Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 09/29/2017.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Foot Locker 401(k) Plan Tactical Asset Allocation Moderate | NA | 10.06% | 0.47% | 4.68% | 3.19% | 6.19% | NA | 5.46% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Foot Locker 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/29/2017 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 09/29/2017.
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 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | 10.06 | 0.47 | 4.68 | 3.19 | 6.19 | NA | 5.46 | 10.90 | -1.29 | -4.06 | 1.40 | 18.41 | 6.47 | -6.65 | 0.67 | 12.10 | -0.12 | 9.19 | 13.05 | 9.48 | 8.79 | 20.13 | -6.91 | 2.31 |
| Sharpe Ratio | NA | 2.20 | 0.19 | 0.63 | 0.34 | NA | NA | 0.51 | 2.22 | -0.26 | -0.52 | 0.14 | 2.18 | 0.72 | -0.40 | 0.04 | 1.23 | -1.59 | 0.61 | 1.43 | 1.24 | 1.12 | 2.60 | -1.43 | 0.01 |
| Standard Deviation(%) | NA | 4.62 | 6.22 | 7.55 | 9.57 | NA | NA | 8.53 | 4.63 | 5.66 | 7.90 | 9.88 | 8.42 | 8.89 | 16.51 | 13.64 | 9.73 | 0.66 | 10.04 | 6.82 | 5.88 | 7.01 | 7.47 | 5.60 | 0.05 |
| Draw Down(%) | NA | 1.66 | 11.85 | 13.92 | 18.33 | NA | NA | 18.33 | 1.66 | 6.15 | 8.07 | 7.75 | 5.76 | 9.47 | 17.67 | 18.33 | 4.97 | 0.80 | 7.09 | 6.87 | 3.39 | 5.78 | 3.34 | 8.54 | 0.00 |
| Yield(%) | NA | 1.60 | 3.05 | 3.48 | 2.22 | NA | NA | 2.91 | 1.59 | 1.48 | 6.11 | 5.10 | 3.11 | 1.06 | 0.41 | 1.02 | 1.45 | 0.87 | 7.95 | 7.13 | 3.19 | 1.44 | 1.56 | 0.83 | 2.31 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Foot Locker 401(k) Plan Tactical Asset Allocation Moderate |
-1.34%
Dec 2013 - Dec 2016 |
0.48%
Apr 2011 - Apr 2016 |
3.01%
Oct 2007 - Oct 2017 |
4.92%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Foot Locker 401(k) Plan Tactical Asset Allocation Moderate |
15.22%
Apr 2003 - Apr 2006 |
12.93%
Oct 2002 - Oct 2007 |
7.56%
Apr 2003 - Apr 2013 |
6.26%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart