Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FIFTH THIRD BANCORP FROZEN SUCCESSOR PLAN Tactical Asset Allocation Moderate | NA | 3.73% | 3.07% | 1.74% | 3.57% | 7.20% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIFTH THIRD BANCORP FROZEN SUCCESSOR PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.35 | 3.73 | 3.07 | 1.74 | 3.57 | 7.20 | NA | … | … | 7.70 | -7.01 | 9.29 | 5.49 | -5.10 | 1.26 | 14.16 | 6.95 | -3.46 | 5.37 | 27.17 | -2.90 | 17.10 | 18.37 | 12.65 | 9.11 | 22.26 | 7.06 | 7.79 |
| Sharpe Ratio | NA | 1.45 | 0.35 | 0.21 | 0.45 | NA | NA | … | … | 1.45 | -1.32 | 1.59 | 0.95 | -1.08 | 0.20 | 2.06 | 1.96 | -0.46 | 0.49 | 2.70 | -0.92 | 1.12 | 1.57 | 1.69 | 0.95 | 4.37 | 1.49 | 1.87 |
| Standard Deviation(%) | NA | 4.35 | 5.44 | 5.33 | 6.43 | NA | NA | … | … | 4.35 | 6.32 | 5.44 | 5.54 | 4.74 | 6.13 | 6.85 | 3.53 | 7.63 | 10.77 | 10.03 | 4.15 | 12.61 | 9.63 | 6.20 | 8.61 | 4.93 | 4.00 | 2.93 |
| Draw Down(%) | NA | 3.42 | 12.12 | 12.12 | 13.90 | NA | NA | … | … | 3.42 | 12.12 | 2.27 | 4.16 | 8.53 | 6.45 | 4.96 | 3.70 | 7.99 | 8.64 | 4.54 | 4.57 | 10.49 | 13.32 | 5.25 | 9.91 | 2.06 | 4.31 | 1.58 |
| Yield(%) | NA | 2.45 | 2.77 | 2.90 | 2.97 | NA | NA | … | … | 2.45 | 5.52 | 0.31 | 2.77 | 3.42 | 2.37 | 4.75 | 2.48 | 2.48 | 3.03 | 5.01 | 1.66 | 9.54 | 7.17 | 6.82 | 2.32 | 3.98 | 4.58 | 5.61 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| FIFTH THIRD BANCORP FROZEN SUCCESSOR PLAN Tactical Asset Allocation Moderate |
0.41%
Jun 2014 – Jun 2017 |
0.51%
Aug 2014 – Aug 2019 |
3.40%
Nov 2009 – Nov 2019 |
6.82%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIFTH THIRD BANCORP FROZEN SUCCESSOR PLAN Tactical Asset Allocation Moderate |
20.38%
Oct 2004 – Oct 2007 |
17.17%
Oct 2002 – Oct 2007 |
12.09%
Apr 2001 – Apr 2011 |
9.02%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart