Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ford Motor 401K Asset Allocation Composite Moderate | NA | 27.90% | 13.59% | 12.88% | 9.35% | 9.05% | 8.94% | 9.49% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ford Motor 401K Asset Allocation Composite Moderate | 12/31/2000 | 02/27/2025 |
| 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 (%) | 0.92 | 27.90 | 13.59 | 12.88 | 9.35 | 9.05 | 8.94 | 9.49 | NA | 19.95 | 25.11 | -4.14 | 11.06 | 11.66 | 17.93 | -4.45 | 15.04 | 5.33 | -1.95 | 5.68 | 18.63 | 11.38 | -1.98 | 6.59 | 15.63 | -1.81 | 8.58 | 12.62 | 9.50 | 11.94 | 24.34 | 3.22 | 3.44 |
| Sharpe Ratio | NA | 1.61 | 1.30 | 1.23 | 0.91 | NA | NA | 0.97 | 0.41 | 1.73 | 2.69 | -0.49 | 1.14 | 1.37 | 2.34 | -0.59 | 2.86 | 0.87 | -0.28 | 0.80 | 2.68 | 1.33 | -0.13 | 0.69 | 1.85 | -0.70 | 0.59 | 1.26 | 1.12 | 1.35 | 3.33 | 90.51 | 90.57 |
| Standard Deviation(%) | NA | 7.60 | 8.86 | 8.95 | 8.16 | NA | NA | 8.02 | 6.92 | 7.71 | 7.75 | 11.38 | 9.70 | 8.34 | 7.07 | 9.72 | 5.04 | 5.91 | 6.96 | 7.08 | 6.94 | 8.54 | 15.08 | 9.45 | 8.40 | 3.90 | 9.50 | 7.40 | 6.53 | 8.14 | 7.10 | 0.02 | 0.01 |
| Draw Down(%) | NA | 4.66 | 11.89 | 14.87 | 14.87 | NA | NA | 14.87 | 1.58 | 4.66 | 4.73 | 13.88 | 5.25 | 10.91 | 3.57 | 12.56 | 1.55 | 4.31 | 6.86 | 4.59 | 4.44 | 7.41 | 14.12 | 8.50 | 4.66 | 6.99 | 6.47 | 8.21 | 4.10 | 6.77 | 2.78 | 0.00 | 0.00 |
| Yield(%) | NA | 14.89 | 12.49 | 8.63 | 5.79 | NA | NA | 3.93 | NA | 4.46 | 14.45 | 13.67 | 3.91 | 4.00 | 1.53 | 4.31 | 2.92 | 3.25 | 1.40 | 3.00 | 3.34 | 1.86 | 2.03 | 1.90 | 2.30 | 2.34 | 3.69 | 3.48 | 1.73 | 1.78 | 2.31 | 3.22 | 3.44 |
Data as of 11/29/2024, 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 401K Asset Allocation Composite Moderate |
2.96%
Dec 2013 - Dec 2016 |
3.71%
Dec 2013 - Dec 2018 |
6.25%
May 2007 - May 2017 |
6.21%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ford Motor 401K Asset Allocation Composite Moderate |
17.59%
Apr 2003 - Apr 2006 |
14.15%
Oct 2002 - Oct 2007 |
10.13%
Apr 2003 - Apr 2013 |
9.32%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart