Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 09/28/2018.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FORD MOTOR CO. SAVINGS AND STOCK INVESTMENT PLAN FOR SALARIED EMPLOYEES Asset Allocation Composite Moderate | NA | 8.79% | 9.96% | 7.18% | 10.37% | 9.79% | NA | 7.94% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FORD MOTOR CO. SAVINGS AND STOCK INVESTMENT PLAN FOR SALARIED EMPLOYEES Asset Allocation Composite Moderate | 12/31/2000 | 12/19/2018 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 09/28/2018.
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 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.01 | 8.79 | 9.96 | 7.18 | 10.37 | 9.79 | NA | 7.94 | -2.31 | 12.11 | 7.44 | 1.14 | 5.52 | 17.92 | 16.08 | 0.24 | 22.97 | 17.37 | 0.51 | 7.17 | 11.49 | 7.77 | 9.63 | 15.22 | -8.70 | -8.35 |
| Sharpe Ratio | NA | -0.39 | 0.67 | 0.58 | 0.95 | NA | NA | 0.69 | -0.41 | 2.14 | 0.83 | 0.13 | 0.73 | 2.16 | 1.95 | 0.01 | 1.87 | 1.66 | -1.14 | 0.42 | 1.03 | 0.73 | 0.98 | 1.54 | -1.62 | -1.33 |
| Standard Deviation(%) | NA | 8.64 | 7.74 | 7.90 | 9.74 | NA | NA | 8.94 | 8.75 | 5.35 | 8.70 | 8.69 | 7.59 | 8.28 | 8.21 | 15.59 | 12.25 | 10.38 | 0.37 | 9.89 | 7.98 | 7.64 | 8.83 | 9.43 | 6.06 | 8.04 |
| Draw Down(%) | NA | 8.12 | 8.30 | 10.40 | 15.90 | NA | NA | 22.74 | 8.12 | 2.75 | 7.50 | 7.73 | 6.41 | 6.24 | 5.76 | 15.90 | 8.00 | 5.39 | 0.51 | 5.85 | 6.51 | 4.61 | 7.79 | 6.61 | 10.47 | 13.17 |
| Yield(%) | NA | 2.89 | 3.18 | 3.44 | 3.57 | NA | NA | 0.00 | 1.63 | 4.70 | 3.34 | 4.08 | 3.39 | 3.41 | 4.95 | 3.29 | 4.90 | 2.32 | 0.91 | 3.23 | 2.43 | 4.86 | 4.53 | 2.12 | 2.61 | 2.12 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FORD MOTOR CO. SAVINGS AND STOCK INVESTMENT PLAN FOR SALARIED EMPLOYEES Asset Allocation Composite Moderate |
1.10%
Feb 2001 - Feb 2004 |
4.25%
Feb 2001 - Feb 2006 |
7.18%
Sep 2001 - Sep 2011 |
7.34%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FORD MOTOR CO. SAVINGS AND STOCK INVESTMENT PLAN FOR SALARIED EMPLOYEES Asset Allocation Composite Moderate |
17.19%
Jun 2009 - Jun 2012 |
16.05%
Jun 2009 - Jun 2014 |
11.74%
Apr 2003 - Apr 2013 |
10.35%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart