Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
Ford Motor 403B Tactical Asset Allocation Moderate | NA | 23.26% | -2.34% | 4.65% | 5.32% | 7.31% | 8.02% | 7.57% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
Ford Motor 403B 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 (%) | -0.42 | 23.26 | -2.34 | 4.65 | 5.32 | 7.31 | 8.02 | 7.57 | NA | 9.59 | 17.78 | -23.48 | 10.10 | 13.23 | 21.38 | -6.25 | 11.40 | 12.09 | -3.07 | 6.37 | 16.25 | 13.96 | 3.72 | 14.02 | 13.90 | 3.39 | 8.22 | 13.27 | 8.29 | 15.32 | 15.22 | -4.63 | -2.39 |
Sharpe Ratio | NA | 0.45 | -0.21 | 0.12 | 0.31 | NA | NA | 0.57 | 0.07 | 0.25 | 1.30 | -1.34 | 0.75 | 0.63 | 2.86 | -0.78 | 1.90 | 1.17 | -0.35 | 0.85 | 2.17 | 1.67 | 0.25 | 1.35 | 1.43 | 0.34 | 0.52 | 1.18 | 0.86 | 1.58 | 1.70 | -0.79 | -0.49 |
Standard Deviation(%) | NA | 12.09 | 14.15 | 15.62 | 12.55 | NA | NA | 10.69 | 11.44 | 12.22 | 10.39 | 18.60 | 13.51 | 20.74 | 6.99 | 9.73 | 5.68 | 10.15 | 8.78 | 7.48 | 7.46 | 8.31 | 14.53 | 10.31 | 9.63 | 7.21 | 10.10 | 8.50 | 7.13 | 9.13 | 8.54 | 7.26 | 9.58 |
Draw Down(%) | NA | 6.34 | 25.23 | 31.22 | 31.22 | NA | NA | 31.22 | 0.88 | 6.34 | 9.64 | 27.22 | 8.72 | 26.92 | 3.44 | 15.29 | 2.54 | 8.60 | 10.16 | 5.70 | 5.00 | 5.51 | 12.58 | 7.83 | 4.94 | 5.45 | 6.66 | 8.49 | 4.08 | 7.44 | 7.51 | 8.60 | 14.67 |
Yield(%) | NA | 2.56 | 2.49 | 2.29 | 2.18 | NA | NA | 0.00 | NA | 1.38 | 2.26 | 2.11 | 2.61 | 1.90 | 2.44 | 1.63 | 1.98 | 2.71 | 1.73 | 2.39 | 1.71 | 2.78 | 2.95 | 2.55 | 4.11 | 5.28 | 3.29 | 2.67 | 3.41 | 2.79 | 3.02 | 2.21 | 7.01 |
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 |
---|---|---|---|---|
Ford Motor 403B Tactical Asset Allocation Moderate |
-3.19%
Apr 2021 - Apr 2024 |
1.24%
Sep 2017 - Sep 2022 |
3.90%
Oct 2013 - Oct 2023 |
6.17%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
Ford Motor 403B Tactical Asset Allocation Moderate |
17.63%
Apr 2003 - Apr 2006 |
14.04%
Mar 2003 - Mar 2008 |
12.12%
Apr 2003 - Apr 2013 |
10.36%
Apr 2003 - Apr 2018 |
Annualized Rolling Returns Comparison Chart