Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CF INDUSTRIES INC THRIFT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -16.74% | -10.41% | 2.33% | 3.58% | 5.90% | 6.71% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CF INDUSTRIES INC THRIFT 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 (%) | -1.21 | -16.74 | -10.41 | 2.33 | 3.58 | 5.90 | 6.71 | … | … | 1,105.49 | 15.57 | 13.02 | -13.62 | 17.78 | 22.14 | 20.02 | -7.47 | 12.37 | 10.41 | -2.99 | 8.63 | 17.59 | 13.28 | 3.80 | 8.14 | 14.44 | 0.28 | 9.02 | 11.70 | 6.99 | 13.85 | 33.04 | -5.89 | -2.83 |
| Sharpe Ratio | NA | 5.09 | 0.92 | 0.69 | 0.46 | NA | NA | … | … | 0.64 | 0.15 | 0.85 | -0.93 | 1.13 | 0.88 | 1.45 | -0.60 | 1.88 | 0.88 | -0.24 | 1.06 | 2.55 | 1.88 | 0.28 | 0.74 | 1.60 | -0.11 | 0.68 | 1.12 | 0.78 | 1.86 | 3.61 | -1.40 | -0.95 |
| Standard Deviation(%) | NA | 252.84 | 146.70 | 114.25 | 81.21 | NA | NA | … | … | 1,734.45 | 61.81 | 10.37 | 16.16 | 15.73 | 24.85 | 12.84 | 14.65 | 6.25 | 11.63 | 12.81 | 8.14 | 6.89 | 7.05 | 13.50 | 10.82 | 8.94 | 5.76 | 8.82 | 7.54 | 6.17 | 6.92 | 8.97 | 5.01 | 5.41 |
| Draw Down(%) | NA | 36.28 | 36.28 | 36.28 | 36.28 | NA | NA | … | … | 4.91 | 36.28 | 10.54 | 20.69 | 8.01 | 25.79 | 7.66 | 21.47 | 2.94 | 7.87 | 12.26 | 4.29 | 4.75 | 5.25 | 11.62 | 8.73 | 4.59 | 5.42 | 7.32 | 8.93 | 4.57 | 5.52 | 4.54 | 6.79 | 8.19 |
| Yield(%) | NA | 4.68 | 4.30 | 5.45 | 4.89 | NA | NA | … | … | NA | 0.55 | 5.14 | 2.92 | 5.08 | 6.65 | 8.67 | 4.06 | 1.76 | 9.73 | 2.82 | 4.75 | 2.87 | 3.72 | 2.73 | 2.03 | 3.72 | 4.46 | 11.56 | 4.77 | 4.72 | 2.27 | 2.25 | 1.05 | 4.36 |
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 |
|---|---|---|---|---|
| CF INDUSTRIES INC THRIFT SAVINGS PLAN Tactical Asset Allocation Moderate |
-10.11%
Oct 2021 – Oct 2024 |
2.11%
Mar 2015 – Mar 2020 |
3.58%
Oct 2014 – Oct 2024 |
5.91%
Oct 2009 – Oct 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CF INDUSTRIES INC THRIFT SAVINGS PLAN Tactical Asset Allocation Moderate |
19.97%
Dec 2018 – Dec 2021 |
14.56%
Dec 2002 – Dec 2007 |
11.74%
Apr 2003 – Apr 2013 |
10.74%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart