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 FROZEN SUCCESSOR PLAN Tactical Asset Allocation Moderate | NA | 3.73% | 3.07% | 1.74% | 3.62% | 6.99% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE 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 | 3.62 | 6.99 | NA | … | … | 7.70 | -7.01 | 9.29 | 5.49 | -5.10 | 1.09 | 13.16 | 6.23 | -1.65 | 5.74 | 27.17 | -4.50 | 16.46 | 17.95 | 11.90 | 9.59 | 23.31 | 8.49 | 7.14 |
| Sharpe Ratio | NA | 1.45 | 0.35 | 0.21 | 0.45 | NA | NA | … | … | 1.45 | -1.32 | 1.59 | 0.95 | -1.08 | 0.17 | 1.92 | 1.75 | -0.22 | 0.53 | 2.70 | -1.42 | 1.12 | 1.55 | 1.58 | 1.01 | 4.32 | 1.61 | 1.06 |
| Standard Deviation(%) | NA | 4.35 | 5.44 | 5.33 | 6.44 | NA | NA | … | … | 4.35 | 6.32 | 5.44 | 5.54 | 4.74 | 6.26 | 6.85 | 3.53 | 7.77 | 10.69 | 10.03 | 3.82 | 11.95 | 9.47 | 6.14 | 8.53 | 5.23 | 4.59 | 4.58 |
| Draw Down(%) | NA | 3.42 | 12.12 | 12.12 | 13.93 | NA | NA | … | … | 3.42 | 12.12 | 2.27 | 4.16 | 8.53 | 6.48 | 5.01 | 3.64 | 7.05 | 8.27 | 4.54 | 5.14 | 9.37 | 13.20 | 5.28 | 9.91 | 2.06 | 4.31 | 3.55 |
| Yield(%) | NA | 2.45 | 2.77 | 2.90 | 3.13 | NA | NA | … | … | 2.45 | 5.52 | 0.31 | 2.77 | 3.42 | 2.34 | 5.11 | 3.15 | 3.08 | 3.00 | 5.01 | 1.94 | 9.54 | 7.28 | 6.45 | 2.46 | 4.53 | 5.15 | 5.85 |
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 |
|---|---|---|---|---|
| THE FIFTH THIRD BANCORP FROZEN SUCCESSOR PLAN Tactical Asset Allocation Moderate |
0.40%
Dec 2013 – Dec 2016 |
0.50%
Aug 2014 – Aug 2019 |
3.45%
Nov 2009 – Nov 2019 |
6.66%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE FIFTH THIRD BANCORP FROZEN SUCCESSOR PLAN Tactical Asset Allocation Moderate |
19.59%
Oct 2004 – Oct 2007 |
17.22%
Oct 2002 – Oct 2007 |
12.13%
Apr 2001 – Apr 2011 |
8.99%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart