Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| L. B. Foster Company 401(k) and Profit Sharing Plan Tactical Asset Allocation Moderate | NA | 4.02% | 1.82% | 2.48% | 4.95% | 5.84% | NA | … | … |
Data as of 05/29/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| L. B. Foster Company 401(k) and Profit Sharing Plan Tactical Asset Allocation Moderate | 12/31/2000 | 08/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.01 | 4.02 | 1.82 | 2.48 | 4.95 | 5.84 | NA | … | … | 2.06 | 8.31 | -4.60 | 8.31 | 6.59 | -3.78 | 0.48 | 14.22 | 6.95 | 3.96 | 7.80 | 16.63 | -1.97 | 9.08 | 13.08 | 4.43 | 7.65 | 15.68 | 5.30 | 6.81 |
| Sharpe Ratio | NA | -2.71 | -3.22 | -3.57 | -2.58 | NA | NA | … | … | -1.14 | -3.35 | -3.78 | -2.21 | -6.13 | -4.10 | -2.92 | -0.63 | -2.45 | -1.74 | -0.94 | -0.22 | -3.64 | -1.41 | -1.18 | -2.75 | -1.63 | -0.60 | -2.83 | -2.76 |
| Standard Deviation(%) | NA | 6.57 | 6.15 | 5.55 | 6.17 | NA | NA | … | … | 7.36 | 4.46 | 6.93 | 4.94 | 4.50 | 5.44 | 6.18 | 6.86 | 4.74 | 8.35 | 11.54 | 9.09 | 5.93 | 9.15 | 7.83 | 6.04 | 7.34 | 6.01 | 5.12 | 5.22 |
| Draw Down(%) | NA | 5.46 | 9.48 | 9.48 | 9.48 | NA | NA | … | … | 5.46 | 2.98 | 9.48 | 3.13 | 2.83 | 7.09 | 6.82 | 6.45 | 3.44 | 5.70 | 10.78 | 5.15 | 8.05 | 7.33 | 9.51 | 4.33 | 7.04 | 4.64 | 4.72 | 4.46 |
| Yield(%) | NA | 2.52 | 2.58 | 2.51 | 3.15 | NA | NA | … | … | 0.69 | 3.86 | 3.44 | 0.22 | 3.32 | 3.22 | 3.41 | 2.68 | 4.68 | 4.08 | 3.24 | 4.38 | 3.78 | 4.40 | 6.12 | 4.52 | 5.45 | 4.73 | 4.97 | 7.84 |
Data as of 05/29/2020, 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 |
|---|---|---|---|---|
| L. B. Foster Company 401(k) and Profit Sharing Plan Tactical Asset Allocation Moderate |
1.01%
Dec 2013 – Dec 2016 |
1.27%
Dec 2013 – Dec 2018 |
4.24%
Mar 2010 – Mar 2020 |
5.43%
Feb 2005 – Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| L. B. Foster Company 401(k) and Profit Sharing Plan Tactical Asset Allocation Moderate |
11.10%
Apr 2003 – Apr 2006 |
10.97%
Oct 2002 – Oct 2007 |
8.99%
Apr 2001 – Apr 2011 |
7.46%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart