Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FEDERAL EXPRESS CORPORATION PILOTS RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -13.31% | -6.83% | 1.82% | 4.19% | 6.89% | 7.65% | 7.72% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEDERAL EXPRESS CORPORATION PILOTS RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 | -13.31 | -6.83 | 1.82 | 4.19 | 6.89 | 7.65 | 7.72 | NA | 10.68 | 15.93 | -14.12 | 18.13 | 11.52 | 18.40 | -3.79 | 15.21 | 7.97 | 0.24 | 9.54 | 16.64 | 12.33 | 4.69 | 16.93 | 14.26 | 3.79 | 9.35 | 12.12 | 8.33 | 13.83 | 25.65 | 1.87 | -7.77 |
| Sharpe Ratio | NA | 0.10 | 0.00 | 0.21 | 0.32 | NA | NA | 0.55 | 0.10 | 0.08 | 1.55 | -1.04 | 1.93 | 0.58 | 2.21 | -0.49 | 3.40 | 0.94 | 0.02 | 1.27 | 2.27 | 1.55 | 0.32 | 1.36 | 1.36 | 0.34 | 0.63 | 1.17 | 0.95 | 1.86 | 3.51 | 0.12 | -1.40 |
| Standard Deviation(%) | NA | 48.79 | 29.80 | 25.00 | 18.60 | NA | NA | 13.78 | 6.86 | 48.80 | 7.55 | 14.95 | 9.36 | 19.44 | 7.68 | 10.37 | 4.29 | 8.24 | 9.17 | 7.47 | 7.33 | 7.91 | 14.40 | 12.36 | 10.42 | 8.33 | 10.13 | 7.60 | 6.47 | 6.94 | 7.10 | 6.20 | 7.19 |
| Draw Down(%) | NA | 30.15 | 30.15 | 30.15 | 30.15 | NA | NA | 30.15 | 0.42 | 30.15 | 5.37 | 19.84 | 3.68 | 20.93 | 3.77 | 12.90 | 1.36 | 6.82 | 8.35 | 4.54 | 5.25 | 5.17 | 12.09 | 8.32 | 5.84 | 5.45 | 7.44 | 8.01 | 4.22 | 6.58 | 4.49 | 6.86 | 11.60 |
| Yield(%) | NA | 3.78 | 4.43 | 4.23 | 3.71 | NA | NA | 0.00 | NA | 0.91 | 4.37 | 2.83 | 5.98 | 4.36 | 4.06 | 3.41 | 3.14 | 3.63 | 2.52 | 3.64 | 2.25 | 3.40 | 2.39 | 2.00 | 1.91 | 5.01 | 5.32 | 5.72 | 4.84 | 2.99 | 2.91 | 0.90 | 2.93 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDERAL EXPRESS CORPORATION PILOTS RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-6.77%
Oct 2021 - Oct 2024 |
1.82%
Oct 2019 - Oct 2024 |
4.19%
Oct 2014 - Oct 2024 |
6.92%
Oct 2009 - Oct 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDERAL EXPRESS CORPORATION PILOTS RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
16.74%
Apr 2003 - Apr 2006 |
14.47%
Jun 2009 - Jun 2014 |
12.30%
Apr 2003 - Apr 2013 |
11.27%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart