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 Strategic Asset Allocation - Equal Weight Moderate | NA | 18.63% | 3.74% | 7.85% | 5.85% | 6.62% | 6.26% | 6.34% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.88 | 18.63 | 3.74 | 7.85 | 5.85 | 6.62 | 6.26 | 6.34 | NA | 1.29 | 14.29 | -8.28 | 12.83 | 11.88 | 18.12 | -9.20 | 13.31 | 7.08 | -2.55 | 1.13 | 12.12 | 10.12 | 1.26 | 12.67 | 21.54 | -19.65 | 8.37 | 12.49 | 5.87 | 10.55 | 20.19 | -5.97 | 3.00 |
| Sharpe Ratio | NA | -0.53 | -0.20 | 0.30 | 0.38 | NA | NA | 0.48 | 0.06 | -0.62 | 1.25 | -0.76 | 1.49 | 0.61 | 2.63 | -1.26 | 2.69 | 0.71 | -0.30 | 0.17 | 1.84 | 1.78 | 0.12 | 1.44 | 1.60 | -1.24 | 0.65 | 1.43 | 0.73 | 1.53 | 2.79 | -0.69 | 0.08 |
| Standard Deviation(%) | NA | 8.48 | 10.00 | 12.11 | 10.16 | NA | NA | 9.57 | 4.10 | 8.51 | 8.03 | 12.79 | 8.59 | 18.94 | 6.36 | 8.34 | 4.71 | 9.70 | 8.60 | 6.70 | 6.56 | 5.67 | 10.10 | 8.74 | 13.36 | 16.58 | 8.33 | 6.46 | 5.10 | 6.26 | 6.98 | 10.28 | 8.97 |
| Draw Down(%) | NA | 7.44 | 16.64 | 22.81 | 22.81 | NA | NA | 31.06 | 0.24 | 7.43 | 7.29 | 16.64 | 4.46 | 22.81 | 3.40 | 14.93 | 1.68 | 8.07 | 9.85 | 5.69 | 6.40 | 4.63 | 9.10 | 6.28 | 13.88 | 29.37 | 5.33 | 6.71 | 3.59 | 6.60 | 6.13 | 15.60 | 10.43 |
| Yield(%) | NA | 7.72 | 6.77 | 6.08 | 4.62 | NA | NA | 4.10 | NA | 0.81 | 7.79 | 5.70 | 6.33 | 4.54 | 5.69 | 3.73 | 0.19 | 4.67 | 4.07 | 3.20 | 1.75 | 2.12 | 2.82 | 2.72 | 3.26 | 3.69 | 3.40 | 6.28 | 6.43 | 3.89 | 3.19 | 3.02 | 5.06 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.72%
Feb 2006 - Feb 2009 |
0.14%
Feb 2004 - Feb 2009 |
4.05%
Mar 2010 - Mar 2020 |
4.31%
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 Strategic Asset Allocation - Equal Weight Moderate |
17.23%
Feb 2009 - Feb 2012 |
13.80%
Feb 2009 - Feb 2014 |
8.27%
Mar 2003 - Mar 2013 |
8.08%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart