Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MAGNETEK FLEXCARE PLUS RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 30.75% | 11.54% | 9.68% | 6.98% | 7.71% | 7.05% | 7.29% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MAGNETEK FLEXCARE PLUS RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -0.15 | 30.75 | 11.54 | 9.68 | 6.98 | 7.71 | 7.05 | 7.29 | NA | 14.69 | 18.33 | -0.72 | 8.94 | 6.10 | 11.50 | -5.82 | 7.61 | 7.25 | 0.66 | 1.90 | 16.24 | 11.24 | -1.69 | 15.36 | 21.65 | -24.31 | 9.83 | 13.67 | 9.98 | 13.02 | 23.25 | -0.90 | -1.24 |
| Sharpe Ratio | NA | 1.38 | 0.76 | 0.63 | 0.55 | NA | NA | 0.58 | 0.22 | 1.16 | 2.00 | -0.19 | 1.08 | 0.33 | 1.45 | -0.72 | 1.47 | 1.03 | 0.08 | 0.32 | 2.39 | 1.39 | -0.14 | 1.64 | 1.54 | -1.21 | 0.71 | 1.60 | 1.68 | 2.18 | 4.09 | -0.28 | -0.46 |
| Standard Deviation(%) | NA | 6.92 | 8.53 | 11.05 | 9.42 | NA | NA | 9.63 | 3.39 | 6.99 | 7.03 | 10.98 | 8.26 | 17.98 | 6.96 | 9.91 | 4.74 | 6.86 | 7.87 | 5.93 | 6.77 | 8.05 | 12.09 | 9.29 | 13.97 | 20.79 | 9.68 | 6.51 | 4.65 | 5.53 | 5.51 | 7.21 | 7.66 |
| Draw Down(%) | NA | 6.81 | 11.00 | 23.85 | 25.70 | NA | NA | 34.49 | 0.16 | 6.81 | 4.01 | 11.00 | 4.58 | 23.85 | 3.75 | 11.94 | 2.28 | 5.72 | 8.72 | 5.87 | 3.96 | 6.54 | 11.22 | 7.83 | 13.30 | 32.86 | 6.99 | 8.26 | 3.34 | 4.13 | 5.29 | 12.91 | 11.71 |
| Yield(%) | NA | 13.94 | 9.89 | 6.79 | 5.86 | NA | NA | 4.77 | NA | 4.55 | 13.05 | 7.65 | 3.91 | 2.85 | 1.32 | 5.86 | 0.66 | 3.03 | 6.73 | 8.95 | 7.41 | 4.40 | 4.21 | 2.00 | 2.67 | 3.50 | 5.61 | 6.46 | 5.19 | 3.35 | 2.61 | 1.83 | 1.87 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAGNETEK FLEXCARE PLUS RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.89%
Feb 2006 - Feb 2009 |
-0.18%
Mar 2015 - Mar 2020 |
3.88%
Mar 2010 - Mar 2020 |
3.95%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAGNETEK FLEXCARE PLUS RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.41%
Mar 2003 - Mar 2006 |
14.81%
Oct 2002 - Oct 2007 |
9.01%
Mar 2003 - Mar 2013 |
8.46%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart