Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| METROPCS WIRELESS INC. 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 31.87% | 9.65% | 9.97% | 6.79% | 7.27% | 7.05% | 7.51% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| METROPCS WIRELESS INC. 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.97 | 31.87 | 9.65 | 9.97 | 6.79 | 7.27 | 7.05 | 7.51 | NA | 18.16 | 21.58 | -12.03 | 11.45 | 10.55 | 16.32 | -5.97 | 7.95 | 3.00 | 1.64 | 3.47 | 9.74 | 10.89 | -2.71 | 13.68 | 26.46 | -24.41 | 8.59 | 15.09 | 13.18 | 15.69 | 24.85 | -2.70 | 2.72 |
| Sharpe Ratio | NA | 1.89 | 0.63 | 0.58 | 0.53 | NA | NA | 0.57 | 0.07 | 1.74 | 2.41 | -1.01 | 1.39 | 0.55 | 2.43 | -0.87 | 1.63 | 0.36 | 0.20 | 0.59 | 1.57 | 1.70 | -0.22 | 1.27 | 1.42 | -1.08 | 0.51 | 1.74 | 2.00 | 2.59 | 4.40 | -0.56 | 0.06 |
| Standard Deviation(%) | NA | 6.60 | 9.43 | 11.75 | 9.72 | NA | NA | 10.34 | 4.64 | 6.65 | 7.18 | 13.31 | 8.23 | 18.65 | 6.13 | 8.37 | 4.50 | 7.70 | 8.28 | 5.81 | 6.18 | 6.37 | 12.31 | 10.73 | 18.50 | 23.40 | 11.07 | 6.81 | 5.51 | 5.70 | 5.49 | 6.75 | 6.39 |
| Draw Down(%) | NA | 3.32 | 17.10 | 23.15 | 23.15 | NA | NA | 39.24 | 0.27 | 3.26 | 4.41 | 20.61 | 4.29 | 23.15 | 3.36 | 11.23 | 3.01 | 7.52 | 7.69 | 4.94 | 5.91 | 5.45 | 12.38 | 7.22 | 16.46 | 36.15 | 8.50 | 8.57 | 3.61 | 6.42 | 5.76 | 14.22 | 10.47 |
| Yield(%) | NA | 14.67 | 11.49 | 8.48 | 5.90 | NA | NA | 4.83 | NA | 4.25 | 14.14 | 7.45 | 8.03 | 3.56 | 4.40 | 5.32 | 0.68 | 2.71 | 5.37 | 2.73 | 3.52 | 2.71 | 2.08 | 1.72 | 1.92 | 4.47 | 7.94 | 7.84 | 5.90 | 4.24 | 3.01 | 2.66 | 4.56 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| METROPCS WIRELESS INC. 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
-7.27%
Feb 2006 - Feb 2009 |
0.91%
Mar 2015 - Mar 2020 |
3.48%
Sep 2012 - Sep 2022 |
3.10%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| METROPCS WIRELESS INC. 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
21.27%
Mar 2003 - Mar 2006 |
17.26%
Oct 2002 - Oct 2007 |
9.78%
Mar 2003 - Mar 2013 |
8.42%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart