Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FIRST INDUSTRIAL, L.P. 401 (K) Plan Tactical Asset Allocation Moderate | NA | 7.08% | 2.90% | 8.74% | 5.92% | 7.85% | 8.06% | … | … |
Data as of 12/29/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIRST INDUSTRIAL, L.P. 401 (K) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 03/27/2024 |
| 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 (%) | 0.42 | 7.08 | 2.90 | 8.74 | 5.92 | 7.85 | 8.06 | … | … | -0.32 | 7.43 | -10.73 | 12.65 | 25.53 | 12.11 | -2.80 | 16.28 | 4.80 | -3.06 | 1.59 | 13.56 | 9.40 | 1.71 | 12.85 | 23.16 | -0.05 | 7.78 | 19.59 | 7.26 | 9.15 | 20.40 | 3.54 | 6.79 |
| Sharpe Ratio | NA | 0.44 | -0.02 | 0.67 | 0.64 | NA | NA | … | … | -0.12 | 0.39 | -1.41 | 1.32 | 2.30 | 2.12 | -0.53 | 3.34 | 0.91 | -0.52 | 0.25 | 1.92 | 1.98 | 0.15 | 1.04 | 2.36 | -0.19 | 0.50 | 2.09 | 0.86 | 1.17 | 4.24 | 0.45 | 0.83 |
| Standard Deviation(%) | NA | 8.57 | 8.54 | 8.97 | 7.57 | NA | NA | … | … | 10.23 | 8.22 | 8.57 | 9.59 | 11.02 | 5.05 | 7.83 | 4.68 | 5.04 | 5.91 | 6.26 | 7.04 | 4.72 | 11.19 | 12.28 | 9.76 | 5.18 | 9.62 | 7.80 | 5.89 | 7.01 | 4.64 | 5.42 | 5.38 |
| Draw Down(%) | NA | 7.19 | 12.49 | 12.49 | 12.49 | NA | NA | … | … | 4.64 | 7.41 | 11.41 | 5.53 | 7.49 | 2.59 | 8.66 | 1.72 | 3.62 | 6.55 | 5.09 | 6.35 | 3.32 | 11.25 | 9.16 | 5.23 | 4.99 | 6.73 | 5.98 | 4.20 | 6.17 | 2.87 | 5.36 | 4.46 |
| Yield(%) | NA | 5.15 | 4.79 | 4.82 | 4.65 | NA | NA | … | … | 0.41 | 4.88 | 3.67 | 5.49 | 3.70 | 6.58 | 2.87 | 6.88 | 4.22 | 2.73 | 5.69 | 2.06 | 4.70 | 3.00 | 5.05 | 5.90 | 3.75 | 4.75 | 7.32 | 5.25 | 4.34 | 4.53 | 6.47 | 7.65 |
Data as of 12/29/2023, 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 |
|---|---|---|---|---|
| FIRST INDUSTRIAL, L.P. 401 (K) Plan Tactical Asset Allocation Moderate |
1.06%
Nov 2013 – Nov 2016 |
3.09%
Apr 2011 – Apr 2016 |
5.27%
Oct 2013 – Oct 2023 |
7.17%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIRST INDUSTRIAL, L.P. 401 (K) Plan Tactical Asset Allocation Moderate |
16.60%
Dec 2018 – Dec 2021 |
13.89%
Oct 2002 – Oct 2007 |
11.58%
Apr 2001 – Apr 2011 |
9.52%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart