Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Michelin 401K Savings Plan Tactical Asset Allocation Moderate | NA | 18.92% | 2.24% | 5.63% | 4.62% | 5.27% | 6.10% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Michelin 401K Savings 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 (%) | -1.07 | 18.92 | 2.24 | 5.63 | 4.62 | 5.27 | 6.10 | … | … | 0.22 | 5.35 | 11.49 | -13.41 | 6.46 | 14.35 | 9.98 | -2.79 | 9.74 | 4.82 | -2.09 | 3.91 | 11.40 | 3.94 | 4.81 | 6.55 | 11.92 | -0.43 | 11.77 | 11.47 | 6.73 | 9.19 | 15.84 | -1.07 | 5.75 |
| Sharpe Ratio | NA | -0.04 | -0.30 | 0.20 | 0.32 | NA | NA | … | … | 0.02 | -0.13 | 0.94 | -1.40 | 0.70 | 1.64 | 2.02 | -0.54 | 1.78 | 1.01 | -0.43 | 0.76 | 1.80 | 0.87 | 0.68 | 0.66 | 1.55 | -0.31 | 0.88 | 1.11 | 0.81 | 1.12 | 2.75 | -0.47 | 1.03 |
| Standard Deviation(%) | NA | 9.77 | 9.45 | 9.24 | 7.57 | NA | NA | … | … | 8.04 | 9.79 | 7.73 | 10.58 | 9.16 | 8.61 | 4.25 | 7.61 | 5.11 | 4.55 | 4.93 | 5.14 | 6.30 | 4.48 | 7.03 | 9.76 | 7.65 | 4.29 | 9.97 | 7.38 | 5.60 | 7.38 | 5.50 | 4.63 | 3.34 |
| Draw Down(%) | NA | 8.20 | 14.15 | 15.25 | 15.25 | NA | NA | … | … | 0.72 | 8.20 | 6.58 | 15.17 | 4.68 | 9.21 | 3.20 | 8.34 | 3.92 | 4.10 | 5.20 | 5.01 | 4.06 | 4.09 | 4.09 | 7.66 | 3.91 | 7.03 | 7.48 | 8.97 | 4.24 | 6.11 | 3.08 | 6.01 | 2.31 |
| Yield(%) | NA | 4.34 | 4.88 | 4.56 | 3.52 | NA | NA | … | … | NA | 0.61 | 4.53 | 3.03 | 6.59 | 3.40 | 5.59 | 4.02 | 0.37 | 3.46 | 1.36 | 3.11 | 0.91 | 2.50 | 1.99 | 2.53 | 3.33 | 2.98 | 5.73 | 6.41 | 5.09 | 2.99 | 3.14 | 3.97 | 5.10 |
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 |
|---|---|---|---|---|
| Michelin 401K Savings Plan Tactical Asset Allocation Moderate |
-0.03%
Apr 2021 – Apr 2024 |
2.32%
Nov 2017 – Nov 2022 |
3.10%
Oct 2013 – Oct 2023 |
4.37%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Michelin 401K Savings Plan Tactical Asset Allocation Moderate |
12.89%
Oct 2004 – Oct 2007 |
11.81%
Oct 2002 – Oct 2007 |
8.52%
Jul 2003 – Jul 2013 |
7.53%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart