Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FEDEX Retirement Savings Plan Tactical Asset Allocation Moderate | NA | -13.63% | -10.41% | -1.35% | 0.64% | 2.54% | 3.72% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEDEX Retirement 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 (%) | -0.45 | -13.63 | -10.41 | -1.35 | 0.64 | 2.54 | 3.72 | … | … | 0.70 | 1.53 | 7.16 | -14.40 | 9.64 | 14.75 | 5.94 | -4.21 | 13.71 | 6.46 | -5.27 | 0.96 | 14.98 | 5.68 | 2.45 | 4.26 | 9.52 | 2.67 | 8.46 | 13.41 | 1.83 | 11.45 | 17.30 | 4.87 | 5.48 |
| Sharpe Ratio | NA | -0.09 | -0.22 | 0.04 | 0.10 | NA | NA | … | … | 0.14 | -0.11 | 0.40 | -1.72 | 1.10 | 1.63 | 1.04 | -0.75 | 2.75 | 1.30 | -0.98 | 0.15 | 2.10 | 0.97 | 0.25 | 0.38 | 1.15 | 0.31 | 0.58 | 1.42 | -0.06 | 1.47 | 2.89 | 0.83 | 0.74 |
| Standard Deviation(%) | NA | 45.55 | 27.18 | 21.76 | 15.85 | NA | NA | … | … | 4.48 | 45.55 | 7.32 | 9.20 | 8.75 | 8.92 | 4.36 | 7.40 | 4.75 | 4.81 | 5.41 | 6.12 | 7.11 | 5.83 | 9.69 | 11.00 | 8.21 | 5.58 | 9.43 | 7.16 | 5.70 | 7.13 | 5.74 | 4.54 | 4.28 |
| Draw Down(%) | NA | 28.15 | 28.15 | 29.12 | 29.12 | NA | NA | … | … | 0.10 | 28.15 | 6.92 | 15.34 | 4.69 | 9.80 | 4.04 | 10.03 | 1.55 | 2.16 | 6.88 | 5.94 | 4.64 | 4.70 | 9.69 | 10.97 | 4.49 | 3.08 | 7.44 | 7.94 | 5.30 | 6.76 | 2.91 | 3.43 | 4.31 |
| Yield(%) | NA | 5.86 | 6.34 | 5.71 | 4.08 | NA | NA | … | … | NA | 0.62 | 5.84 | 4.74 | 7.73 | 5.10 | 5.17 | 3.62 | 0.11 | 2.82 | 1.68 | 3.75 | 2.22 | 3.79 | 2.46 | 4.01 | 3.75 | 4.37 | 4.31 | 5.78 | 4.99 | 2.60 | 3.37 | 3.58 | 5.44 |
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 |
|---|---|---|---|---|
| FEDEX Retirement Savings Plan Tactical Asset Allocation Moderate |
-10.34%
Oct 2021 – Oct 2024 |
-1.35%
Oct 2019 – Oct 2024 |
0.64%
Oct 2014 – Oct 2024 |
2.55%
Oct 2009 – Oct 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDEX Retirement Savings Plan Tactical Asset Allocation Moderate |
12.25%
Apr 2003 – Apr 2006 |
11.18%
Oct 2002 – Oct 2007 |
8.38%
Apr 2001 – Apr 2011 |
7.26%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart