Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ARCELORMITTAL USA INC. SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 34.31% | 14.10% | 14.55% | 7.88% | 9.22% | 8.76% | 8.72% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARCELORMITTAL USA INC. SAVINGS AND INVESTMENT 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 (%) | -0.79 | 34.31 | 14.10 | 14.55 | 7.88 | 9.22 | 8.76 | 8.72 | NA | 29.73 | 27.55 | -5.04 | 13.70 | 12.55 | 21.50 | -25.80 | 14.26 | 5.01 | 3.02 | 5.32 | 18.62 | 14.23 | 2.04 | 16.54 | 14.52 | 1.52 | 8.10 | 6.95 | 4.74 | 11.03 | 19.23 | -2.20 | 4.68 |
| Sharpe Ratio | NA | 2.21 | 1.22 | 1.12 | 0.63 | NA | NA | 0.71 | 0.17 | 2.65 | 2.61 | -0.53 | 1.30 | 1.30 | 2.63 | -0.92 | 2.69 | 0.54 | 0.32 | 0.65 | 2.43 | 1.74 | 0.13 | 1.52 | 1.61 | 0.34 | 0.53 | 0.47 | 0.33 | 1.24 | 2.48 | -0.69 | 0.96 |
| Standard Deviation(%) | NA | 35.04 | 22.08 | 18.23 | 16.71 | NA | NA | 12.56 | 241.17 | 8.74 | 8.91 | 12.06 | 10.55 | 9.45 | 7.65 | 29.59 | 5.07 | 8.98 | 9.35 | 8.10 | 7.66 | 8.17 | 15.21 | 10.84 | 8.95 | 1.76 | 9.66 | 7.82 | 7.86 | 8.15 | 7.48 | 4.81 | 2.48 |
| Draw Down(%) | NA | 5.49 | 12.41 | 13.89 | 34.15 | NA | NA | 34.15 | 0.59 | 5.49 | 6.45 | 13.43 | 4.58 | 7.47 | 3.19 | 34.15 | 2.31 | 8.07 | 7.30 | 5.29 | 4.44 | 5.55 | 13.88 | 8.49 | 5.34 | 2.84 | 5.99 | 7.28 | 4.86 | 6.57 | 3.66 | 6.87 | 1.52 |
| Yield(%) | NA | 15.65 | 11.21 | 7.91 | 6.42 | NA | NA | 0.00 | NA | 8.31 | 14.58 | 7.66 | 3.98 | 3.62 | 3.06 | 2.86 | 7.34 | 2.38 | 7.80 | 6.38 | 1.41 | 6.47 | 4.53 | 5.25 | 2.86 | 2.49 | 5.99 | 4.34 | 3.24 | 4.18 | 3.31 | 3.98 | 4.21 |
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 |
|---|---|---|---|---|
| ARCELORMITTAL USA INC. SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate |
-3.80%
Dec 2015 - Dec 2018 |
-0.69%
Dec 2013 - Dec 2018 |
5.31%
Mar 2013 - Mar 2023 |
6.11%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARCELORMITTAL USA INC. SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate |
16.63%
Nov 2021 - Nov 2024 |
14.99%
Nov 2019 - Nov 2024 |
10.23%
Apr 2003 - Apr 2013 |
9.77%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart