Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MAGNETEK FLEXCARE PLUS RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 7.28% | 9.55% | 6.18% | 5.36% | 6.21% | 7.25% | 7.35% |
Data as of 03/31/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MAGNETEK FLEXCARE PLUS RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 06/15/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.20 | 7.28 | 9.55 | 6.18 | 5.36 | 6.21 | 7.25 | 7.35 | -7.34 | 14.43 | 10.21 | 7.78 | -3.08 | 6.74 | 4.58 | -0.48 | -0.78 | 14.22 | 5.80 | 1.11 | 9.53 | 19.08 | 0.12 | 11.72 | 12.84 | 1.46 | 11.93 | 17.54 | 6.01 | 8.65 |
| Sharpe Ratio | NA | -0.44 | 0.71 | 0.48 | 0.70 | NA | NA | 0.90 | -0.65 | 1.65 | 1.22 | 1.59 | -0.53 | 1.36 | 1.17 | -0.11 | -0.14 | 2.04 | 1.03 | 0.13 | 1.00 | 2.67 | -0.13 | 1.07 | 1.48 | -0.15 | 1.68 | 3.42 | 1.05 | 1.17 |
| Standard Deviation(%) | NA | 10.16 | 8.46 | 7.75 | 6.67 | NA | NA | 6.66 | 11.57 | 8.72 | 8.19 | 4.01 | 8.31 | 4.48 | 3.73 | 4.57 | 5.83 | 6.95 | 5.56 | 8.25 | 9.41 | 7.11 | 6.06 | 8.18 | 6.45 | 4.73 | 6.54 | 4.92 | 4.65 | 5.43 |
| Draw Down(%) | NA | 9.22 | 10.57 | 10.57 | 10.57 | NA | NA | 10.57 | 9.22 | 5.01 | 10.57 | 2.45 | 7.83 | 2.84 | 3.37 | 5.67 | 6.15 | 5.27 | 5.15 | 7.17 | 8.16 | 3.58 | 5.78 | 6.40 | 6.84 | 6.07 | 5.18 | 2.53 | 3.99 | 4.10 |
| Yield(%) | NA | 7.15 | 5.26 | 4.40 | 4.26 | NA | NA | 5.04 | 0.33 | 7.58 | 5.28 | 4.44 | 5.10 | 0.32 | 2.94 | 1.03 | 4.11 | 8.19 | 5.28 | 4.52 | 4.56 | 5.20 | 4.73 | 6.27 | 5.45 | 6.06 | 4.39 | 3.97 | 7.22 | 8.82 |
Data as of 03/31/2022, 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 |
|---|---|---|---|---|
| MAGNETEK FLEXCARE PLUS RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
0.34%
Oct 2017 - Oct 2020 |
1.33%
Dec 2013 - Dec 2018 |
3.38%
Apr 2010 - Apr 2020 |
5.40%
Feb 2005 - Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAGNETEK FLEXCARE PLUS RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
11.87%
Apr 2003 - Apr 2006 |
11.78%
Oct 2002 - Oct 2007 |
10.26%
Apr 2001 - Apr 2011 |
7.83%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart