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 - Optimal Moderate | NA | 10.12% | 7.36% | 6.02% | 8.34% | 7.00% | NA | 7.23% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ford Motor 403B Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.59 | 10.12 | 7.36 | 6.02 | 8.34 | 7.00 | NA | 7.23 | 18.63 | -6.37 | 11.40 | 12.57 | -0.76 | 5.19 | 15.61 | 12.82 | 1.85 | 13.96 | 22.61 | -23.77 | 7.53 | 11.89 | 7.94 | 13.40 | 26.96 | -6.94 | 1.59 |
| Sharpe Ratio | NA | 2.31 | 0.83 | 0.79 | 0.88 | NA | NA | 0.54 | 2.31 | -0.83 | 2.11 | 1.35 | -0.14 | 0.79 | 2.06 | 1.56 | 0.13 | 1.19 | 1.25 | -1.06 | 0.47 | 1.01 | 0.82 | 1.51 | 3.03 | -0.65 | -0.05 |
| Standard Deviation(%) | NA | 7.46 | 7.48 | 7.51 | 8.91 | NA | NA | 11.20 | 7.46 | 9.24 | 5.10 | 9.14 | 5.55 | 6.55 | 7.57 | 8.17 | 14.52 | 11.65 | 18.01 | 23.23 | 9.64 | 8.49 | 7.00 | 8.24 | 8.67 | 12.38 | 14.61 |
| Draw Down(%) | NA | 3.59 | 13.62 | 13.62 | 13.62 | NA | NA | 38.27 | 3.59 | 13.62 | 1.93 | 5.59 | 6.17 | 5.51 | 6.17 | 6.24 | 12.72 | 8.98 | 18.08 | 35.16 | 6.37 | 7.89 | 4.18 | 7.07 | 6.26 | 17.74 | 18.66 |
| Yield(%) | NA | 2.28 | 1.50 | 1.78 | 2.12 | NA | NA | 2.52 | 2.28 | 1.83 | 0.33 | 2.82 | 1.63 | 2.61 | 1.63 | 2.87 | 2.59 | 2.50 | 2.79 | 2.67 | 3.24 | 2.90 | 2.93 | 2.56 | 2.51 | 2.12 | 5.05 |
Data as of 10/31/2019, 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 - Optimal Moderate |
-8.00%
Feb 2006 - Feb 2009 |
-1.04%
Feb 2004 - Feb 2009 |
5.36%
Jan 2006 - Jan 2016 |
6.45%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ford Motor 403B Strategic Asset Allocation - Optimal Moderate |
20.09%
Feb 2009 - Feb 2012 |
16.62%
Feb 2009 - Feb 2014 |
10.94%
Feb 2009 - Feb 2019 |
8.86%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart