Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 06/28/2019.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| Lockheed Martin 401k Plan Asset Allocation Composite Moderate | 6.63% | NA | 6.28% | 7.08% | 3.89% | 6.55% | 6.06% | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Lockheed Martin 401k Plan Asset Allocation Composite Moderate | 12/31/2000 | 09/24/2019 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 06/28/2019.
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 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.05 | 6.28 | 7.08 | 3.89 | 6.55 | 6.06 | NA | 6.63 | 13.57 | -4.45 | 10.33 | 6.49 | -5.36 | 7.17 | 12.25 | 13.18 | -1.34 | 3.79 | 13.66 | 1.73 | 3.31 | 11.58 | 4.05 | 8.05 | 18.03 | 1.45 | 7.13 |
| Sharpe Ratio | NA | 0.51 | 0.75 | 0.54 | 0.63 | NA | NA | 0.74 | 1.92 | -0.68 | 2.25 | 0.92 | -0.76 | 1.16 | 1.76 | 1.77 | -0.10 | 0.38 | 1.46 | 0.18 | 0.04 | 1.31 | 0.30 | 1.01 | 2.61 | 0.08 | 1.94 |
| Standard Deviation(%) | NA | 8.00 | 6.62 | 6.84 | 8.34 | NA | NA | 7.48 | 6.50 | 8.52 | 4.31 | 6.86 | 7.10 | 6.18 | 6.94 | 7.43 | 14.27 | 9.81 | 9.31 | 4.43 | 9.14 | 6.36 | 6.27 | 7.04 | 6.65 | 4.09 | 2.49 |
| Draw Down(%) | NA | 9.55 | 10.03 | 11.56 | 13.07 | NA | NA | 13.07 | 2.78 | 10.03 | 1.71 | 4.65 | 9.85 | 4.53 | 5.67 | 5.56 | 13.07 | 8.57 | 4.47 | 5.05 | 5.66 | 6.00 | 3.71 | 4.90 | 2.78 | 4.23 | 1.56 |
| Yield(%) | NA | 4.03 | 3.19 | 2.95 | 2.60 | NA | NA | 3.08 | 2.44 | 3.64 | 2.53 | 2.56 | 2.78 | 2.29 | 2.69 | 2.98 | 2.58 | 1.25 | 2.15 | 3.19 | 3.18 | 3.58 | 2.55 | 2.09 | 2.57 | 4.44 | 5.94 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lockheed Martin 401k Plan Asset Allocation Composite Moderate |
2.39%
Nov 2013 - Nov 2016 |
2.63%
Dec 2013 - Dec 2018 |
5.22%
Nov 2006 - Nov 2016 |
5.46%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lockheed Martin 401k Plan Asset Allocation Composite Moderate |
11.67%
Sep 2011 - Sep 2014 |
9.90%
Oct 2002 - Oct 2007 |
8.05%
Apr 2003 - Apr 2013 |
7.12%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart