Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Ford Tax-Efficient Savings Plan for Hourly Employees Tactical Asset Allocation Moderate | NA | -16.04% | -0.40% | -0.49% | 3.47% | 5.40% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ford Tax-Efficient Savings Plan for Hourly Employees Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.07 | -16.04 | -0.40 | -0.49 | 3.47 | 5.40 | NA | … | … | -15.84 | 11.52 | 5.70 | -3.16 | -1.79 | 11.61 | 9.20 | 2.19 | 2.13 | 14.24 | 2.04 | 5.76 | 20.37 | 5.35 | 11.05 | 19.84 | 7.89 | 8.07 |
| Sharpe Ratio | NA | -1.02 | -0.09 | -0.17 | 0.32 | NA | NA | … | … | -1.02 | 2.20 | 0.92 | -0.54 | -0.30 | 1.60 | 1.53 | 0.19 | 0.19 | 1.51 | 0.19 | 0.26 | 2.25 | 0.56 | 1.43 | 3.53 | 1.53 | 1.12 |
| Standard Deviation(%) | NA | 16.89 | 10.74 | 9.13 | 9.14 | NA | NA | … | … | 16.89 | 4.95 | 5.95 | 5.96 | 5.94 | 7.24 | 5.99 | 11.19 | 10.85 | 9.37 | 5.93 | 10.34 | 7.57 | 5.64 | 7.05 | 5.43 | 4.43 | 5.14 |
| Draw Down(%) | NA | 20.74 | 20.74 | 20.74 | 20.74 | NA | NA | … | … | 20.74 | 2.73 | 3.26 | 6.30 | 5.73 | 6.83 | 5.06 | 11.63 | 8.92 | 4.39 | 4.66 | 7.67 | 8.18 | 4.00 | 6.29 | 2.45 | 2.40 | 3.88 |
| Yield(%) | NA | 1.35 | 1.99 | 2.34 | 3.19 | NA | NA | … | … | 1.34 | 0.34 | 4.06 | 2.45 | 1.95 | 5.03 | 3.84 | 3.86 | 3.71 | 5.13 | 4.87 | 4.77 | 4.10 | 2.84 | 1.66 | 3.73 | 7.04 | 8.10 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| Ford Tax-Efficient Savings Plan for Hourly Employees Tactical Asset Allocation Moderate |
-0.43%
Oct 2015 – Oct 2018 |
-0.69%
Nov 2013 – Nov 2018 |
3.47%
Oct 2008 – Oct 2018 |
5.34%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ford Tax-Efficient Savings Plan for Hourly Employees Tactical Asset Allocation Moderate |
13.98%
Apr 2003 – Apr 2006 |
13.74%
Oct 2002 – Oct 2007 |
10.14%
Apr 2001 – Apr 2011 |
7.82%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart