Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FEDERAL-MOGUL CORPORATION EMPLOYEE INVESTMENT PROGRAM Tactical Asset Allocation Moderate | NA | 31.16% | 13.10% | 11.27% | 6.52% | 6.69% | 7.05% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEDERAL-MOGUL CORPORATION EMPLOYEE INVESTMENT PROGRAM 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 (%) | -0.43 | 31.16 | 13.10 | 11.27 | 6.52 | 6.69 | 7.05 | … | … | 0.61 | 21.40 | 24.51 | -2.81 | 9.18 | 5.82 | 3.86 | -2.89 | 11.57 | 0.27 | -0.67 | 0.23 | 15.95 | 7.36 | 2.09 | 6.30 | 11.91 | -1.33 | 7.27 | 13.48 | 7.26 | 11.24 | 21.88 | -6.92 | 2.31 |
| Sharpe Ratio | NA | 2.76 | 1.21 | 1.11 | 0.77 | NA | NA | … | … | 0.13 | 2.60 | 3.35 | -0.36 | 1.21 | 0.77 | 0.50 | -0.64 | 2.75 | 0.02 | -0.14 | 0.04 | 2.27 | 1.19 | 0.27 | 0.55 | 1.52 | -0.51 | 0.46 | 1.43 | 0.88 | 1.52 | 3.36 | -0.96 | 0.01 |
| Standard Deviation(%) | NA | 5.66 | 8.24 | 7.92 | 6.63 | NA | NA | … | … | 4.24 | 5.69 | 6.05 | 11.60 | 7.59 | 7.21 | 4.86 | 6.61 | 3.98 | 4.30 | 4.93 | 5.84 | 7.02 | 6.16 | 7.54 | 11.21 | 7.76 | 4.41 | 9.22 | 7.16 | 5.80 | 6.80 | 6.31 | 8.34 | 0.05 |
| Draw Down(%) | NA | 3.11 | 11.91 | 12.57 | 12.57 | NA | NA | … | … | 0.20 | 3.11 | 2.84 | 11.91 | 4.04 | 7.15 | 4.70 | 8.43 | 1.41 | 2.92 | 4.76 | 5.51 | 5.07 | 5.86 | 5.57 | 9.88 | 4.17 | 7.48 | 6.99 | 8.11 | 4.52 | 5.06 | 1.94 | 11.23 | 0.00 |
| Yield(%) | NA | 19.25 | 11.48 | 7.61 | 4.64 | NA | NA | … | … | NA | 5.77 | 18.07 | 8.17 | 1.90 | 2.23 | 1.48 | 3.01 | 0.72 | 1.97 | 1.20 | 1.29 | 1.77 | 2.57 | 4.40 | 2.54 | 3.45 | 2.99 | 3.67 | 3.60 | 2.83 | 1.65 | 1.51 | 0.93 | 2.31 |
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 |
|---|---|---|---|---|
| FEDERAL-MOGUL CORPORATION EMPLOYEE INVESTMENT PROGRAM Tactical Asset Allocation Moderate |
-0.64%
Oct 2017 – Oct 2020 |
0.83%
Feb 2015 – Feb 2020 |
3.04%
Sep 2012 – Sep 2022 |
3.62%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDERAL-MOGUL CORPORATION EMPLOYEE INVESTMENT PROGRAM Tactical Asset Allocation Moderate |
16.00%
Apr 2003 – Apr 2006 |
12.76%
Oct 2002 – Oct 2007 |
9.32%
Apr 2003 – Apr 2013 |
7.68%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart