Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Fluor Corporation Employees’ Savings Investment Plan Strategic Asset Allocation – Optimal Moderate | NA | 23.94% | 3.03% | 8.91% | 6.59% | 7.33% | 6.77% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Fluor Corporation Employees’ Savings Investment 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 (%) | -1.01 | 23.94 | 3.03 | 8.91 | 6.59 | 7.33 | 6.77 | … | … | 0.33 | 4.08 | 11.07 | -11.77 | 5.47 | 30.30 | 20.63 | -4.37 | 0.58 | 9.94 | -0.54 | 2.86 | 14.56 | 12.96 | -0.50 | 10.71 | 25.02 | -20.23 | 7.71 | 10.96 | 6.43 | 13.23 | 23.91 | -5.39 | 11.70 |
| Sharpe Ratio | NA | -0.17 | -0.31 | 0.37 | 0.41 | NA | NA | … | … | 0.04 | -0.29 | 0.83 | -1.06 | 0.52 | 1.60 | 2.84 | -0.51 | -0.01 | 1.15 | -0.07 | 0.44 | 2.16 | 1.81 | -0.04 | 0.96 | 1.84 | -1.07 | 0.52 | 1.08 | 0.70 | 1.47 | 2.77 | -0.53 | 0.97 |
| Standard Deviation(%) | NA | 8.55 | 9.91 | 12.31 | 10.67 | NA | NA | … | … | 7.54 | 8.61 | 8.18 | 12.38 | 10.43 | 18.76 | 6.78 | 11.18 | 8.26 | 8.46 | 8.50 | 6.53 | 6.74 | 7.12 | 13.46 | 11.11 | 13.54 | 19.73 | 9.02 | 7.09 | 6.13 | 8.38 | 8.39 | 12.29 | 9.72 |
| Draw Down(%) | NA | 8.64 | 18.72 | 21.88 | 21.88 | NA | NA | … | … | 0.61 | 8.64 | 8.18 | 18.82 | 8.49 | 21.88 | 3.12 | 14.50 | 9.17 | 7.00 | 8.88 | 5.34 | 5.70 | 5.89 | 13.09 | 8.79 | 13.61 | 31.97 | 5.23 | 7.69 | 3.93 | 7.59 | 7.37 | 19.43 | 9.99 |
| Yield(%) | NA | 3.38 | 5.20 | 5.57 | 5.61 | NA | NA | … | … | NA | 0.73 | 3.29 | 5.07 | 6.33 | 8.11 | 4.66 | 8.22 | 0.44 | 7.17 | 6.82 | 5.94 | 4.05 | 4.22 | 2.84 | 3.98 | 3.71 | 4.75 | 7.45 | 6.06 | 4.98 | 4.54 | 3.78 | 4.05 | 4.31 |
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 |
|---|---|---|---|---|
| Fluor Corporation Employees’ Savings Investment Plan Strategic Asset Allocation – Optimal Moderate |
-4.99%
Feb 2006 – Feb 2009 |
0.07%
Feb 2004 – Feb 2009 |
4.73%
Mar 2010 – Mar 2020 |
5.00%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fluor Corporation Employees’ Savings Investment Plan Strategic Asset Allocation – Optimal Moderate |
18.35%
Dec 2018 – Dec 2021 |
14.43%
Feb 2009 – Feb 2014 |
9.11%
Sep 2011 – Sep 2021 |
8.80%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart