Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LORAL SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 14.43% | 1.18% | 5.01% | 2.59% | 5.49% | 7.14% | 7.79% |
Data as of 08/30/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LORAL SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 11/13/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.29 | 14.43 | 1.18 | 5.01 | 2.59 | 5.49 | 7.14 | 7.79 | 11.39 | 6.26 | -11.29 | 6.73 | 16.42 | 1.22 | -6.15 | 12.96 | 2.70 | -7.30 | 4.05 | 13.35 | 12.44 | 0.38 | 14.40 | 28.35 | -5.89 | 9.74 | 23.61 | 8.10 | 13.98 | 21.93 | 6.14 | 6.81 |
| Sharpe Ratio | NA | 1.48 | -0.35 | 0.37 | 0.20 | NA | NA | 0.84 | 0.70 | 0.28 | -1.36 | 0.70 | 1.85 | -0.04 | -0.83 | 2.23 | 0.46 | -1.14 | 0.63 | 1.92 | 2.44 | 0.04 | 1.15 | 2.72 | -1.94 | 0.70 | 2.70 | 0.98 | 1.81 | 4.71 | 1.35 | 1.12 |
| Standard Deviation(%) | NA | 7.46 | 8.30 | 8.50 | 7.55 | NA | NA | 7.45 | 7.66 | 7.09 | 9.32 | 9.54 | 8.77 | 5.23 | 9.01 | 5.53 | 5.43 | 6.41 | 6.36 | 6.93 | 5.07 | 8.77 | 12.42 | 10.40 | 3.51 | 9.62 | 7.53 | 6.08 | 7.19 | 4.51 | 3.71 | 4.04 |
| Draw Down(%) | NA | 4.75 | 16.94 | 16.94 | 16.94 | NA | NA | 16.94 | 4.75 | 6.80 | 12.25 | 6.24 | 8.67 | 4.92 | 12.35 | 3.77 | 5.83 | 10.22 | 6.79 | 5.76 | 3.62 | 9.81 | 8.36 | 5.26 | 8.02 | 7.05 | 5.96 | 4.43 | 7.81 | 1.53 | 4.60 | 3.33 |
| Yield(%) | NA | 2.76 | 2.21 | 2.55 | 3.36 | NA | NA | 4.09 | 0.69 | 3.04 | 2.07 | 1.05 | 3.76 | 1.91 | 8.00 | 0.47 | 4.88 | 5.06 | 2.79 | 2.59 | 5.36 | 2.35 | 2.81 | 2.90 | 1.19 | 6.77 | 9.40 | 7.04 | 3.43 | 5.44 | 4.63 | 6.48 |
Data as of 08/30/2024, 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 |
|---|---|---|---|---|
| LORAL SAVINGS PLAN Tactical Asset Allocation Moderate |
-0.77%
Oct 2017 - Oct 2020 |
-0.23%
Mar 2015 - Mar 2020 |
1.68%
Oct 2013 - Oct 2023 |
4.84%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LORAL SAVINGS PLAN Tactical Asset Allocation Moderate |
17.31%
Oct 2004 - Oct 2007 |
16.60%
Oct 2002 - Oct 2007 |
12.75%
Apr 2001 - Apr 2011 |
10.05%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart