Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LORAL SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 16.03% | 3.71% | 7.09% | 5.24% | 6.78% | 6.41% | 7.01% |
Data as of 08/30/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LORAL SAVINGS PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -0.16 | 16.03 | 3.71 | 7.09 | 5.24 | 6.78 | 6.41 | 7.01 | 10.33 | 13.93 | -11.59 | 8.97 | 12.99 | 14.98 | -7.47 | 9.90 | 6.42 | -1.71 | 6.98 | 7.36 | 12.07 | -0.21 | 13.97 | 35.52 | -27.11 | 4.38 | 15.04 | 9.42 | 14.37 | 23.15 | -0.33 | 6.77 |
| Sharpe Ratio | NA | 1.77 | -0.06 | 0.35 | 0.38 | NA | NA | 0.58 | 0.58 | 1.18 | -1.04 | 1.03 | 0.67 | 2.15 | -0.99 | 1.87 | 0.72 | -0.21 | 1.17 | 1.20 | 2.30 | -0.02 | 1.48 | 2.38 | -1.46 | 0.17 | 2.23 | 1.56 | 2.50 | 4.13 | -0.22 | 0.76 |
| Standard Deviation(%) | NA | 7.61 | 9.74 | 12.00 | 10.03 | NA | NA | 9.46 | 7.35 | 8.19 | 12.53 | 8.71 | 19.19 | 6.30 | 8.90 | 4.96 | 8.57 | 8.23 | 5.97 | 6.12 | 5.23 | 10.05 | 9.37 | 14.91 | 19.15 | 7.92 | 5.29 | 4.65 | 5.36 | 5.44 | 6.54 | 5.84 |
| Draw Down(%) | NA | 3.61 | 18.82 | 23.47 | 23.47 | NA | NA | 37.38 | 3.61 | 8.13 | 18.20 | 4.42 | 23.47 | 3.45 | 12.42 | 4.42 | 6.71 | 9.30 | 4.79 | 6.94 | 4.52 | 11.03 | 6.60 | 12.19 | 35.94 | 6.47 | 4.58 | 3.05 | 5.77 | 4.56 | 12.76 | 7.69 |
| Yield(%) | NA | 2.62 | 3.06 | 2.96 | 3.32 | NA | NA | 4.57 | 0.26 | 3.28 | 2.96 | 2.92 | 3.17 | 2.30 | 5.49 | 0.37 | 5.04 | 4.77 | 2.91 | 3.92 | 4.64 | 3.14 | 2.66 | 3.11 | 4.64 | 10.07 | 9.57 | 8.14 | 4.60 | 4.64 | 5.92 | 6.62 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-7.71%
Feb 2006 - Feb 2009 |
-0.23%
Feb 2004 - Feb 2009 |
3.84%
Oct 2013 - Oct 2023 |
3.87%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LORAL SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
20.38%
Feb 2009 - Feb 2012 |
15.23%
Feb 2009 - Feb 2014 |
9.29%
Feb 2009 - Feb 2019 |
8.26%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart