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 Strategic Asset Allocation – Equal Weight Moderate | NA | 4.19% | 1.87% | 6.04% | 4.80% | 6.79% | 6.01% | … | … |
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 Strategic Asset Allocation – Equal Weight 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 (%) | -0.59 | 4.19 | 1.87 | 6.04 | 4.80 | 6.79 | 6.01 | … | … | 2.05 | 14.35 | -11.64 | 6.48 | 22.27 | 19.44 | -6.81 | 11.95 | 1.68 | 2.94 | 2.87 | 13.13 | 11.60 | -1.78 | 10.45 | 23.55 | -20.55 | 9.44 | 11.19 | 8.95 | 10.77 | 19.67 | 1.81 | 3.72 |
| Sharpe Ratio | NA | 0.95 | 0.14 | 0.65 | 0.53 | NA | NA | … | … | 0.23 | 1.20 | -0.98 | 0.69 | 1.26 | 2.74 | -0.88 | 2.34 | 0.17 | 0.34 | 0.41 | 2.09 | 1.84 | -0.16 | 1.17 | 1.78 | -1.14 | 0.75 | 1.17 | 1.19 | 1.41 | 3.46 | 0.12 | 0.21 |
| Standard Deviation(%) | NA | 8.42 | 10.52 | 11.71 | 9.96 | NA | NA | … | … | 7.67 | 8.42 | 13.32 | 9.38 | 17.54 | 6.58 | 9.20 | 4.84 | 8.75 | 8.50 | 6.93 | 6.27 | 6.27 | 11.39 | 8.82 | 13.20 | 18.85 | 8.55 | 6.77 | 5.71 | 6.95 | 5.48 | 6.05 | 6.61 |
| Draw Down(%) | NA | 6.55 | 21.39 | 21.39 | 21.39 | NA | NA | … | … | 1.44 | 6.55 | 18.77 | 6.16 | 20.15 | 2.95 | 13.59 | 2.88 | 8.55 | 8.07 | 5.76 | 5.69 | 5.08 | 12.29 | 6.94 | 14.10 | 31.06 | 5.33 | 7.49 | 3.98 | 6.33 | 4.30 | 8.66 | 7.49 |
| Yield(%) | NA | 4.91 | 3.71 | 4.11 | 3.60 | NA | NA | … | … | 0.00 | 5.20 | 1.57 | 4.48 | 6.35 | 3.23 | 3.30 | 0.49 | 2.28 | 6.11 | 3.31 | 3.77 | 3.54 | 2.91 | 4.15 | 3.92 | 5.79 | 5.86 | 5.30 | 4.20 | 3.71 | 3.22 | 4.25 | 4.63 |
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 Strategic Asset Allocation – Equal Weight Moderate |
-4.68%
Feb 2006 – Feb 2009 |
0.81%
Feb 2004 – Feb 2009 |
4.65%
Nov 2006 – Nov 2016 |
4.49%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Abercrombie Fitch Co. Savings and Retirement Plan Strategic Asset Allocation – Equal Weight Moderate |
15.86%
Dec 2018 – Dec 2021 |
13.31%
Feb 2009 – Feb 2014 |
8.53%
Sep 2011 – Sep 2021 |
7.57%
Dec 2008 – Dec 2023 |
Annualized Rolling Returns Comparison Chart