Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE FIFTH THIRD BANCORP MASTER PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 2.28% | 5.16% | 4.02% | 7.83% | 8.38% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE FIFTH THIRD BANCORP MASTER PROFIT SHARING PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2019 |
| 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 (%) | 1.78 | 2.28 | 5.16 | 4.02 | 7.83 | 8.38 | NA | … | … | 1.59 | -3.92 | 9.38 | 6.81 | -2.65 | 3.62 | 20.66 | 10.70 | 2.25 | 12.40 | 16.29 | 2.38 | 8.57 | 12.40 | 7.03 | 12.91 | 9.27 | -5.10 | 3.44 |
| Sharpe Ratio | NA | -0.52 | 0.60 | 0.28 | 0.73 | NA | NA | … | … | 0.09 | -0.54 | 1.72 | 0.69 | -0.28 | 0.43 | 2.69 | 1.09 | 0.13 | 1.20 | 1.92 | 8.37 | 0.65 | 1.24 | 0.77 | 1.74 | 1.22 | -1.25 | 90.61 |
| Standard Deviation(%) | NA | 10.04 | 8.45 | 8.68 | 9.91 | NA | NA | … | … | 18.12 | 9.78 | 5.08 | 9.57 | 9.40 | 8.44 | 7.68 | 9.80 | 16.55 | 10.24 | 8.42 | 0.17 | 8.59 | 7.39 | 6.29 | 6.86 | 7.03 | 4.96 | 0.01 |
| Draw Down(%) | NA | 14.09 | 14.09 | 14.09 | 15.90 | NA | NA | … | … | 1.25 | 14.09 | 2.69 | 7.97 | 10.95 | 6.43 | 4.08 | 7.53 | 15.90 | 8.39 | 4.27 | 0.16 | 7.44 | 8.21 | 4.96 | 4.89 | 5.39 | 7.46 | 0.00 |
| Yield(%) | NA | 6.47 | 7.16 | 5.63 | 4.07 | NA | NA | … | … | 0.02 | 6.54 | 7.55 | 7.31 | 2.93 | 3.75 | 1.17 | 3.09 | 2.93 | 1.00 | 4.34 | 2.55 | 5.25 | 5.41 | 5.50 | 4.02 | 2.81 | 2.56 | 3.44 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| THE FIFTH THIRD BANCORP MASTER PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
2.11%
Oct 2013 – Oct 2016 |
2.52%
Dec 2013 – Dec 2018 |
6.84%
Sep 2001 – Sep 2011 |
7.05%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE FIFTH THIRD BANCORP MASTER PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
13.44%
Sep 2011 – Sep 2014 |
12.82%
Feb 2009 – Feb 2014 |
10.86%
Sep 2003 – Sep 2013 |
9.14%
Sep 2003 – Sep 2018 |
Annualized Rolling Returns Comparison Chart