Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MICHELIN NORTH AMERICA INC. WAGE 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 24.59% | 2.00% | 7.35% | 6.65% | 7.81% | 7.17% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MICHELIN NORTH AMERICA INC. WAGE 401K 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 (%) | -0.82 | 24.59 | 2.00 | 7.35 | 6.65 | 7.81 | 7.17 | … | … | 0.60 | 5.84 | 14.47 | -15.18 | 5.09 | 22.67 | 18.09 | -3.74 | 10.95 | 6.60 | 1.36 | 7.49 | 17.81 | 11.77 | -0.42 | 11.62 | 22.34 | -21.34 | 9.57 | 11.05 | 8.73 | 13.01 | 20.78 | -1.86 | 5.21 |
| Sharpe Ratio | NA | 0.06 | -0.23 | 0.26 | 0.42 | NA | NA | … | … | 0.08 | -0.07 | 1.11 | -1.08 | 0.52 | 1.25 | 2.15 | -0.50 | 2.15 | 0.74 | 0.16 | 1.13 | 2.59 | 1.43 | -0.03 | 1.02 | 1.38 | -1.06 | 0.74 | 1.12 | 1.14 | 1.73 | 2.57 | -0.30 | 0.35 |
| Standard Deviation(%) | NA | 10.15 | 11.89 | 12.97 | 10.80 | NA | NA | … | … | 6.92 | 10.22 | 9.19 | 15.32 | 9.78 | 17.91 | 7.75 | 10.04 | 4.81 | 8.59 | 8.41 | 6.63 | 6.86 | 8.18 | 14.81 | 11.34 | 16.13 | 21.00 | 8.95 | 6.98 | 5.75 | 6.97 | 7.82 | 10.01 | 8.26 |
| Draw Down(%) | NA | 7.64 | 21.72 | 23.13 | 23.13 | NA | NA | … | … | 0.56 | 7.64 | 8.81 | 21.94 | 6.50 | 20.08 | 4.33 | 11.50 | 2.59 | 7.66 | 8.16 | 5.02 | 5.38 | 6.80 | 14.08 | 8.76 | 16.58 | 32.67 | 5.87 | 7.33 | 3.99 | 5.86 | 7.69 | 14.16 | 10.69 |
| Yield(%) | NA | 5.09 | 4.83 | 4.18 | 3.85 | NA | NA | … | … | NA | 0.57 | 4.97 | 3.89 | 4.88 | 3.82 | 2.71 | 5.16 | 0.67 | 3.87 | 4.70 | 3.67 | 2.82 | 2.10 | 2.78 | 2.05 | 2.76 | 4.74 | 7.24 | 6.39 | 3.87 | 3.54 | 2.68 | 3.17 | 4.32 |
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 |
|---|---|---|---|---|
| MICHELIN NORTH AMERICA INC. WAGE 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-5.74%
Feb 2006 – Feb 2009 |
0.39%
Feb 2004 – Feb 2009 |
5.30%
Oct 2013 – Oct 2023 |
5.12%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MICHELIN NORTH AMERICA INC. WAGE 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
17.13%
Feb 2009 – Feb 2012 |
15.30%
Feb 2009 – Feb 2014 |
10.41%
Feb 2009 – Feb 2019 |
9.25%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart