Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMC TECHNOLOGIES, INC.SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | -1.69% | 4.28% | 3.61% | 5.61% | 5.95% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMC TECHNOLOGIES, INC.SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.52 | -1.69 | 4.28 | 3.61 | 5.61 | 5.95 | NA | … | … | 3.50 | 10.26 | 3.22 | -1.76 | 3.39 | 14.59 | 8.48 | -3.75 | 5.56 | 18.15 | -6.61 | 12.62 | 9.12 | 5.53 | 8.61 | 16.03 | 8.18 | 8.60 |
| Sharpe Ratio | NA | -2.21 | -3.24 | -3.15 | -2.14 | NA | NA | … | … | -2.23 | -1.84 | -7.94 | -3.37 | -2.64 | -0.66 | -2.52 | -2.49 | -1.36 | -0.06 | -4.46 | -0.97 | -1.80 | -2.76 | -1.52 | -0.54 | -2.05 | -2.00 |
| Standard Deviation(%) | NA | 8.12 | 5.91 | 5.89 | 6.76 | NA | NA | … | … | 8.12 | 4.88 | 3.90 | 6.01 | 5.73 | 5.98 | 4.00 | 8.95 | 9.58 | 7.69 | 5.87 | 9.66 | 7.33 | 5.60 | 7.21 | 6.02 | 5.66 | 6.30 |
| Draw Down(%) | NA | 5.92 | 5.92 | 6.65 | 11.20 | NA | NA | … | … | 5.92 | 3.75 | 3.60 | 6.65 | 4.12 | 4.88 | 2.79 | 11.20 | 7.45 | 4.89 | 8.61 | 6.66 | 9.05 | 4.63 | 6.80 | 7.02 | 3.56 | 5.12 |
| Yield(%) | NA | 7.85 | 4.18 | 4.60 | 4.64 | NA | NA | … | … | 7.81 | 0.44 | 3.90 | 5.71 | 5.09 | 2.81 | 5.08 | 4.03 | 5.34 | 6.00 | 3.08 | 4.77 | 4.81 | 4.41 | 2.34 | 4.15 | 6.67 | 8.09 |
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 |
|---|---|---|---|---|
| FMC TECHNOLOGIES, INC.SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate |
1.58%
Dec 2013 – Dec 2016 |
3.07%
Apr 2011 – Apr 2016 |
4.75%
Mar 2008 – Mar 2018 |
5.85%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMC TECHNOLOGIES, INC.SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate |
11.82%
Mar 2001 – Mar 2004 |
11.66%
Oct 2002 – Oct 2007 |
8.88%
Apr 2001 – Apr 2011 |
7.08%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart