Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FEDERAL SIGNAL CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -10.18% | -4.04% | 2.94% | 4.80% | 7.21% | 7.75% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEDERAL SIGNAL CORPORATION 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 (%) | -0.73 | -10.18 | -4.04 | 2.94 | 4.80 | 7.21 | 7.75 | … | … | 0.29 | 7.36 | 16.14 | -8.58 | 15.47 | 10.57 | 18.62 | -4.01 | 12.97 | 10.19 | -0.30 | 11.26 | 18.28 | 11.51 | 3.77 | 14.78 | 14.64 | 0.24 | 9.28 | 13.57 | 7.36 | 12.31 | 21.26 | 2.76 | 4.70 |
| Sharpe Ratio | NA | 0.04 | 0.03 | 0.24 | 0.35 | NA | NA | … | … | 0.03 | 0.02 | 1.40 | -0.70 | 1.61 | 0.54 | 2.47 | -0.51 | 2.48 | 1.20 | -0.04 | 1.58 | 2.48 | 1.62 | 0.29 | 1.31 | 1.54 | -0.12 | 0.62 | 1.35 | 0.81 | 1.65 | 3.12 | 0.32 | 0.38 |
| Standard Deviation(%) | NA | 41.00 | 25.56 | 21.98 | 16.56 | NA | NA | … | … | 6.84 | 41.01 | 8.46 | 14.28 | 9.58 | 19.16 | 6.97 | 10.36 | 4.97 | 8.33 | 8.92 | 7.11 | 7.37 | 7.05 | 13.05 | 11.24 | 9.44 | 5.74 | 10.21 | 7.62 | 6.38 | 6.90 | 6.59 | 5.21 | 6.32 |
| Draw Down(%) | NA | 26.08 | 26.08 | 26.08 | 26.08 | NA | NA | … | … | 0.48 | 26.08 | 7.25 | 14.35 | 3.43 | 21.00 | 3.38 | 12.25 | 2.02 | 6.15 | 9.32 | 3.96 | 5.05 | 5.11 | 10.53 | 7.93 | 4.77 | 5.43 | 6.73 | 8.24 | 4.62 | 6.81 | 3.61 | 3.73 | 4.82 |
| Yield(%) | NA | 4.01 | 4.04 | 4.46 | 3.88 | NA | NA | … | … | NA | 1.11 | 4.31 | 3.52 | 4.07 | 3.76 | 7.61 | 3.34 | 2.71 | 3.22 | 3.06 | 3.77 | 3.07 | 3.03 | 2.42 | 3.13 | 3.72 | 4.38 | 6.83 | 6.46 | 3.70 | 2.58 | 4.15 | 5.49 | 6.08 |
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 SIGNAL CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-3.78%
Oct 2021 – Oct 2024 |
2.94%
Oct 2019 – Oct 2024 |
4.80%
Oct 2014 – Oct 2024 |
7.23%
Oct 2009 – Oct 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDERAL SIGNAL CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
15.02%
Sep 2011 – Sep 2014 |
14.05%
Jun 2009 – Jun 2014 |
11.07%
Apr 2003 – Apr 2013 |
10.72%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart