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 Strategic Asset Allocation - Optimal Moderate | NA | 36.92% | 11.61% | 12.70% | 9.17% | 9.58% | 7.98% | 7.74% |
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 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 (%) | -0.80 | 36.92 | 11.61 | 12.70 | 9.17 | 9.58 | 7.98 | 7.74 | NA | 27.54 | 23.18 | -8.28 | 8.06 | 15.67 | 18.07 | -3.40 | 7.80 | 8.56 | 1.83 | 4.91 | 16.69 | 10.51 | -1.44 | 16.68 | 22.98 | -23.51 | 7.35 | 8.98 | 6.71 | 12.23 | 20.57 | -8.61 | 3.03 |
| Sharpe Ratio | NA | 2.44 | 0.88 | 0.76 | 0.72 | NA | NA | 0.53 | 0.06 | 2.32 | 2.14 | -0.63 | 0.85 | 0.78 | 2.09 | -0.46 | 1.08 | 1.01 | 0.28 | 0.72 | 2.30 | 1.25 | -0.10 | 1.24 | 1.19 | -1.07 | 0.47 | 0.74 | 0.59 | 1.32 | 1.89 | -0.75 | 0.06 |
| Standard Deviation(%) | NA | 9.01 | 11.43 | 13.22 | 10.94 | NA | NA | 11.86 | 10.66 | 9.02 | 8.83 | 15.26 | 9.48 | 19.72 | 7.96 | 10.36 | 6.64 | 8.29 | 6.40 | 6.76 | 7.23 | 8.36 | 15.41 | 13.37 | 19.15 | 22.93 | 9.33 | 7.73 | 7.69 | 8.58 | 10.51 | 12.91 | 11.99 |
| Draw Down(%) | NA | 5.45 | 14.95 | 20.19 | 20.19 | NA | NA | 37.68 | 0.87 | 5.45 | 6.29 | 16.58 | 4.71 | 20.19 | 3.55 | 14.30 | 3.87 | 6.32 | 5.11 | 5.09 | 4.40 | 7.13 | 15.94 | 10.83 | 18.08 | 32.69 | 5.32 | 7.29 | 4.94 | 6.59 | 7.84 | 19.29 | 14.19 |
| Yield(%) | NA | 15.54 | 10.22 | 7.16 | 5.26 | NA | NA | 3.65 | NA | 4.88 | 14.08 | 6.46 | 4.14 | 2.52 | 2.83 | 6.27 | 0.81 | 2.11 | 4.60 | 3.54 | 2.64 | 1.69 | 3.87 | 2.66 | 1.27 | 2.10 | 3.50 | 2.77 | 1.62 | 2.91 | 2.11 | 1.95 | 2.57 |
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 Strategic Asset Allocation - Optimal Moderate |
-8.08%
Feb 2006 - Feb 2009 |
-1.48%
Feb 2004 - Feb 2009 |
5.13%
Feb 2006 - Feb 2016 |
5.13%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARCELORMITTAL USA INC. SAVINGS AND INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate |
19.23%
Feb 2009 - Feb 2012 |
15.69%
Feb 2009 - Feb 2014 |
10.41%
Feb 2009 - Feb 2019 |
10.39%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart