Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ford Motor 403B Strategic Asset Allocation - Equal Weight Moderate | NA | 20.09% | 0.59% | 6.33% | 5.81% | 6.89% | 6.29% | 6.42% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ford Motor 403B Strategic Asset Allocation - Equal Weight 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 (%) | -0.61 | 20.09 | 0.59 | 6.33 | 5.81 | 6.89 | 6.29 | 6.42 | NA | 7.15 | 16.45 | -15.98 | 8.13 | 16.68 | 18.87 | -6.66 | 12.96 | 7.84 | -1.45 | 4.25 | 14.35 | 10.80 | 1.92 | 11.49 | 16.89 | -18.79 | 6.99 | 11.52 | 6.26 | 12.62 | 20.41 | -4.77 | 2.43 |
| Sharpe Ratio | NA | 0.28 | -0.15 | 0.25 | 0.38 | NA | NA | 0.47 | 0.08 | 0.06 | 1.27 | -1.11 | 0.82 | 0.83 | 2.36 | -0.83 | 2.36 | 0.83 | -0.18 | 0.64 | 2.06 | 1.69 | 0.18 | 1.32 | 1.13 | -1.05 | 0.46 | 1.06 | 0.66 | 1.43 | 2.90 | -0.64 | 0.01 |
| Standard Deviation(%) | NA | 9.32 | 11.92 | 13.57 | 11.16 | NA | NA | 10.38 | 6.49 | 9.47 | 9.62 | 15.62 | 9.86 | 19.90 | 7.39 | 9.58 | 5.23 | 9.17 | 8.34 | 6.66 | 6.94 | 6.34 | 10.73 | 8.62 | 14.91 | 18.71 | 8.61 | 7.79 | 6.20 | 8.19 | 6.80 | 9.21 | 8.57 |
| Draw Down(%) | NA | 5.33 | 20.80 | 24.36 | 24.36 | NA | NA | 32.65 | 0.45 | 5.33 | 8.52 | 21.90 | 6.03 | 24.18 | 3.64 | 13.67 | 2.01 | 8.47 | 8.78 | 5.11 | 5.92 | 4.75 | 9.29 | 6.26 | 16.90 | 30.23 | 5.50 | 7.92 | 4.07 | 6.90 | 4.75 | 12.05 | 10.36 |
| Yield(%) | NA | 3.29 | 2.91 | 2.63 | 2.21 | NA | NA | 2.76 | NA | 0.61 | 3.53 | 2.14 | 2.53 | 2.07 | 2.59 | 1.43 | 0.41 | 2.76 | 2.06 | 2.09 | 2.09 | 2.62 | 3.36 | 2.77 | 3.01 | 3.01 | 3.93 | 2.56 | 3.66 | 3.97 | 2.60 | 3.05 | 4.73 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.77%
Feb 2006 - Feb 2009 |
-0.07%
Feb 2004 - Feb 2009 |
4.48%
Feb 2006 - Feb 2016 |
4.28%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ford Motor 403B Strategic Asset Allocation - Equal Weight Moderate |
16.46%
Feb 2009 - Feb 2012 |
13.85%
Feb 2009 - Feb 2014 |
9.13%
Feb 2009 - Feb 2019 |
8.27%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart