Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FEDERAL EXPRESS CORPORATION PILOTS RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | -1.71% | -2.04% | 4.41% | 5.09% | 6.45% | 5.89% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEDERAL EXPRESS CORPORATION PILOTS RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal 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 (%) | -0.61 | -1.71 | -2.04 | 4.41 | 5.09 | 6.45 | 5.89 | … | … | 0.50 | 7.96 | 16.59 | -11.80 | 13.28 | 12.84 | 17.82 | -4.28 | 13.51 | 6.85 | 0.89 | 5.97 | 13.86 | 10.96 | -0.87 | 11.94 | 23.10 | -24.09 | 9.22 | 11.44 | 7.11 | 11.97 | 23.02 | -9.38 | -5.38 |
| Sharpe Ratio | NA | 0.07 | -0.01 | 0.27 | 0.40 | NA | NA | … | … | 0.07 | 0.05 | 1.65 | -0.94 | 1.68 | 0.68 | 2.28 | -0.60 | 2.99 | 0.77 | 0.09 | 0.89 | 1.88 | 1.31 | -0.06 | 0.98 | 1.31 | -1.13 | 0.66 | 1.15 | 0.82 | 1.68 | 2.64 | -0.83 | -0.64 |
| Standard Deviation(%) | NA | 29.90 | 19.55 | 17.63 | 13.66 | NA | NA | … | … | 5.92 | 29.90 | 7.46 | 13.98 | 7.89 | 18.64 | 7.19 | 9.39 | 4.30 | 8.60 | 9.08 | 6.72 | 7.35 | 8.34 | 14.69 | 12.11 | 17.60 | 22.13 | 9.42 | 7.09 | 6.03 | 6.56 | 8.45 | 12.63 | 12.04 |
| Draw Down(%) | NA | 19.67 | 19.67 | 21.14 | 21.14 | NA | NA | … | … | 0.32 | 19.67 | 5.90 | 17.94 | 3.43 | 21.14 | 3.77 | 11.45 | 1.64 | 6.91 | 9.22 | 5.06 | 6.15 | 7.90 | 14.64 | 9.77 | 16.69 | 34.81 | 5.95 | 6.88 | 4.06 | 5.36 | 7.08 | 18.08 | 18.63 |
| Yield(%) | NA | 4.17 | 4.64 | 4.13 | 3.40 | NA | NA | … | … | NA | 0.65 | 4.42 | 4.22 | 4.72 | 3.13 | 3.64 | 3.62 | 0.22 | 2.95 | 3.85 | 2.85 | 0.49 | 2.54 | 2.44 | 1.57 | 1.91 | 2.42 | 5.17 | 5.07 | 3.93 | 2.34 | 2.09 | 0.90 | 1.66 |
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 EXPRESS CORPORATION PILOTS RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Mode |
-7.12%
Feb 2006 – Feb 2009 |
-0.93%
Feb 2004 – Feb 2009 |
4.79%
Feb 2006 – Feb 2016 |
4.79%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDERAL EXPRESS CORPORATION PILOTS RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Mode |
17.80%
Feb 2009 – Feb 2012 |
14.67%
Feb 2009 – Feb 2014 |
9.85%
Feb 2009 – Feb 2019 |
9.35%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart