Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GOODRICH CORPORATION EMPLOYEES’ SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 18.77% | 10.06% | 8.88% | 7.76% | 8.61% | 8.49% | … | … |
Data as of 08/31/2021, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GOODRICH CORPORATION EMPLOYEES’ SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 11/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.41 | 18.77 | 10.06 | 8.88 | 7.76 | 8.61 | 8.49 | … | … | 10.44 | 13.69 | 17.35 | -5.41 | 10.88 | 7.64 | -2.79 | 3.70 | 11.96 | 13.08 | 4.00 | 9.91 | 17.08 | 4.22 | 5.93 | 19.02 | 0.38 | 10.96 | 14.19 | 9.45 | 2.22 |
| Sharpe Ratio | NA | 1.57 | 1.17 | 1.00 | 0.98 | NA | NA | … | … | 1.10 | 1.14 | 2.58 | -0.73 | 1.84 | 1.32 | -0.41 | 0.58 | 1.67 | 2.03 | 0.39 | 0.75 | 2.29 | 0.77 | 0.40 | 2.27 | -0.38 | 1.72 | 3.40 | 1.84 | -0.02 |
| Standard Deviation(%) | NA | 9.24 | 9.70 | 8.68 | 7.66 | NA | NA | … | … | 9.44 | 11.79 | 6.19 | 9.20 | 5.56 | 5.61 | 6.91 | 6.33 | 7.13 | 6.40 | 10.13 | 13.11 | 7.40 | 4.28 | 7.37 | 6.94 | 4.71 | 5.83 | 3.97 | 4.52 | 4.71 |
| Draw Down(%) | NA | 6.58 | 14.45 | 14.45 | 14.45 | NA | NA | … | … | 6.58 | 14.45 | 2.40 | 13.40 | 2.88 | 4.27 | 8.18 | 5.56 | 8.38 | 6.28 | 10.68 | 11.28 | 4.86 | 2.26 | 5.91 | 7.98 | 4.09 | 6.93 | 4.65 | 4.92 | 4.26 |
| Yield(%) | NA | 4.03 | 4.32 | 3.61 | 3.86 | NA | NA | … | … | 1.35 | 4.68 | 3.46 | 5.58 | 0.67 | 7.86 | 2.40 | 2.96 | 5.19 | 3.50 | 3.64 | 2.97 | 3.90 | 4.11 | 6.25 | 9.70 | 3.67 | 3.72 | 4.35 | 5.08 | 5.49 |
Data as of 08/31/2021, 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 |
|---|---|---|---|---|
| GOODRICH CORPORATION EMPLOYEES’ SAVINGS PLAN Tactical Asset Allocation Moderate |
2.06%
Apr 2013 – Apr 2016 |
2.62%
Dec 2013 – Dec 2018 |
5.41%
Apr 2010 – Apr 2020 |
7.16%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GOODRICH CORPORATION EMPLOYEES’ SAVINGS PLAN Tactical Asset Allocation Moderate |
13.33%
May 2008 – May 2011 |
12.04%
May 2006 – May 2011 |
10.01%
Apr 2001 – Apr 2011 |
8.91%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart