Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Lockheed Martin 401k Plan Strategic Asset Allocation - Optimal Moderate | NA | 32.13% | 10.61% | 21.64% | 12.97% | 11.18% | 9.34% | 8.70% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Lockheed Martin 401k Plan 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 (%) | -0.79 | 32.13 | 10.61 | 21.64 | 12.97 | 11.18 | 9.34 | 8.70 | NA | 20.05 | 23.34 | -8.45 | 11.33 | 71.78 | 15.82 | -5.64 | 11.20 | 6.77 | 1.91 | 4.58 | 7.57 | 11.70 | -1.55 | 11.23 | 24.83 | -25.48 | 9.85 | 11.07 | 7.20 | 9.29 | 21.54 | -10.04 | -0.21 |
| Sharpe Ratio | NA | 2.16 | 0.79 | 0.87 | 0.72 | NA | NA | 0.52 | 0.07 | 2.03 | 2.63 | -0.80 | 1.48 | 1.60 | 2.26 | -0.82 | 2.70 | 0.82 | 0.21 | 0.82 | 1.13 | 1.53 | -0.12 | 0.98 | 1.46 | -1.22 | 0.83 | 1.20 | 0.93 | 1.22 | 2.42 | -0.79 | -0.20 |
| Standard Deviation(%) | NA | 6.59 | 9.08 | 21.47 | 16.05 | NA | NA | 13.55 | 6.15 | 6.62 | 7.25 | 12.23 | 7.65 | 44.60 | 6.37 | 8.53 | 3.91 | 8.02 | 9.03 | 5.55 | 6.70 | 7.60 | 13.34 | 11.39 | 16.99 | 21.71 | 8.26 | 6.52 | 5.38 | 6.84 | 8.62 | 14.02 | 12.81 |
| Draw Down(%) | NA | 3.83 | 14.68 | 21.42 | 21.42 | NA | NA | 38.03 | 0.40 | 3.83 | 4.36 | 14.87 | 3.36 | 21.42 | 3.51 | 11.84 | 1.60 | 6.30 | 6.44 | 5.04 | 6.85 | 6.40 | 12.91 | 8.84 | 16.93 | 36.32 | 5.48 | 6.77 | 3.61 | 4.87 | 7.37 | 20.76 | 15.81 |
| Yield(%) | NA | 16.10 | 10.67 | 7.40 | 4.95 | NA | NA | 4.06 | NA | 4.66 | 15.02 | 7.84 | 4.28 | 3.97 | 2.23 | 3.46 | 0.64 | 2.48 | 3.55 | 2.62 | 2.07 | 2.33 | 3.66 | 3.25 | 2.50 | 5.12 | 4.83 | 4.45 | 4.72 | 2.60 | 2.61 | 2.02 | 2.36 |
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 |
|---|---|---|---|---|
| Lockheed Martin 401k Plan Strategic Asset Allocation - Optimal Moderate |
-7.57%
Feb 2006 - Feb 2009 |
-1.70%
Feb 2004 - Feb 2009 |
4.19%
Jan 2006 - Jan 2016 |
4.40%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lockheed Martin 401k Plan Strategic Asset Allocation - Optimal Moderate |
30.35%
Dec 2018 - Dec 2021 |
22.18%
Sep 2019 - Sep 2024 |
13.21%
Nov 2014 - Nov 2024 |
12.36%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart