Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Federal Express (FedEx) 401K Plan for Pilots Tactical Asset Allocation Moderate | NA | 21.16% | 3.08% | 8.84% | 5.98% | 6.02% | 6.20% | 6.64% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Federal Express (FedEx) 401K Plan for Pilots Tactical Asset Allocation 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 (%) | -0.95 | 21.16 | 3.08 | 8.84 | 5.98 | 6.02 | 6.20 | 6.64 | NA | -0.92 | 13.54 | -10.24 | 13.76 | 23.52 | 8.65 | -7.38 | 11.29 | 7.21 | -3.68 | 1.80 | 13.40 | 5.09 | 0.43 | 7.00 | 12.36 | -1.61 | 6.67 | 13.48 | 3.47 | 7.92 | 17.42 | 1.75 | 6.42 |
| Sharpe Ratio | NA | -0.69 | -0.34 | 0.48 | 0.43 | NA | NA | 0.63 | 0.04 | -0.74 | 1.06 | -0.86 | 1.62 | 3.14 | 1.45 | -1.20 | 2.37 | 1.43 | -0.72 | 0.30 | 1.87 | 0.88 | 0.05 | 0.65 | 1.45 | -0.45 | 0.38 | 1.37 | 0.24 | 1.01 | 2.97 | 0.12 | 0.96 |
| Standard Deviation(%) | NA | 10.12 | 11.01 | 9.92 | 8.00 | NA | NA | 7.49 | 3.70 | 10.14 | 8.77 | 13.59 | 8.50 | 7.42 | 5.00 | 7.22 | 4.49 | 4.90 | 5.12 | 5.89 | 7.14 | 5.71 | 8.27 | 10.65 | 8.45 | 5.66 | 9.75 | 7.46 | 5.42 | 6.91 | 5.63 | 5.21 | 4.28 |
| Draw Down(%) | NA | 10.01 | 18.50 | 18.50 | 18.50 | NA | NA | 18.50 | 0.24 | 9.94 | 8.77 | 18.50 | 4.34 | 6.53 | 3.50 | 12.72 | 1.67 | 2.79 | 6.80 | 6.42 | 5.42 | 5.15 | 7.90 | 9.41 | 4.52 | 8.43 | 7.81 | 8.44 | 4.30 | 7.18 | 2.98 | 5.64 | 3.28 |
| Yield(%) | NA | 7.79 | 7.26 | 5.65 | 4.00 | NA | NA | 3.89 | NA | 0.14 | 8.08 | 6.97 | 6.84 | 4.93 | 2.35 | 3.97 | 0.12 | 2.38 | 1.82 | 3.34 | 1.39 | 2.90 | 3.03 | 2.37 | 3.79 | 4.06 | 3.81 | 5.67 | 5.96 | 3.37 | 3.39 | 3.20 | 5.67 |
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 |
|---|---|---|---|---|
| Federal Express (FedEx) 401K Plan for Pilots Tactical Asset Allocation Moderate |
0.32%
Dec 2021 - Dec 2024 |
1.62%
Dec 2013 - Dec 2018 |
4.15%
Mar 2010 - Mar 2020 |
4.43%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Federal Express (FedEx) 401K Plan for Pilots Tactical Asset Allocation Moderate |
15.15%
Dec 2018 - Dec 2021 |
10.65%
Oct 2002 - Oct 2007 |
7.82%
Apr 2001 - Apr 2011 |
6.87%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart