Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| THE HEARST CORPORATION EMPLOYEE SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 31.28% | 10.57% | 11.06% | 8.33% | 8.37% | 6.91% | 7.37% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE HEARST CORPORATION EMPLOYEE SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
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 | 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 (%) | -0.70 | 31.28 | 10.57 | 11.06 | 8.33 | 8.37 | 6.91 | 7.37 | NA | 17.81 | 22.19 | -7.43 | 5.77 | 14.10 | 16.20 | -3.65 | 12.92 | 5.77 | 1.73 | 2.36 | 15.01 | 11.37 | -3.61 | 13.51 | 23.33 | -27.22 | 8.12 | 9.79 | 5.77 | 13.29 | 19.21 | -3.37 | 9.44 |
| Sharpe Ratio | NA | 1.68 | 0.76 | 0.68 | 0.70 | NA | NA | 0.53 | 0.14 | 1.50 | 2.51 | -0.74 | 0.65 | 0.80 | 2.15 | -0.52 | 2.70 | 0.67 | 0.23 | 0.36 | 2.19 | 1.35 | -0.25 | 1.08 | 1.33 | -1.23 | 0.52 | 0.92 | 0.52 | 1.74 | 1.99 | -0.35 | 0.76 |
| Standard Deviation(%) | NA | 7.46 | 9.09 | 11.18 | 9.52 | NA | NA | 10.88 | 5.29 | 7.49 | 7.14 | 11.87 | 8.87 | 17.23 | 6.90 | 9.50 | 4.55 | 8.34 | 7.44 | 6.54 | 6.84 | 8.36 | 14.41 | 12.47 | 17.47 | 22.82 | 9.81 | 7.06 | 6.93 | 7.12 | 9.31 | 12.78 | 9.41 |
| Draw Down(%) | NA | 5.17 | 14.34 | 19.47 | 19.47 | NA | NA | 40.42 | 0.31 | 5.17 | 4.01 | 15.23 | 4.74 | 19.47 | 3.91 | 11.27 | 2.26 | 7.22 | 6.67 | 5.59 | 5.08 | 7.47 | 14.09 | 9.87 | 17.32 | 32.66 | 6.44 | 6.41 | 4.56 | 3.93 | 8.14 | 18.16 | 11.82 |
| Yield(%) | NA | 14.93 | 11.11 | 7.43 | 5.16 | NA | NA | 3.66 | NA | 4.45 | 14.27 | 7.47 | 7.08 | 0.93 | 1.99 | 4.55 | 0.70 | 1.85 | 4.28 | 3.40 | 2.63 | 1.60 | 1.96 | 1.82 | 1.46 | 2.11 | 3.28 | 3.71 | 4.08 | 2.62 | 2.21 | 2.09 | 3.56 |
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 Strategic Asset Allocation - Optimal Moderate |
-9.50%
Feb 2006 - Feb 2009 |
-2.12%
Feb 2004 - Feb 2009 |
3.69%
Feb 2006 - Feb 2016 |
3.89%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE HEARST CORPORATION EMPLOYEE SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
17.42%
Feb 2009 - Feb 2012 |
14.32%
Feb 2009 - Feb 2014 |
9.51%
Feb 2009 - Feb 2019 |
9.44%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart