Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DirecTV 401K Plan Strategic Asset Allocation - Optimal Moderate | NA | 22.32% | 2.68% | 6.37% | 5.86% | 7.01% | 6.03% | 5.99% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DirecTV 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 (%) | -0.92 | 22.32 | 2.68 | 6.37 | 5.86 | 7.01 | 6.03 | 5.99 | NA | 4.02 | 11.35 | -12.08 | 6.97 | 15.66 | 17.76 | -4.40 | 9.81 | 6.83 | 1.42 | 5.88 | 14.17 | 8.35 | 1.76 | 14.58 | 16.67 | -25.39 | 9.02 | 10.44 | 7.89 | 12.74 | 17.96 | -5.28 | -0.51 |
| Sharpe Ratio | NA | -0.14 | -0.31 | 0.19 | 0.37 | NA | NA | 0.43 | 0.03 | -0.30 | 0.82 | -1.00 | 0.82 | 0.82 | 1.97 | -0.67 | 2.20 | 0.95 | 0.17 | 0.92 | 2.06 | 1.29 | 0.17 | 1.31 | 1.21 | -1.40 | 0.61 | 0.99 | 1.01 | 1.71 | 2.43 | -0.61 | -0.35 |
| Standard Deviation(%) | NA | 8.53 | 10.48 | 12.30 | 10.16 | NA | NA | 9.96 | 6.14 | 8.59 | 8.63 | 13.46 | 8.44 | 18.83 | 8.32 | 8.55 | 4.18 | 6.96 | 8.38 | 6.40 | 6.86 | 6.44 | 9.91 | 11.05 | 13.73 | 18.76 | 9.84 | 7.24 | 5.69 | 6.90 | 7.12 | 10.51 | 8.11 |
| Draw Down(%) | NA | 7.18 | 20.31 | 25.24 | 25.24 | NA | NA | 37.33 | 0.45 | 6.99 | 8.93 | 20.44 | 4.16 | 25.24 | 3.71 | 11.55 | 2.50 | 6.22 | 8.32 | 5.51 | 5.45 | 4.80 | 9.94 | 8.59 | 15.18 | 33.06 | 7.70 | 8.31 | 4.17 | 5.61 | 7.92 | 15.45 | 10.69 |
| Yield(%) | NA | 5.33 | 5.75 | 5.30 | 4.71 | NA | NA | 4.16 | NA | 0.60 | 5.15 | 4.56 | 6.93 | 4.01 | 5.44 | 5.94 | 0.31 | 3.20 | 6.56 | 5.01 | 4.89 | 2.16 | 4.08 | 2.20 | 2.78 | 2.07 | 8.77 | 5.21 | 4.24 | 2.91 | 2.80 | 2.16 | 3.80 |
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 |
|---|---|---|---|---|
| DirecTV 401K Plan Strategic Asset Allocation - Optimal Moderate |
-7.50%
Feb 2006 - Feb 2009 |
-1.05%
Feb 2004 - Feb 2009 |
4.33%
Jan 2006 - Jan 2016 |
3.80%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DirecTV 401K Plan Strategic Asset Allocation - Optimal Moderate |
15.92%
Feb 2009 - Feb 2012 |
13.64%
Feb 2009 - Feb 2014 |
9.11%
Feb 2009 - Feb 2019 |
8.24%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart