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 Tactical Asset Allocation Moderate | NA | 4.04% | 6.51% | 9.16% | 7.52% | 9.22% | 9.27% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Fluor Corporation Employees’ Savings Investment Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.72 | 4.04 | 6.51 | 9.16 | 7.52 | 9.22 | 9.27 | … | … | 2.42 | 13.50 | -6.28 | 8.79 | 29.64 | 16.89 | -4.32 | 13.39 | 13.91 | -1.02 | 3.65 | 20.89 | 11.93 | -0.10 | 9.26 | 21.55 | 1.65 | 10.50 | 12.25 | 7.68 | 14.27 | 11.12 | -0.69 | 8.65 |
| Sharpe Ratio | NA | 1.10 | 0.37 | 0.82 | 0.71 | NA | NA | … | … | 0.29 | 1.25 | -0.74 | 0.79 | 1.42 | 2.36 | -0.52 | 2.23 | 1.53 | -0.11 | 0.44 | 2.71 | 1.51 | -0.01 | 0.94 | 2.21 | 0.12 | 0.80 | 1.22 | 0.83 | 1.50 | 1.50 | -0.29 | 1.17 |
| Standard Deviation(%) | NA | 7.40 | 9.60 | 12.33 | 10.69 | NA | NA | … | … | 7.30 | 7.39 | 10.43 | 11.09 | 20.70 | 6.55 | 10.88 | 5.73 | 8.98 | 9.44 | 8.26 | 7.68 | 7.87 | 13.56 | 9.80 | 9.69 | 5.80 | 9.37 | 7.37 | 6.67 | 8.88 | 6.95 | 6.18 | 5.43 |
| Draw Down(%) | NA | 5.73 | 13.65 | 23.23 | 23.23 | NA | NA | … | … | 1.48 | 5.73 | 12.59 | 7.12 | 23.23 | 2.77 | 13.96 | 2.21 | 6.66 | 8.70 | 6.16 | 4.15 | 6.02 | 11.45 | 8.61 | 4.66 | 5.01 | 6.14 | 8.51 | 5.11 | 7.62 | 6.45 | 7.28 | 4.10 |
| Yield(%) | NA | 2.81 | 5.17 | 6.90 | 6.44 | NA | NA | … | … | 0.00 | 3.01 | 3.64 | 9.14 | 10.81 | 8.55 | 6.20 | 3.72 | 6.55 | 6.41 | 6.96 | 3.91 | 4.55 | 2.09 | 3.81 | 5.51 | 8.90 | 5.63 | 6.12 | 5.24 | 5.13 | 3.71 | 5.72 | 8.82 |
Data as of 10/31/2023, 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 Tactical Asset Allocation Moderate |
2.51%
Mar 2017 – Mar 2020 |
4.44%
Mar 2015 – Mar 2020 |
6.54%
Mar 2010 – Mar 2020 |
8.04%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fluor Corporation Employees’ Savings Investment Plan Tactical Asset Allocation Moderate |
18.13%
Dec 2018 – Dec 2021 |
14.63%
Feb 2016 – Feb 2021 |
11.22%
Jul 2003 – Jul 2013 |
10.52%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart