Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Lockheed Martin 401k Plan Tactical Asset Allocation Moderate | NA | 27.16% | 12.75% | 15.46% | 8.56% | 9.27% | 10.16% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Lockheed Martin 401k Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.80 | 27.16 | 12.75 | 15.46 | 8.56 | 9.27 | 10.16 | … | … | 0.73 | 20.23 | 20.17 | 0.01 | 12.33 | 16.42 | 24.10 | -11.31 | 8.78 | 5.90 | -5.54 | 5.05 | 14.49 | 12.39 | 5.27 | 13.53 | 17.83 | 6.44 | 21.97 | 13.08 | 3.63 | 12.36 | 20.08 | -0.94 | 6.40 |
| Sharpe Ratio | NA | 1.80 | 1.06 | 0.94 | 0.67 | NA | NA | … | … | 0.08 | 1.62 | 2.42 | -0.12 | 1.34 | 0.84 | 2.38 | -1.34 | 1.70 | 0.67 | -0.60 | 0.68 | 1.95 | 1.69 | 0.47 | 1.18 | 1.75 | 2.09 | 1.69 | 1.08 | 0.21 | 1.37 | 2.57 | -0.39 | 1.78 |
| Standard Deviation(%) | NA | 8.32 | 9.21 | 11.91 | 10.34 | NA | NA | … | … | 7.95 | 8.40 | 6.57 | 11.82 | 9.19 | 19.24 | 9.55 | 9.43 | 4.78 | 8.44 | 9.26 | 7.37 | 7.40 | 7.29 | 11.08 | 11.40 | 10.12 | 2.63 | 11.26 | 9.06 | 7.13 | 8.33 | 7.53 | 5.22 | 2.29 |
| Draw Down(%) | NA | 4.60 | 12.12 | 21.44 | 21.44 | NA | NA | … | … | 0.57 | 4.60 | 3.87 | 12.12 | 4.67 | 21.44 | 2.98 | 18.22 | 2.84 | 5.65 | 9.43 | 5.61 | 5.45 | 4.84 | 10.36 | 8.16 | 5.10 | 1.15 | 9.12 | 11.65 | 4.70 | 6.01 | 3.26 | 4.35 | 1.56 |
| Yield(%) | NA | 17.52 | 15.72 | 13.61 | 8.25 | NA | NA | … | … | NA | 9.97 | 16.40 | 16.81 | 10.74 | 2.89 | 12.44 | 4.37 | 1.53 | 2.48 | 2.98 | 2.44 | 2.12 | 2.93 | 7.08 | 5.67 | 3.56 | 3.44 | 3.47 | 2.44 | 2.16 | 2.50 | 3.39 | 5.56 | 5.52 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Lockheed Martin 401k Plan Tactical Asset Allocation Moderate |
0.72%
Dec 2015 – Dec 2018 |
0.27%
Dec 2013 – Dec 2018 |
5.31%
Mar 2010 – Mar 2020 |
7.80%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lockheed Martin 401k Plan Tactical Asset Allocation Moderate |
17.52%
Dec 2018 – Dec 2021 |
16.26%
Nov 2019 – Nov 2024 |
13.09%
Apr 2003 – Apr 2013 |
10.33%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart