Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FEDEX OFFICE AND PRINT SERVICES INC. 401K RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | -23.59% | -9.85% | -0.79% | 2.55% | 4.78% | 4.78% | 4.75% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEDEX OFFICE AND PRINT SERVICES INC. 401K RETIREMENT SAVINGS 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 (%) | -0.11 | -23.59 | -9.85 | -0.79 | 2.55 | 4.78 | 4.78 | 4.75 | NA | 4.89 | 16.86 | -11.21 | 11.87 | 12.68 | 17.04 | -3.55 | 14.07 | 8.42 | 0.63 | 4.79 | 13.87 | 12.11 | -0.57 | 11.00 | 24.79 | -23.76 | 10.65 | 10.91 | 7.95 | 13.57 | 24.91 | -9.91 | -5.42 |
| Sharpe Ratio | NA | -0.01 | -0.02 | 0.13 | 0.24 | NA | NA | 0.30 | 0.13 | -0.03 | 1.64 | -0.89 | 1.44 | 0.67 | 2.05 | -0.50 | 2.66 | 0.95 | 0.10 | 0.74 | 1.88 | 1.48 | -0.04 | 0.93 | 1.44 | -1.12 | 0.83 | 1.01 | 0.92 | 1.82 | 2.79 | -0.85 | -0.59 |
| Standard Deviation(%) | NA | 63.50 | 37.85 | 30.65 | 22.32 | NA | NA | 16.96 | 5.11 | 63.51 | 7.71 | 14.17 | 8.20 | 18.53 | 7.62 | 9.70 | 5.05 | 8.61 | 6.11 | 6.47 | 7.36 | 8.17 | 14.09 | 11.79 | 17.12 | 22.04 | 9.23 | 7.57 | 6.28 | 6.93 | 8.67 | 12.89 | 13.01 |
| Draw Down(%) | NA | 36.80 | 36.80 | 36.80 | 36.80 | NA | NA | 36.80 | 0.16 | 36.80 | 5.64 | 18.08 | 3.99 | 20.85 | 4.21 | 11.47 | 2.56 | 5.78 | 7.10 | 5.13 | 6.15 | 6.62 | 13.30 | 9.91 | 16.45 | 34.70 | 6.00 | 7.62 | 4.35 | 5.29 | 6.88 | 19.16 | 19.56 |
| Yield(%) | NA | 5.29 | 6.08 | 5.59 | 4.21 | NA | NA | 3.36 | NA | 0.53 | 5.66 | 5.59 | 6.51 | 4.88 | 4.74 | 4.76 | 0.12 | 3.53 | 3.26 | 2.65 | 0.51 | 2.56 | 2.82 | 1.85 | 1.91 | 2.42 | 6.11 | 6.15 | 4.34 | 2.12 | 1.87 | 0.71 | 1.72 |
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 |
|---|---|---|---|---|
| FEDEX OFFICE AND PRINT SERVICES INC. 401K RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-9.78%
Oct 2021 - Oct 2024 |
-0.79%
Oct 2019 - Oct 2024 |
2.55%
Oct 2014 - Oct 2024 |
4.79%
Oct 2009 - Oct 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDEX OFFICE AND PRINT SERVICES INC. 401K RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
17.88%
Feb 2009 - Feb 2012 |
15.07%
Feb 2009 - Feb 2014 |
10.21%
Feb 2009 - Feb 2019 |
9.45%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart