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 Strategic Asset Allocation – Optimal Moderate | NA | 18.83% | 5.88% | 8.44% | 6.39% | 7.68% | 6.64% | … | … |
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 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 (%) | -0.86 | 18.83 | 5.88 | 8.44 | 6.39 | 7.68 | 6.64 | … | … | 556.17 | 7.26 | 15.60 | -6.00 | 9.64 | 10.90 | 14.07 | -3.80 | 10.57 | 7.13 | -0.61 | 5.17 | 17.48 | 12.22 | 1.18 | 10.21 | 24.62 | -24.05 | 4.97 | 11.61 | 6.22 | 12.30 | 19.77 | -9.20 | -2.87 |
| Sharpe Ratio | NA | 3.24 | 0.87 | 0.64 | 0.45 | NA | NA | … | … | 0.43 | 0.09 | 1.48 | -0.55 | 1.03 | 0.58 | 1.84 | -0.57 | 2.30 | 0.80 | -0.07 | 0.81 | 2.60 | 1.58 | 0.08 | 0.99 | 1.59 | -1.22 | 0.22 | 1.24 | 0.78 | 1.88 | 2.28 | -0.92 | -0.55 |
| Standard Deviation(%) | NA | 184.81 | 107.30 | 83.52 | 59.29 | NA | NA | … | … | 1,305.17 | 7.33 | 7.67 | 13.52 | 9.29 | 18.34 | 6.90 | 8.93 | 4.32 | 8.67 | 8.89 | 6.38 | 6.71 | 7.71 | 13.58 | 10.22 | 15.42 | 20.46 | 8.80 | 6.73 | 5.20 | 6.04 | 8.36 | 11.19 | 9.39 |
| Draw Down(%) | NA | 5.10 | 14.63 | 22.35 | 22.35 | NA | NA | … | … | 4.48 | 5.10 | 5.74 | 14.63 | 4.03 | 22.35 | 4.52 | 10.95 | 1.94 | 7.85 | 9.54 | 5.16 | 5.18 | 6.94 | 12.27 | 9.07 | 16.47 | 32.96 | 6.59 | 7.87 | 4.13 | 4.43 | 7.91 | 17.84 | 14.89 |
| Yield(%) | NA | 4.00 | 3.75 | 3.57 | 2.91 | NA | NA | … | … | NA | 0.53 | 4.31 | 3.67 | 2.67 | 2.95 | 3.92 | 2.73 | 0.36 | 1.70 | 3.09 | 3.72 | 4.36 | 2.83 | 2.79 | 2.51 | 2.87 | 7.14 | 9.91 | 5.14 | 3.93 | 1.36 | 1.21 | 1.36 | 2.16 |
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 Strategic Asset Allocation – Optimal Moderate |
-8.52%
Feb 2006 – Feb 2009 |
-1.64%
Feb 2004 – Feb 2009 |
4.61%
Jan 2006 – Jan 2016 |
4.54%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CF INDUSTRIES INC THRIFT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
18.28%
Feb 2009 – Feb 2012 |
16.00%
Feb 2009 – Feb 2014 |
10.06%
Feb 2009 – Feb 2019 |
9.20%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart