Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FORD MOTOR CO. SAVINGS AND STOCK INVESTMENT PLAN FOR SALARIED EMPLOYEES Strategic Asset Allocation - Optimal Moderate | NA | -21.88% | -4.22% | 0.25% | 6.54% | 5.21% | NA | 4.66% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FORD MOTOR CO. SAVINGS AND STOCK INVESTMENT PLAN FOR SALARIED EMPLOYEES Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
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 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.62 | -21.88 | -4.22 | 0.25 | 6.54 | 5.21 | NA | 4.66 | -22.43 | 7.52 | 4.76 | 3.21 | 8.13 | 14.96 | 12.55 | -1.88 | 17.39 | 29.16 | -27.90 | 14.55 | 6.85 | 9.54 | 12.84 | 20.30 | -5.94 | -7.88 |
| Sharpe Ratio | NA | -0.83 | -0.29 | -0.07 | 0.45 | NA | NA | 0.26 | -0.83 | 1.34 | 0.52 | 0.36 | 1.14 | 1.90 | 1.56 | -0.13 | 1.35 | 1.51 | -1.26 | 1.26 | 0.44 | 1.00 | 1.47 | 2.10 | -0.62 | -0.74 |
| Standard Deviation(%) | NA | 28.47 | 17.45 | 14.45 | 13.87 | NA | NA | 13.17 | 28.47 | 5.16 | 8.72 | 8.95 | 7.12 | 7.88 | 8.00 | 14.67 | 12.81 | 19.28 | 22.82 | 9.11 | 8.09 | 7.38 | 8.12 | 9.32 | 11.28 | 13.77 |
| Draw Down(%) | NA | 29.00 | 29.00 | 29.00 | 29.00 | NA | NA | 40.51 | 29.00 | 2.49 | 8.27 | 7.28 | 4.53 | 6.74 | 5.51 | 15.43 | 9.84 | 18.26 | 38.85 | 4.82 | 7.16 | 4.60 | 5.67 | 5.28 | 13.36 | 18.52 |
| Yield(%) | NA | 3.42 | 2.00 | 2.70 | 3.02 | NA | NA | 3.32 | 3.40 | 0.36 | 2.19 | 4.37 | 3.20 | 3.72 | 3.22 | 2.86 | 3.97 | 2.60 | 3.47 | 5.08 | 5.19 | 2.65 | 4.15 | 2.26 | 3.49 | 3.54 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FORD MOTOR CO. SAVINGS AND STOCK INVESTMENT PLAN FOR SALARIED EMPLOYEES Strategic Asset Allocation - Optimal Moderate |
-8.50%
Feb 2006 - Feb 2009 |
-1.26%
Feb 2004 - Feb 2009 |
4.28%
Aug 2008 - Aug 2018 |
5.19%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FORD MOTOR CO. SAVINGS AND STOCK INVESTMENT PLAN FOR SALARIED EMPLOYEES Strategic Asset Allocation - Optimal Moderate |
21.55%
Feb 2009 - Feb 2012 |
17.22%
Feb 2009 - Feb 2014 |
8.91%
Mar 2003 - Mar 2013 |
8.47%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart