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 Strategic Asset Allocation - Equal Weight Moderate | NA | 21.82% | 3.39% | 6.97% | 6.03% | 6.53% | 6.64% | 7.16% |
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 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 | 21.82 | 3.39 | 6.97 | 6.03 | 6.53 | 6.64 | 7.16 | NA | 5.31 | 11.25 | -9.73 | 4.28 | 20.51 | 16.58 | -6.44 | 13.46 | 2.52 | 2.38 | 1.24 | 12.36 | 10.66 | 0.46 | 10.16 | 20.89 | -14.42 | 10.27 | 10.08 | 9.09 | 12.51 | 22.61 | -3.24 | 7.37 |
| Sharpe Ratio | NA | 0.04 | -0.15 | 0.29 | 0.40 | NA | NA | 0.59 | 0.11 | -0.15 | 0.84 | -0.83 | 0.40 | 1.16 | 2.23 | -0.79 | 2.81 | 0.27 | 0.26 | 0.18 | 1.98 | 1.92 | 0.04 | 1.11 | 1.73 | -1.08 | 0.95 | 1.14 | 1.32 | 1.74 | 3.57 | -0.48 | 0.63 |
| Standard Deviation(%) | NA | 8.52 | 10.35 | 12.18 | 10.30 | NA | NA | 9.27 | 5.88 | 8.62 | 8.33 | 13.35 | 10.70 | 17.46 | 6.81 | 9.80 | 4.57 | 8.73 | 9.04 | 6.95 | 6.22 | 5.51 | 10.29 | 9.08 | 12.00 | 14.17 | 7.65 | 5.98 | 5.23 | 6.65 | 6.15 | 9.00 | 8.07 |
| Draw Down(%) | NA | 6.97 | 16.06 | 21.54 | 21.54 | NA | NA | 26.04 | 0.36 | 6.97 | 7.64 | 16.41 | 7.51 | 21.54 | 3.51 | 13.26 | 2.29 | 9.15 | 9.17 | 5.74 | 5.98 | 4.37 | 10.40 | 7.56 | 12.69 | 25.87 | 5.33 | 6.34 | 3.76 | 6.16 | 4.99 | 13.82 | 9.16 |
| Yield(%) | NA | 4.64 | 4.42 | 4.38 | 4.15 | NA | NA | 4.28 | NA | 1.06 | 4.36 | 2.52 | 5.31 | 5.77 | 2.85 | 4.38 | 0.63 | 1.91 | 8.95 | 3.94 | 3.02 | 3.89 | 3.47 | 4.64 | 4.50 | 3.89 | 5.31 | 6.01 | 4.91 | 4.05 | 3.19 | 4.15 | 5.82 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-2.76%
Feb 2006 - Feb 2009 |
1.72%
Mar 2015 - Mar 2020 |
4.24%
Mar 2010 - Mar 2020 |
4.75%
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 Strategic Asset Allocation - Equal Weight Moderate |
16.01%
Mar 2003 - Mar 2006 |
13.64%
Oct 2002 - Oct 2007 |
9.27%
Mar 2003 - Mar 2013 |
8.23%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart