Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FIRST AMERICAN FINANCIAL CORPORATION 401(K) SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 6.52% | 2.62% | 4.66% | 4.45% | 6.58% | 5.67% | 5.99% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIRST AMERICAN FINANCIAL CORPORATION 401(K) SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| 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 (%) | 0.03 | 6.52 | 2.62 | 4.66 | 4.45 | 6.58 | 5.67 | 5.99 | 1.43 | 12.90 | -9.52 | 4.16 | 15.70 | 15.49 | -5.78 | 11.91 | 4.40 | 1.62 | 3.59 | 15.20 | 10.22 | -2.11 | 8.87 | 23.57 | -18.75 | 8.52 | 12.20 | 6.16 | 9.41 | 19.79 | -0.78 | 4.83 |
| Sharpe Ratio | NA | 0.73 | 0.07 | 0.44 | 0.46 | NA | NA | 0.55 | 0.17 | 1.11 | -0.82 | 0.46 | 0.84 | 2.07 | -0.79 | 2.63 | 0.49 | 0.20 | 0.57 | 2.46 | 1.71 | -0.20 | 1.02 | 1.60 | -1.26 | 0.63 | 1.35 | 0.74 | 1.20 | 3.21 | -0.29 | 0.37 |
| Standard Deviation(%) | NA | 7.65 | 10.19 | 11.79 | 9.88 | NA | NA | 9.36 | 6.56 | 7.77 | 13.26 | 9.00 | 18.32 | 6.79 | 9.01 | 4.29 | 8.57 | 8.15 | 6.27 | 6.16 | 5.95 | 10.55 | 8.65 | 14.64 | 15.63 | 8.76 | 6.61 | 5.35 | 7.05 | 5.95 | 6.39 | 6.73 |
| Draw Down(%) | NA | 6.48 | 17.22 | 21.74 | 21.74 | NA | NA | 31.67 | 1.23 | 6.48 | 16.08 | 5.17 | 21.74 | 3.72 | 12.52 | 1.77 | 7.91 | 7.84 | 5.16 | 4.89 | 4.79 | 11.70 | 7.41 | 15.12 | 28.15 | 5.53 | 6.75 | 4.42 | 6.61 | 4.99 | 10.16 | 8.54 |
| Yield(%) | NA | 6.87 | 4.99 | 3.88 | 3.17 | NA | NA | 3.49 | 0.00 | 7.26 | 3.18 | 4.74 | 2.63 | 1.91 | 1.86 | 0.20 | 1.85 | 4.66 | 3.67 | 5.17 | 3.89 | 2.84 | 2.43 | 2.81 | 2.54 | 7.40 | 2.87 | 3.80 | 2.72 | 3.38 | 3.86 | 4.62 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| FIRST AMERICAN FINANCIAL CORPORATION 401(K) SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-4.37%
Feb 2006 - Feb 2009 |
0.20%
Feb 2004 - Feb 2009 |
4.40%
Mar 2010 - Mar 2020 |
4.17%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIRST AMERICAN FINANCIAL CORPORATION 401(K) SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
15.17%
Feb 2009 - Feb 2012 |
13.24%
Feb 2009 - Feb 2014 |
8.55%
Feb 2009 - Feb 2019 |
7.51%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart