Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Foot Locker 401(k) Plan Strategic Asset Allocation – Optimal Moderate | NA | 10.34% | 4.80% | 7.20% | 3.49% | 6.10% | NA | … | … |
Data as of 09/29/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Foot Locker 401(k) Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.19 | 10.34 | 4.80 | 7.20 | 3.49 | 6.10 | NA | … | … | 8.76 | 6.82 | -0.29 | 3.43 | 18.11 | 10.95 | -3.00 | 9.17 | 22.02 | -28.54 | 8.68 | 11.59 | 6.82 | 7.36 | 18.11 | -11.93 | -8.57 |
| Sharpe Ratio | NA | 2.12 | 0.56 | 0.96 | 0.28 | NA | NA | … | … | 2.15 | 0.67 | -0.03 | 0.51 | 2.71 | 1.25 | -0.20 | 0.76 | 1.21 | -1.25 | 0.57 | 1.20 | 0.83 | 0.98 | 2.02 | -1.09 | -0.91 |
| Standard Deviation(%) | NA | 3.77 | 8.00 | 7.50 | 12.68 | NA | NA | … | … | 3.77 | 9.85 | 8.98 | 6.67 | 6.67 | 8.70 | 14.93 | 11.98 | 18.05 | 23.56 | 9.92 | 6.92 | 5.63 | 6.53 | 8.63 | 11.99 | 11.96 |
| Draw Down(%) | NA | 1.34 | 12.05 | 12.05 | 39.44 | NA | NA | … | … | 1.34 | 8.09 | 8.36 | 5.50 | 3.84 | 8.41 | 14.49 | 10.38 | 17.19 | 36.79 | 6.45 | 7.12 | 4.08 | 5.48 | 8.01 | 18.68 | 19.17 |
| Yield(%) | NA | 1.19 | 3.70 | 3.56 | 2.27 | NA | NA | … | … | 1.19 | 4.07 | 5.95 | 4.92 | 1.77 | 0.95 | 0.75 | 0.77 | 1.17 | 1.15 | 7.55 | 5.30 | 2.46 | 1.20 | 1.14 | 0.92 | 1.19 |
Data as of 09/29/2017, 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 |
|---|---|---|---|---|
| Foot Locker 401(k) Plan Strategic Asset Allocation – Optimal Moderate |
-8.94%
Feb 2006 – Feb 2009 |
-2.70%
Feb 2004 – Feb 2009 |
2.89%
Aug 2001 – Aug 2011 |
3.27%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Foot Locker 401(k) Plan Strategic Asset Allocation – Optimal Moderate |
15.48%
Feb 2009 – Feb 2012 |
13.86%
Feb 2009 – Feb 2014 |
6.14%
Mar 2003 – Mar 2013 |
6.10%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart