Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MICHELIN NORTH AMERICA INC. WAGE 401K SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 21.05% | 6.02% | 9.88% | 7.94% | 8.93% | 9.03% | 9.49% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MICHELIN NORTH AMERICA INC. WAGE 401K SAVINGS PLAN Tactical Asset Allocation 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 (%) | -0.84 | 21.05 | 6.02 | 9.88 | 7.94 | 8.93 | 9.03 | 9.49 | NA | 4.70 | 16.87 | -5.92 | 9.37 | 16.87 | 16.23 | -3.76 | 12.08 | 9.53 | 0.39 | 8.22 | 19.86 | 11.45 | -0.81 | 14.52 | 14.20 | 0.39 | 10.97 | 12.86 | 6.88 | 11.33 | 23.20 | 2.99 | 6.87 |
| Sharpe Ratio | NA | -0.02 | 0.06 | 0.43 | 0.54 | NA | NA | 0.82 | 0.05 | -0.18 | 1.47 | -0.54 | 0.91 | 0.91 | 1.92 | -0.48 | 2.30 | 1.10 | 0.04 | 1.07 | 2.77 | 1.37 | -0.06 | 1.32 | 1.53 | -0.09 | 0.84 | 1.24 | 0.75 | 1.43 | 3.26 | 0.36 | 0.83 |
| Standard Deviation(%) | NA | 10.47 | 11.03 | 12.68 | 10.70 | NA | NA | 9.37 | 7.82 | 10.57 | 8.59 | 13.41 | 10.25 | 18.27 | 7.74 | 10.47 | 4.97 | 8.48 | 8.72 | 7.69 | 7.16 | 8.35 | 14.18 | 10.94 | 9.19 | 5.74 | 9.47 | 7.74 | 6.26 | 7.28 | 6.91 | 5.17 | 5.49 |
| Draw Down(%) | NA | 8.10 | 13.80 | 19.86 | 19.86 | NA | NA | 19.86 | 0.58 | 8.10 | 7.33 | 13.80 | 4.70 | 19.86 | 4.02 | 12.94 | 2.35 | 7.21 | 8.40 | 5.05 | 4.42 | 6.02 | 13.27 | 6.85 | 4.53 | 5.43 | 6.27 | 9.23 | 4.72 | 7.01 | 3.26 | 3.04 | 3.68 |
| Yield(%) | NA | 5.97 | 7.10 | 6.26 | 5.68 | NA | NA | 0.00 | NA | 0.76 | 6.40 | 3.88 | 12.15 | 4.82 | 5.69 | 4.52 | 5.32 | 4.88 | 5.04 | 6.37 | 4.68 | 2.26 | 2.82 | 2.00 | 3.82 | 4.38 | 7.62 | 6.83 | 4.50 | 2.92 | 3.57 | 5.25 | 6.19 |
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 |
|---|---|---|---|---|
| MICHELIN NORTH AMERICA INC. WAGE 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
3.53%
Mar 2017 - Mar 2020 |
4.16%
Mar 2015 - Mar 2020 |
6.91%
Oct 2013 - Oct 2023 |
7.43%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MICHELIN NORTH AMERICA INC. WAGE 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
14.57%
Apr 2003 - Apr 2006 |
13.00%
Oct 2002 - Oct 2007 |
10.75%
Apr 2001 - Apr 2011 |
10.32%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart