Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Farm Credit Foundations Defined Contribution 401K Plan Strategic Asset Allocation – Optimal Moderate | NA | 33.68% | 12.53% | 12.96% | 8.48% | 8.81% | 7.63% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Farm Credit Foundations Defined Contribution 401K 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 (%) | -0.87 | 33.68 | 12.53 | 12.96 | 8.48 | 8.81 | 7.63 | … | … | 0.72 | 19.90 | 23.51 | -2.73 | 7.72 | 13.78 | 17.45 | -4.62 | 11.37 | 5.53 | -3.05 | 5.14 | 19.01 | 9.98 | -1.58 | 10.65 | 20.66 | -23.91 | 7.78 | 12.86 | 8.31 | 15.83 | 21.91 | -5.85 | 9.68 |
| Sharpe Ratio | NA | 1.86 | 0.93 | 0.78 | 0.66 | NA | NA | … | … | 0.12 | 1.79 | 2.40 | -0.30 | 0.83 | 0.70 | 2.09 | -0.58 | 2.30 | 0.58 | -0.36 | 0.74 | 2.65 | 1.15 | -0.10 | 0.90 | 1.13 | -1.15 | 0.53 | 1.39 | 1.00 | 2.17 | 2.41 | -0.52 | 0.70 |
| Standard Deviation(%) | NA | 7.40 | 10.03 | 12.32 | 10.48 | NA | NA | … | … | 5.43 | 7.42 | 8.02 | 13.51 | 9.25 | 19.25 | 7.67 | 10.14 | 4.67 | 9.16 | 8.64 | 6.91 | 7.17 | 8.65 | 16.18 | 11.74 | 18.21 | 21.53 | 8.95 | 6.90 | 6.12 | 6.88 | 8.82 | 13.47 | 10.59 |
| Draw Down(%) | NA | 4.82 | 12.66 | 21.41 | 21.41 | NA | NA | … | … | 0.26 | 4.82 | 5.32 | 12.85 | 4.57 | 21.41 | 4.34 | 13.03 | 1.73 | 8.46 | 9.59 | 5.73 | 4.51 | 7.59 | 15.52 | 9.40 | 18.84 | 32.80 | 5.99 | 7.40 | 4.01 | 5.25 | 9.89 | 19.67 | 11.59 |
| Yield(%) | NA | 17.31 | 10.56 | 7.81 | 5.81 | NA | NA | … | … | NA | 4.53 | 16.44 | 8.41 | 1.24 | 4.00 | 3.54 | 7.09 | 1.04 | 2.98 | 5.00 | 3.13 | 2.82 | 1.67 | 2.21 | 1.29 | 1.89 | 3.73 | 7.88 | 3.30 | 2.48 | 2.89 | 2.18 | 2.89 | 5.21 |
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 |
|---|---|---|---|---|
| Farm Credit Foundations Defined Contribution 401K Plan Strategic Asset Allocation – Optimal Moderate |
-7.70%
Feb 2006 – Feb 2009 |
-0.37%
Feb 2004 – Feb 2009 |
4.07%
Feb 2006 – Feb 2016 |
4.33%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Farm Credit Foundations Defined Contribution 401K Plan Strategic Asset Allocation – Optimal Moderate |
19.17%
Mar 2003 – Mar 2006 |
14.56%
Feb 2009 – Feb 2014 |
9.30%
Feb 2009 – Feb 2019 |
9.77%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart