Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FIRSTENERGY CORP. SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 24.25% | 11.11% | 10.69% | 8.99% | 10.20% | 10.41% | … | … |
Data as of 05/28/2021, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIRSTENERGY CORP. SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.91 | 24.25 | 11.11 | 10.69 | 8.99 | 10.20 | 10.41 | … | … | 8.46 | 11.44 | 20.42 | -4.26 | 12.17 | 10.02 | -0.10 | 8.06 | 18.16 | 14.01 | 1.08 | 17.61 | 20.56 | 0.04 | 10.37 | 12.97 | 11.91 | 18.88 | 14.51 | -1.73 | 4.72 |
| Sharpe Ratio | NA | 1.54 | 0.66 | 0.81 | 0.96 | NA | NA | … | … | 0.78 | 0.59 | 2.62 | -0.56 | 2.59 | 1.12 | -0.01 | 1.04 | 2.42 | 1.84 | 0.07 | 1.58 | 2.14 | -0.15 | 0.83 | 1.24 | 1.67 | 2.29 | 2.05 | -0.43 | 0.38 |
| Standard Deviation(%) | NA | 11.41 | 13.54 | 11.23 | 10.12 | NA | NA | … | … | 10.85 | 18.99 | 7.25 | 10.03 | 4.46 | 8.78 | 8.75 | 7.75 | 7.48 | 7.57 | 15.17 | 11.06 | 9.57 | 5.97 | 8.89 | 7.84 | 5.85 | 7.82 | 6.75 | 6.65 | 6.28 |
| Draw Down(%) | NA | 6.61 | 21.60 | 21.60 | 21.60 | NA | NA | … | … | 4.46 | 21.60 | 3.49 | 13.95 | 2.12 | 6.47 | 9.01 | 4.46 | 4.95 | 5.37 | 14.73 | 9.17 | 4.92 | 5.01 | 7.12 | 9.18 | 3.81 | 7.18 | 4.09 | 8.19 | 6.87 |
| Yield(%) | NA | 4.97 | 3.14 | 2.69 | 3.14 | NA | NA | … | … | 0.49 | 5.69 | 2.65 | 1.64 | 2.99 | 1.50 | 3.21 | 2.60 | 2.69 | 5.16 | 4.22 | 3.77 | 5.44 | 8.70 | 7.96 | 4.77 | 6.28 | 3.70 | 3.00 | 5.10 | 7.61 |
Data as of 05/28/2021, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIRSTENERGY CORP. SAVINGS PLAN Tactical Asset Allocation Moderate |
4.76%
Mar 2017 – Mar 2020 |
4.53%
Mar 2015 – Mar 2020 |
7.92%
Mar 2010 – Mar 2020 |
9.11%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIRSTENERGY CORP. SAVINGS PLAN Tactical Asset Allocation Moderate |
18.06%
Apr 2003 – Apr 2006 |
14.66%
Feb 2009 – Feb 2014 |
12.91%
Mar 2003 – Mar 2013 |
11.49%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart