Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Ford Tax-Efficient Savings Plan for Hourly Employees Strategic Asset Allocation – Optimal Moderate | NA | -16.86% | -1.87% | 0.77% | 6.14% | 5.12% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ford Tax-Efficient Savings Plan for Hourly Employees Strategic Asset Allocation – Optimal 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 (%) | 0.85 | -16.86 | -1.87 | 0.77 | 6.14 | 5.12 | NA | … | … | -18.98 | 10.62 | 4.29 | 2.41 | 3.89 | 14.77 | 10.94 | -1.32 | 13.16 | 24.42 | -25.93 | 12.17 | 10.22 | 10.33 | 11.35 | 21.28 | -3.02 | -1.99 |
| Sharpe Ratio | NA | -1.10 | -0.24 | -0.05 | 0.48 | NA | NA | … | … | -1.10 | 2.39 | 0.48 | 0.28 | 0.59 | 2.03 | 1.34 | -0.09 | 1.06 | 1.37 | -1.20 | 0.99 | 0.91 | 1.24 | 1.52 | 2.51 | -0.43 | -0.41 |
| Standard Deviation(%) | NA | 18.50 | 12.01 | 10.48 | 11.65 | NA | NA | … | … | 18.50 | 4.18 | 8.50 | 8.56 | 6.58 | 7.27 | 8.11 | 14.93 | 12.28 | 17.75 | 22.36 | 9.27 | 7.64 | 6.56 | 6.83 | 8.19 | 9.51 | 10.51 |
| Draw Down(%) | NA | 23.98 | 23.98 | 23.98 | 23.98 | NA | NA | … | … | 23.98 | 1.60 | 7.80 | 7.34 | 5.23 | 6.29 | 6.98 | 14.65 | 9.20 | 17.39 | 36.35 | 5.47 | 7.83 | 3.86 | 4.52 | 6.93 | 12.03 | 15.47 |
| Yield(%) | NA | 1.97 | 1.95 | 2.30 | 2.63 | NA | NA | … | … | 1.96 | 0.64 | 3.28 | 3.15 | 2.55 | 3.85 | 2.19 | 3.05 | 2.76 | 2.69 | 2.53 | 4.61 | 4.78 | 2.83 | 1.65 | 1.61 | 2.59 | 1.88 |
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 Tax-Efficient Savings Plan for Hourly Employees Strategic Asset Allocation – Optimal Moderate |
-7.55%
Feb 2006 – Feb 2009 |
-0.62%
Feb 2004 – Feb 2009 |
4.42%
Aug 2008 – Aug 2018 |
5.05%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ford Tax-Efficient Savings Plan for Hourly Employees Strategic Asset Allocation – Optimal Moderate |
18.52%
Feb 2009 – Feb 2012 |
15.23%
Feb 2009 – Feb 2014 |
8.43%
Mar 2003 – Mar 2013 |
7.89%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart