Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FORD MOTOR CO. SAVINGS AND STOCK INVESTMENT PLAN FOR SALARIED EMPLOYEES Tactical Asset Allocation Moderate | NA | -2.67% | 1.38% | 2.26% | 5.57% | 5.39% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FORD MOTOR CO. SAVINGS AND STOCK INVESTMENT PLAN FOR SALARIED EMPLOYEES Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.01 | -2.67 | 1.38 | 2.26 | 5.57 | 5.39 | NA | … | … | -3.36 | 4.00 | 3.85 | 0.56 | 1.86 | 16.23 | 8.15 | -3.50 | 10.40 | 19.67 | -0.29 | 3.01 | 13.34 | 0.34 | 5.80 | 14.38 | 0.65 | 5.81 |
| Sharpe Ratio | NA | -0.70 | 0.12 | 0.15 | 0.68 | NA | NA | … | … | -0.70 | 0.82 | 0.58 | 0.09 | 0.30 | 2.29 | 1.38 | -0.30 | 0.93 | 2.05 | -0.21 | 0.00 | 1.38 | -0.30 | 0.71 | 2.21 | -0.07 | 0.81 |
| Standard Deviation(%) | NA | 6.70 | 5.82 | 5.84 | 7.77 | NA | NA | … | … | 6.70 | 4.12 | 6.30 | 5.60 | 6.15 | 7.06 | 5.85 | 11.65 | 11.05 | 9.56 | 5.71 | 10.02 | 7.27 | 6.13 | 6.88 | 6.18 | 5.96 | 4.35 |
| Draw Down(%) | NA | 6.97 | 6.97 | 6.97 | 12.54 | NA | NA | … | … | 6.97 | 1.96 | 4.64 | 5.61 | 4.65 | 6.70 | 5.32 | 12.54 | 8.26 | 5.00 | 4.62 | 7.17 | 7.04 | 5.96 | 6.90 | 4.13 | 7.04 | 4.82 |
| Yield(%) | NA | 3.66 | 2.13 | 3.52 | 3.51 | NA | NA | … | … | 3.65 | 0.20 | 2.19 | 5.92 | 4.04 | 3.34 | 3.63 | 3.83 | 3.38 | 5.00 | 4.18 | 4.22 | 3.36 | 3.27 | 4.42 | 3.19 | 4.86 | 6.81 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| FORD MOTOR CO. SAVINGS AND STOCK INVESTMENT PLAN FOR SALARIED EMPLOYEES Tactical Asset Allocation Mo |
1.43%
Oct 2015 – Oct 2018 |
2.22%
Nov 2013 – Nov 2018 |
5.38%
May 2007 – May 2017 |
5.37%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FORD MOTOR CO. SAVINGS AND STOCK INVESTMENT PLAN FOR SALARIED EMPLOYEES Tactical Asset Allocation Mo |
11.08%
Apr 2008 – Apr 2011 |
9.89%
Dec 2008 – Dec 2013 |
7.70%
Apr 2001 – Apr 2011 |
6.53%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart