Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ARCELORMITTAL TUBULAR PRODUCTS SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 34.74% | 14.53% | 14.55% | 11.23% | 10.84% | 10.53% | 10.43% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARCELORMITTAL TUBULAR PRODUCTS SAVINGS PLAN 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 (%) | -0.25 | 34.74 | 14.53 | 14.55 | 11.23 | 10.84 | 10.53 | 10.43 | NA | 25.29 | 25.56 | -1.60 | 8.43 | 15.24 | 19.18 | -0.73 | 13.89 | 9.57 | 2.47 | 0.66 | 20.95 | 13.31 | -0.13 | 12.69 | 15.36 | 2.21 | 12.14 | 11.06 | 7.12 | 14.13 | 20.59 | -2.89 | 4.68 |
| Sharpe Ratio | NA | 2.09 | 1.13 | 0.87 | 0.84 | NA | NA | 0.87 | 0.09 | 1.99 | 2.51 | -0.23 | 0.62 | 0.75 | 2.08 | -0.16 | 2.47 | 0.97 | 0.25 | 0.07 | 2.60 | 1.62 | -0.01 | 1.13 | 1.75 | 3.76 | 0.89 | 0.92 | 0.61 | 1.42 | 2.20 | -0.94 | 0.96 |
| Standard Deviation(%) | NA | 9.48 | 10.53 | 13.51 | 11.66 | NA | NA | 10.14 | 13.14 | 9.38 | 8.49 | 13.08 | 13.48 | 19.92 | 8.55 | 12.70 | 5.36 | 9.66 | 9.72 | 9.16 | 8.03 | 8.18 | 16.00 | 11.15 | 8.70 | 0.34 | 10.30 | 8.43 | 8.06 | 9.30 | 9.05 | 4.23 | 2.48 |
| Draw Down(%) | NA | 5.20 | 11.03 | 22.52 | 22.52 | NA | NA | 22.52 | 0.99 | 5.20 | 5.17 | 11.03 | 6.76 | 22.52 | 4.14 | 14.67 | 2.31 | 7.90 | 8.17 | 9.11 | 3.75 | 5.64 | 16.71 | 8.92 | 4.60 | 0.33 | 5.81 | 8.81 | 5.15 | 7.70 | 4.66 | 6.00 | 1.52 |
| Yield(%) | NA | 17.42 | 12.93 | 10.32 | 8.64 | NA | NA | 0.00 | NA | 9.55 | 14.76 | 8.78 | 9.24 | 5.07 | 5.96 | 6.74 | 4.13 | 5.74 | 14.21 | 6.06 | 5.76 | 4.60 | 1.49 | 3.49 | 3.23 | 2.55 | 6.39 | 7.72 | 4.53 | 6.07 | 2.88 | 4.03 | 4.21 |
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 |
|---|---|---|---|---|
| ARCELORMITTAL TUBULAR PRODUCTS SAVINGS PLAN Tactical Asset Allocation Moderate |
2.94%
Oct 2013 - Oct 2016 |
5.01%
Apr 2011 - Apr 2016 |
7.36%
Mar 2010 - Mar 2020 |
8.00%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARCELORMITTAL TUBULAR PRODUCTS SAVINGS PLAN Tactical Asset Allocation Moderate |
17.23%
Nov 2021 - Nov 2024 |
15.11%
Nov 2019 - Nov 2024 |
11.69%
Nov 2014 - Nov 2024 |
11.08%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart