.69 | 19.90 | 20.40 | -4.47 | 4.45 | 14.31 | 10.62 | -3.44 | 9.51 | 5.94 | -3.29 | 2.41 | 6.04 | 8.28 | -2.81 | 9.07 | 20.82 | -21.51 | 14.71 | 16.39 | 13.38 | 14.69 | 26.68 | -5.59 | 1.24 |
| Sharpe Ratio | NA | 2.69 | 1.84 | 1.33 | 0.86 | NA | NA | 0.69 | 0.84 | 3.77 | 3.16 | -0.54 | 0.65 | 1.18 | 1.93 | -0.72 | 2.73 | 1.00 | -0.54 | 0.51 | 1.39 | 1.35 | -0.29 | 1.12 | 1.65 | -1.39 | 1.18 | 1.32 | 1.69 | 1.70 | 3.30 | -0.69 | -0.12 |
| Standard Deviation(%) | NA | 5.89 | 7.11 | 7.41 | 7.18 | NA | NA | 8.43 | 7.37 | 4.32 | 5.30 | 10.91 | 6.83 | 11.86 | 4.74 | 6.74 | 3.24 | 5.74 | 6.12 | 4.70 | 4.32 | 6.07 | 9.95 | 7.99 | 12.58 | 16.13 | 9.78 | 9.80 | 6.56 | 8.04 | 7.87 | 9.78 | 9.52 |
| Draw Down(%) | NA | 4.44 | 8.07 | 12.59 | 15.19 | NA | NA | 31.74 | 4.44 | 2.13 | 3.28 | 11.76 | 5.07 | 15.19 | 2.90 | 8.73 | 1.02 | 4.40 | 7.96 | 4.02 | 3.96 | 6.85 | 11.38 | 6.84 | 13.07 | 29.16 | 6.57 | 12.85 | 5.13 | 8.66 | 7.84 | 17.43 | 15.00 |
| Yield(%) | NA | 14.92 | 9.06 | 6.10 | 3.75 | NA | NA | 2.98 | NA | 4.97 | 14.04 | 6.46 | 1.12 | 1.16 | 2.47 | 1.43 | 0.85 | 1.82 | 1.38 | 1.49 | 1.57 | 3.11 | 3.04 | 2.23 | 1.92 | 1.90 | 2.82 | 2.40 | 2.25 | 2.23 | 2.06 | 2.29 | 3.47 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-2.83%
Feb 2006 - Feb 2009 |
0.91%
Oct 2007 - Oct 2012 |
2.49%
Oct 2007 - Oct 2017 |
2.79%
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 Strategic Asset Allocation - Equal Weight Moderate |
22.25%
Mar 2003 - Mar 2006 |
17.90%
Oct 2002 - Oct 2007 |
9.74%
Mar 2003 - Mar 2013 |
7.73%
Mar 2003 - Mar 2018 |
Annualized Rolling Returns Comparison Chart