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 |
|---|---|---|---|---|---|---|---|---|
| FEDEX CORPORATION RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 1.06% | -2.71% | 4.87% | 5.45% | 6.90% | 6.28% | 6.25% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEDEX CORPORATION RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal 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 (%) | -0.77 | 1.06 | -2.71 | 4.87 | 5.45 | 6.90 | 6.28 | 6.25 | NA | 9.22 | 15.83 | -11.68 | 11.01 | 19.89 | 20.01 | -5.69 | 13.70 | 6.69 | 1.61 | 7.40 | 13.65 | 13.12 | 0.19 | 11.26 | 21.61 | -23.07 | 8.33 | 12.86 | 7.03 | 12.77 | 24.06 | -8.93 | -0.82 |
| Sharpe Ratio | NA | 0.13 | 0.00 | 0.32 | 0.43 | NA | NA | 0.45 | 0.03 | 0.09 | 1.32 | -0.92 | 1.20 | 1.07 | 2.56 | -0.70 | 2.91 | 0.77 | 0.18 | 1.09 | 1.81 | 1.62 | 0.01 | 0.97 | 1.27 | -1.10 | 0.56 | 1.30 | 0.80 | 1.69 | 2.79 | -0.80 | -0.28 |
| Standard Deviation(%) | NA | 29.94 | 19.83 | 17.88 | 13.85 | NA | NA | 12.53 | 8.14 | 29.96 | 8.78 | 14.26 | 9.15 | 18.35 | 7.27 | 9.97 | 4.48 | 8.39 | 8.96 | 6.77 | 7.53 | 8.08 | 13.86 | 11.55 | 16.92 | 21.84 | 9.52 | 7.41 | 6.04 | 7.02 | 8.38 | 12.58 | 11.35 |
| Draw Down(%) | NA | 20.12 | 20.12 | 20.53 | 20.53 | NA | NA | 36.51 | 0.73 | 20.12 | 8.42 | 19.15 | 5.23 | 20.53 | 3.87 | 13.01 | 1.45 | 6.87 | 8.91 | 5.07 | 6.11 | 6.45 | 12.93 | 9.61 | 17.35 | 34.36 | 6.19 | 7.44 | 4.21 | 6.28 | 7.25 | 18.97 | 15.15 |
| Yield(%) | NA | 3.81 | 5.16 | 4.43 | 3.66 | NA | NA | 3.44 | NA | 0.81 | 3.31 | 6.21 | 5.29 | 2.11 | 4.33 | 3.62 | 0.34 | 3.25 | 4.07 | 3.39 | 1.01 | 2.84 | 3.12 | 2.42 | 2.77 | 3.13 | 5.16 | 5.46 | 5.63 | 2.96 | 2.59 | 1.95 | 3.24 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDEX CORPORATION RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-6.85%
Feb 2006 - Feb 2009 |
-0.65%
Feb 2004 - Feb 2009 |
5.29%
Feb 2006 - Feb 2016 |
5.31%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDEX CORPORATION RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
17.68%
Feb 2009 - Feb 2012 |
15.05%
Feb 2009 - Feb 2014 |
10.17%
Feb 2009 - Feb 2019 |
9.82%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart