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 - Optimal Moderate | NA | 33.66% | 11.68% | 12.18% | 6.20% | 7.05% | 6.89% | 7.38% |
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 - Optimal 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 (%) | -0.87 | 33.66 | 11.68 | 12.18 | 6.20 | 7.05 | 6.89 | 7.38 | NA | 17.66 | 22.95 | -5.44 | 5.38 | 18.02 | 12.93 | -17.63 | 8.50 | 2.58 | 1.02 | 2.57 | 12.17 | 12.81 | -3.14 | 14.30 | 27.94 | -27.42 | 11.45 | 14.73 | 13.45 | 16.99 | 25.72 | -4.31 | 3.50 |
| Sharpe Ratio | NA | 1.65 | 0.85 | 0.78 | 0.42 | NA | NA | 0.53 | 0.10 | 1.46 | 2.59 | -0.57 | 0.65 | 1.01 | 1.84 | -1.20 | 1.84 | 0.30 | 0.12 | 0.42 | 1.86 | 1.72 | -0.22 | 1.24 | 1.50 | -1.21 | 0.77 | 1.50 | 2.02 | 2.45 | 4.28 | -0.79 | 0.15 |
| Standard Deviation(%) | NA | 7.52 | 9.17 | 11.24 | 10.33 | NA | NA | 10.86 | 6.32 | 7.58 | 7.21 | 11.95 | 8.25 | 17.62 | 6.26 | 15.78 | 4.28 | 7.97 | 8.07 | 6.13 | 6.54 | 7.40 | 14.14 | 11.42 | 18.51 | 23.50 | 10.94 | 7.63 | 5.58 | 6.54 | 5.84 | 6.89 | 7.82 |
| Draw Down(%) | NA | 5.15 | 13.45 | 19.20 | 26.56 | NA | NA | 40.95 | 0.39 | 5.15 | 4.19 | 14.54 | 5.08 | 19.20 | 3.79 | 23.35 | 2.44 | 7.79 | 7.64 | 5.22 | 5.69 | 6.65 | 14.50 | 8.13 | 16.50 | 37.56 | 8.89 | 9.85 | 3.83 | 6.57 | 6.28 | 15.38 | 13.62 |
| Yield(%) | NA | 14.53 | 10.55 | 8.18 | 5.66 | NA | NA | 4.48 | NA | 4.45 | 13.91 | 7.94 | 4.88 | 5.48 | 3.52 | 3.61 | 0.68 | 2.28 | 4.23 | 5.13 | 3.19 | 3.33 | 1.90 | 1.38 | 1.74 | 4.75 | 6.04 | 7.24 | 6.37 | 3.60 | 2.27 | 2.01 | 3.04 |
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 - Optimal Moderate |
-7.70%
Feb 2006 - Feb 2009 |
-1.84%
Mar 2015 - Mar 2020 |
2.58%
Mar 2010 - Mar 2020 |
2.60%
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 - Optimal Moderate |
22.63%
Mar 2003 - Mar 2006 |
18.08%
Oct 2002 - Oct 2007 |
10.23%
Mar 2003 - Mar 2013 |
8.45%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart