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 Strategic Asset Allocation – Optimal Moderate | NA | 23.36% | 0.95% | 7.21% | 6.99% | 8.12% | 7.17% | … | … |
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 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 (%) | -0.89 | 23.36 | 0.95 | 7.21 | 6.99 | 8.12 | 7.17 | … | … | 0.30 | 6.65 | 13.80 | -17.24 | 8.97 | 20.23 | 20.94 | -4.35 | 15.06 | 6.72 | 1.16 | 7.88 | 16.51 | 12.17 | 1.19 | 11.16 | 22.04 | -22.63 | 7.72 | 12.00 | 7.00 | 13.92 | 21.41 | -5.51 | 2.47 |
| Sharpe Ratio | NA | 0.11 | -0.28 | 0.24 | 0.46 | NA | NA | … | … | 0.03 | 0.01 | 1.03 | -1.18 | 0.97 | 1.06 | 2.66 | -0.55 | 3.16 | 0.78 | 0.13 | 1.17 | 2.35 | 1.56 | 0.09 | 0.99 | 1.25 | -1.05 | 0.50 | 1.18 | 0.76 | 1.86 | 2.53 | -0.57 | 0.02 |
| Standard Deviation(%) | NA | 8.83 | 11.78 | 13.09 | 10.87 | NA | NA | … | … | 7.24 | 8.90 | 9.32 | 15.82 | 9.20 | 18.83 | 7.35 | 10.28 | 4.56 | 8.40 | 8.60 | 6.73 | 7.02 | 7.78 | 13.54 | 11.17 | 17.62 | 22.38 | 9.45 | 7.43 | 6.35 | 6.96 | 8.18 | 11.54 | 9.64 |
| Draw Down(%) | NA | 5.78 | 22.74 | 24.52 | 24.52 | NA | NA | … | … | 0.60 | 5.72 | 9.24 | 23.50 | 5.24 | 21.36 | 4.16 | 11.92 | 1.56 | 6.89 | 8.67 | 4.82 | 5.63 | 6.37 | 12.02 | 9.03 | 18.35 | 33.66 | 5.87 | 7.40 | 4.34 | 6.66 | 7.55 | 18.35 | 12.74 |
| Yield(%) | NA | 3.84 | 4.78 | 4.47 | 3.46 | NA | NA | … | … | NA | 0.69 | 3.65 | 4.59 | 5.09 | 3.98 | 4.30 | 3.45 | 0.33 | 1.98 | 3.17 | 3.49 | 3.16 | 2.71 | 2.48 | 2.89 | 2.73 | 4.62 | 8.30 | 5.41 | 4.27 | 3.06 | 2.88 | 3.80 | 4.71 |
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 Strategic Asset Allocation – Optimal Moderate |
-7.36%
Feb 2006 – Feb 2009 |
-0.85%
Feb 2004 – Feb 2009 |
5.54%
Feb 2006 – Feb 2016 |
5.26%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDERAL SIGNAL CORPORATION RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
18.62%
Feb 2009 – Feb 2012 |
15.87%
Feb 2009 – Feb 2014 |
10.94%
Feb 2009 – Feb 2019 |
9.72%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart