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 - Optimal Moderate | NA | 22.63% | 3.79% | 7.72% | 6.20% | 7.49% | 6.62% | 6.71% |
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 - Optimal 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 (%) | -0.85 | 22.63 | 3.79 | 7.72 | 6.20 | 7.49 | 6.62 | 6.71 | NA | -0.09 | 14.51 | -8.86 | 13.10 | 10.56 | 19.52 | -8.40 | 10.84 | 10.92 | -2.39 | 4.57 | 15.23 | 13.11 | -0.24 | 13.79 | 24.76 | -24.52 | 5.03 | 14.23 | 6.31 | 11.76 | 24.50 | -8.36 | 3.00 |
| Sharpe Ratio | NA | -0.64 | -0.25 | 0.23 | 0.38 | NA | NA | 0.44 | 0.01 | -0.69 | 1.14 | -0.75 | 1.64 | 0.51 | 2.63 | -1.14 | 2.30 | 1.15 | -0.43 | 0.73 | 2.01 | 1.67 | -0.02 | 1.15 | 1.35 | -1.14 | 0.22 | 1.54 | 0.71 | 1.55 | 2.80 | -0.74 | 0.07 |
| Standard Deviation(%) | NA | 9.67 | 10.97 | 12.95 | 10.47 | NA | NA | 11.20 | 3.49 | 9.70 | 8.98 | 13.69 | 8.00 | 20.29 | 6.89 | 8.53 | 4.43 | 9.33 | 5.61 | 6.22 | 7.56 | 7.84 | 14.45 | 11.97 | 18.21 | 22.40 | 9.44 | 7.13 | 5.82 | 6.98 | 8.51 | 12.75 | 10.53 |
| Draw Down(%) | NA | 9.02 | 17.33 | 23.95 | 23.95 | NA | NA | 39.12 | 0.32 | 9.02 | 9.09 | 17.33 | 4.28 | 23.95 | 3.72 | 14.40 | 1.60 | 5.69 | 7.00 | 5.39 | 6.13 | 6.42 | 14.00 | 9.26 | 17.95 | 35.42 | 6.62 | 7.00 | 4.02 | 6.87 | 7.79 | 19.03 | 12.71 |
| Yield(%) | NA | 8.72 | 7.69 | 6.88 | 5.04 | NA | NA | 4.42 | NA | 0.64 | 8.54 | 7.02 | 7.15 | 4.70 | 6.59 | 5.72 | 0.20 | 4.38 | 3.00 | 3.10 | 2.22 | 3.02 | 2.38 | 2.23 | 2.74 | 2.89 | 8.46 | 7.35 | 6.94 | 3.21 | 2.75 | 2.24 | 4.26 |
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 - Optimal Moderate |
-8.09%
Feb 2006 - Feb 2009 |
-1.73%
Feb 2004 - Feb 2009 |
4.73%
Oct 2013 - Oct 2023 |
4.60%
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 - Optimal Moderate |
19.85%
Feb 2009 - Feb 2012 |
16.41%
Feb 2009 - Feb 2014 |
9.95%
Feb 2009 - Feb 2019 |
9.22%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart