Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ARCELORMITTAL TUBULAR PRODUCTS SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 36.10% | 12.68% | 14.28% | 9.88% | 9.49% | 8.11% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARCELORMITTAL TUBULAR PRODUCTS 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 (%) | -0.60 | 36.10 | 12.68 | 14.28 | 9.88 | 9.49 | 8.11 | … | … | 1.11 | 22.41 | 27.43 | -7.07 | 2.79 | 27.12 | 17.77 | -3.92 | 8.79 | 5.69 | 3.26 | 0.86 | 17.20 | 10.49 | -1.75 | 11.51 | 19.85 | -23.21 | 12.89 | 10.35 | 7.76 | 13.58 | 22.52 | -10.62 | -3.21 |
| Sharpe Ratio | NA | 2.23 | 0.99 | 0.95 | 0.78 | NA | NA | … | … | 0.10 | 1.94 | 2.85 | -0.63 | 0.24 | 1.69 | 1.86 | -0.44 | 1.29 | 0.62 | 0.31 | 0.11 | 2.34 | 1.32 | -0.12 | 0.84 | 1.16 | -1.08 | 0.99 | 0.87 | 0.78 | 1.70 | 2.15 | -0.91 | -0.53 |
| Standard Deviation(%) | NA | 8.08 | 10.18 | 11.80 | 10.69 | NA | NA | … | … | 10.45 | 8.17 | 8.14 | 13.32 | 11.33 | 15.93 | 8.80 | 11.99 | 6.34 | 8.80 | 10.49 | 8.05 | 7.34 | 7.94 | 15.36 | 13.56 | 17.05 | 22.41 | 9.99 | 8.17 | 7.14 | 7.44 | 10.14 | 12.90 | 10.47 |
| Draw Down(%) | NA | 4.95 | 14.18 | 19.86 | 19.86 | NA | NA | … | … | 0.75 | 4.95 | 4.92 | 15.34 | 7.95 | 19.86 | 4.49 | 15.67 | 4.49 | 9.34 | 7.91 | 6.57 | 3.76 | 6.47 | 15.72 | 11.54 | 16.47 | 31.66 | 5.50 | 8.54 | 4.39 | 5.22 | 6.68 | 18.89 | 15.03 |
| Yield(%) | NA | 15.48 | 11.53 | 7.77 | 6.00 | NA | NA | … | … | NA | 4.56 | 14.37 | 7.84 | 6.77 | 2.91 | 1.61 | 2.77 | 0.66 | 3.30 | 10.99 | 3.65 | 7.76 | 1.47 | 1.49 | 1.23 | 1.14 | 1.77 | 6.81 | 3.36 | 4.35 | 4.89 | 1.46 | 1.78 | 3.05 |
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 |
|---|---|---|---|---|
| ARCELORMITTAL TUBULAR PRODUCTS SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-6.87%
Feb 2006 – Feb 2009 |
0.17%
Feb 2004 – Feb 2009 |
4.29%
Feb 2006 – Feb 2016 |
4.67%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARCELORMITTAL TUBULAR PRODUCTS SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
26.22%
Sep 2022 – Sep 2025 |
16.29%
Mar 2020 – Mar 2025 |
11.72%
Sep 2015 – Sep 2025 |
10.23%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart