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 - Optimal Moderate | NA | 25.21% | 2.50% | 6.17% | 5.35% | 7.06% | 6.78% | 7.70% |
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 - 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 (%) | -0.91 | 25.21 | 2.50 | 6.17 | 5.35 | 7.06 | 6.78 | 7.70 | NA | 7.84 | 10.60 | -12.77 | 2.64 | 21.64 | 16.67 | -5.64 | 5.43 | 6.22 | 1.13 | 5.69 | 16.93 | 15.09 | -0.86 | 13.67 | 26.50 | -23.51 | 9.27 | 11.79 | 9.72 | 15.12 | 31.56 | -5.61 | 11.14 |
| Sharpe Ratio | NA | 0.32 | -0.21 | 0.23 | 0.32 | NA | NA | 0.53 | 0.06 | 0.14 | 0.70 | -0.98 | 0.26 | 1.19 | 2.01 | -0.74 | 0.66 | 0.68 | 0.12 | 0.86 | 2.42 | 1.74 | -0.06 | 1.13 | 1.46 | -1.10 | 0.71 | 1.23 | 1.24 | 1.86 | 3.92 | -0.58 | 0.91 |
| Standard Deviation(%) | NA | 8.84 | 11.09 | 12.65 | 10.73 | NA | NA | 11.23 | 7.48 | 8.97 | 9.04 | 14.40 | 10.19 | 18.03 | 7.61 | 9.45 | 7.30 | 8.80 | 8.80 | 6.56 | 6.99 | 8.65 | 14.86 | 12.00 | 18.04 | 22.30 | 8.85 | 6.92 | 6.07 | 7.63 | 7.88 | 11.60 | 9.72 |
| Draw Down(%) | NA | 6.67 | 19.63 | 22.38 | 22.38 | NA | NA | 37.42 | 0.59 | 6.67 | 9.02 | 19.97 | 7.08 | 22.38 | 3.00 | 13.03 | 6.17 | 9.50 | 9.59 | 5.36 | 6.06 | 6.77 | 14.94 | 9.63 | 18.85 | 35.75 | 6.91 | 7.37 | 4.13 | 6.94 | 4.46 | 17.22 | 10.74 |
| Yield(%) | NA | 4.21 | 4.46 | 4.60 | 4.91 | NA | NA | 4.40 | NA | 0.72 | 4.08 | 3.78 | 4.63 | 7.01 | 2.54 | 5.98 | 0.76 | 4.06 | 9.46 | 6.30 | 2.51 | 3.70 | 2.11 | 3.77 | 4.01 | 5.01 | 6.33 | 5.73 | 3.77 | 3.45 | 2.47 | 3.51 | 5.53 |
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 - Optimal Moderate |
-6.90%
Feb 2006 - Feb 2009 |
0.10%
Feb 2004 - Feb 2009 |
3.80%
Oct 2013 - Oct 2023 |
4.59%
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 - Optimal Moderate |
20.37%
Feb 2009 - Feb 2012 |
17.09%
Feb 2009 - Feb 2014 |
10.27%
Feb 2009 - Feb 2019 |
9.44%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart