Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Abercrombie Fitch Co. Savings and Retirement Plan Tactical Asset Allocation Moderate | NA | -1.33% | 1.26% | 1.89% | 2.99% | 5.14% | 5.77% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Abercrombie Fitch Co. Savings and Retirement Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.70 | -1.33 | 1.26 | 1.89 | 2.99 | 5.14 | 5.77 | … | … | -0.52 | 10.44 | -14.37 | 9.19 | 10.14 | 7.51 | -1.00 | 11.79 | 2.26 | 0.69 | 2.16 | 16.79 | 8.19 | 1.97 | 9.03 | 15.73 | -3.07 | 10.14 | 11.73 | 5.98 | 9.37 | 16.47 | 5.12 | 6.98 |
| Sharpe Ratio | NA | 0.16 | -0.11 | 0.28 | 0.37 | NA | NA | … | … | -0.10 | 0.80 | -1.59 | 1.06 | 1.07 | 1.32 | -0.29 | 2.15 | 0.51 | 0.12 | 0.35 | 2.61 | 1.69 | 0.26 | 0.81 | 1.80 | -0.96 | 0.75 | 1.10 | 0.66 | 1.22 | 3.55 | 1.09 | 1.14 |
| Standard Deviation(%) | NA | 7.80 | 8.78 | 8.31 | 7.17 | NA | NA | … | … | 8.49 | 7.77 | 9.88 | 8.67 | 9.29 | 4.63 | 7.96 | 5.19 | 4.00 | 5.48 | 6.03 | 6.41 | 4.82 | 7.50 | 10.98 | 8.70 | 4.16 | 9.51 | 7.71 | 5.80 | 6.93 | 4.44 | 3.68 | 4.09 |
| Draw Down(%) | NA | 6.57 | 16.91 | 16.91 | 16.91 | NA | NA | … | … | 2.86 | 6.57 | 14.93 | 3.84 | 10.83 | 3.09 | 7.36 | 3.46 | 3.49 | 4.95 | 5.37 | 4.62 | 4.15 | 5.96 | 9.47 | 5.11 | 6.50 | 7.65 | 9.45 | 4.29 | 6.16 | 2.55 | 3.49 | 2.77 |
| Yield(%) | NA | 3.95 | 3.75 | 3.69 | 3.42 | NA | NA | … | … | 0.01 | 4.20 | 1.78 | 5.41 | 4.05 | 3.21 | 1.94 | 0.23 | 3.30 | 5.57 | 4.79 | 2.87 | 4.31 | 1.96 | 4.19 | 4.17 | 2.66 | 5.43 | 7.10 | 4.77 | 3.78 | 3.12 | 5.31 | 6.93 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Abercrombie Fitch Co. Savings and Retirement Plan Tactical Asset Allocation Moderate |
0.99%
Dec 2019 – Dec 2022 |
1.62%
Sep 2018 – Sep 2023 |
2.99%
Oct 2013 – Oct 2023 |
4.75%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Abercrombie Fitch Co. Savings and Retirement Plan Tactical Asset Allocation Moderate |
12.33%
Apr 2003 – Apr 2006 |
11.51%
Oct 2002 – Oct 2007 |
9.15%
Apr 2001 – Apr 2011 |
8.05%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart