Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| COMMSCOPE INC. RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 22.25% | 5.41% | 11.15% | 8.32% | 9.17% | 9.98% | 10.96% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COMMSCOPE INC. RETIREMENT SAVINGS PLAN Tactical Asset Allocation 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 | 22.25 | 5.41 | 11.15 | 8.32 | 9.17 | 9.98 | 10.96 | NA | 9.79 | 12.82 | -5.46 | 14.48 | 21.16 | 16.55 | -3.44 | 10.12 | 9.94 | -1.43 | 2.45 | 19.13 | 14.28 | -1.54 | 19.44 | 19.75 | 2.96 | 13.22 | 11.92 | 11.39 | 14.65 | 29.31 | 7.01 | 10.03 |
| Sharpe Ratio | NA | 0.52 | 0.14 | 0.62 | 0.61 | NA | NA | 0.95 | 0.05 | 0.36 | 1.02 | -0.54 | 1.28 | 1.14 | 1.99 | -0.46 | 1.85 | 1.04 | -0.16 | 0.31 | 2.58 | 1.61 | -0.10 | 1.57 | 2.00 | 0.34 | 1.08 | 1.16 | 1.45 | 1.63 | 4.43 | 1.13 | 1.19 |
| Standard Deviation(%) | NA | 8.90 | 10.18 | 12.49 | 10.67 | NA | NA | 9.69 | 7.57 | 8.99 | 8.39 | 12.68 | 11.27 | 18.42 | 7.59 | 10.32 | 5.12 | 9.38 | 9.23 | 7.99 | 7.40 | 8.83 | 16.39 | 12.33 | 9.82 | 5.96 | 9.44 | 7.44 | 6.35 | 8.39 | 6.46 | 5.23 | 6.47 |
| Draw Down(%) | NA | 5.63 | 12.92 | 20.40 | 20.40 | NA | NA | 20.40 | 0.47 | 5.63 | 7.02 | 13.49 | 5.29 | 20.40 | 4.06 | 13.95 | 2.43 | 9.95 | 10.18 | 6.02 | 5.18 | 6.77 | 15.16 | 8.85 | 4.58 | 5.01 | 6.68 | 8.27 | 4.32 | 7.27 | 2.89 | 2.46 | 4.10 |
| Yield(%) | NA | 4.97 | 4.70 | 5.11 | 5.79 | NA | NA | 0.00 | NA | 1.14 | 5.00 | 2.87 | 6.41 | 7.91 | 4.71 | 5.98 | 6.66 | 4.36 | 8.47 | 7.22 | 4.79 | 4.28 | 1.67 | 3.58 | 5.50 | 9.12 | 9.26 | 5.36 | 4.02 | 4.29 | 3.72 | 6.10 | 8.33 |
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 |
|---|---|---|---|---|
| COMMSCOPE INC. RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
2.25%
Oct 2013 - Oct 2016 |
3.35%
Mar 2015 - Mar 2020 |
6.61%
Oct 2013 - Oct 2023 |
8.38%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COMMSCOPE INC. RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
18.92%
Apr 2003 - Apr 2006 |
16.32%
Oct 2002 - Oct 2007 |
14.35%
Apr 2001 - Apr 2011 |
11.52%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart