Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ZF GROUP NORTH AMERICAN OPERATIONS and AFFILIATED COMPANIES 401K AND RETIREMENT PLAN TRUST Strategic Asset Allocation - Equal Weight Moderate | NA | 6.04% | 2.60% | 3.46% | 3.43% | 3.72% | NA | 4.43% |
Data as of 10/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ZF GROUP NORTH AMERICAN OPERATIONS and AFFILIATED COMPANIES 401K AND RETIREMENT PLAN TRUST Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.18 | 6.04 | 2.60 | 3.46 | 3.43 | 3.72 | NA | 4.43 | 0.97 | 12.61 | 9.28 | -2.27 | 3.32 | 2.71 | 0.43 | 0.49 | 9.43 | 7.26 | -1.88 | 6.79 | 20.04 | -16.96 | 5.26 | 9.70 | 5.29 | 8.09 | 16.80 | -2.42 | 3.97 |
| Sharpe Ratio | NA | 1.14 | 0.59 | 0.76 | 0.59 | NA | NA | 0.60 | 0.12 | 1.13 | 1.79 | -0.56 | 0.61 | 0.45 | 0.07 | 0.11 | 2.39 | 1.67 | -0.25 | 1.10 | 2.16 | -1.62 | 0.41 | 1.61 | 1.02 | 1.85 | 3.51 | -0.60 | 0.32 |
| Standard Deviation(%) | NA | 11.12 | 7.82 | 6.77 | 6.17 | NA | NA | 6.25 | 8.30 | 10.96 | 4.40 | 6.35 | 4.38 | 5.50 | 5.78 | 4.49 | 3.93 | 4.31 | 7.75 | 6.10 | 9.22 | 11.07 | 5.49 | 3.98 | 3.05 | 3.88 | 4.58 | 5.89 | 5.27 |
| Draw Down(%) | NA | 12.83 | 12.83 | 12.83 | 12.83 | NA | NA | 25.22 | 1.69 | 12.83 | 2.24 | 7.59 | 4.28 | 4.76 | 5.99 | 3.94 | 3.17 | 4.06 | 9.57 | 5.67 | 10.03 | 22.43 | 4.34 | 4.34 | 2.58 | 3.71 | 3.88 | 10.42 | 7.07 |
| Yield(%) | NA | 1.74 | 2.23 | 2.19 | 1.99 | NA | NA | 2.35 | 0.00 | 1.79 | 1.72 | 3.36 | 0.47 | 3.66 | 2.11 | 1.08 | 1.54 | 1.79 | 2.41 | 1.55 | 1.65 | 2.35 | 4.90 | 4.01 | 2.81 | 2.22 | 2.50 | 1.60 | 3.41 |
Data as of 10/30/2020, 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 |
|---|---|---|---|---|
| ZF GROUP NORTH AMERICAN OPERATIONS and AFFILIATED COMPANIES 401K AND RETIREMENT PLAN TRUST Strategic Asset Allocation - Equal Weight Moderate |
-3.92%
Feb 2006 - Feb 2009 |
0.22%
Feb 2004 - Feb 2009 |
2.50%
Mar 2010 - Mar 2020 |
3.16%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZF GROUP NORTH AMERICAN OPERATIONS and AFFILIATED COMPANIES 401K AND RETIREMENT PLAN TRUST Strategic Asset Allocation - Equal Weight Moderate |
11.44%
Feb 2009 - Feb 2012 |
9.78%
Oct 2002 - Oct 2007 |
5.87%
Mar 2003 - Mar 2013 |
5.16%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart