Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| THE HEARST CORPORATION EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 15.52% | 6.41% | 3.85% | 4.26% | 5.72% | 5.83% | 6.03% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE HEARST CORPORATION EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.32 | 15.52 | 6.41 | 3.85 | 4.26 | 5.72 | 5.83 | 6.03 | 1.91 | 27.53 | -12.92 | 8.75 | 5.39 | 6.79 | -1.52 | 16.15 | 6.46 | -2.88 | 1.35 | 14.77 | 4.05 | -6.25 | 7.47 | 29.23 | -3.31 | 10.74 | 9.96 | 1.72 | 7.95 | 12.16 | 1.95 | 6.71 |
| Sharpe Ratio | NA | 2.51 | 0.56 | 0.57 | 0.60 | NA | NA | 0.68 | 0.23 | 3.24 | -1.27 | 0.96 | 0.61 | 1.07 | -0.39 | 3.25 | 1.38 | -0.59 | 0.20 | 2.11 | 0.72 | -0.54 | 0.66 | 2.97 | -0.81 | 0.66 | 0.73 | -0.08 | 1.08 | 2.32 | 0.20 | 1.20 |
| Standard Deviation(%) | NA | 7.17 | 9.30 | 8.52 | 7.22 | NA | NA | 7.65 | 7.21 | 7.19 | 11.27 | 9.09 | 8.49 | 5.02 | 7.20 | 4.78 | 4.55 | 4.97 | 6.58 | 6.98 | 5.59 | 11.68 | 11.23 | 9.82 | 5.23 | 11.82 | 9.15 | 5.86 | 6.48 | 4.94 | 4.23 | 3.65 |
| Draw Down(%) | NA | 3.33 | 18.24 | 18.24 | 18.24 | NA | NA | 18.24 | 1.28 | 3.33 | 17.50 | 4.52 | 10.65 | 3.63 | 7.86 | 2.80 | 3.15 | 6.65 | 5.79 | 5.20 | 5.23 | 13.76 | 8.51 | 4.75 | 6.25 | 8.43 | 11.98 | 4.81 | 4.86 | 3.52 | 4.61 | 2.70 |
| Yield(%) | NA | 14.58 | 9.44 | 7.09 | 5.07 | NA | NA | 4.19 | 0.86 | 15.14 | 6.23 | 6.41 | 3.13 | 4.05 | 4.58 | 0.27 | 2.98 | 3.28 | 4.29 | 1.10 | 4.32 | 1.50 | 3.80 | 4.27 | 2.76 | 2.32 | 2.55 | 2.37 | 3.54 | 3.89 | 5.86 | 6.82 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE HEARST CORPORATION EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
-1.12%
Jun 2019 - Jun 2022 |
0.97%
Dec 2017 - Dec 2022 |
3.40%
Oct 2010 - Oct 2020 |
4.04%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE HEARST CORPORATION EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
11.88%
Jun 2008 - Jun 2011 |
10.80%
Apr 2005 - Apr 2010 |
8.55%
Apr 2001 - Apr 2011 |
7.22%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart