Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| UNITED STATES STEEL CORPORATION SAVINGS FUND PLAN FOR SALARIED EMPLOYEES Tactical Asset Allocation Moderate | NA | -2.10% | 5.14% | 4.20% | 7.89% | 9.00% | NA | 9.78% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UNITED STATES STEEL CORPORATION SAVINGS FUND PLAN FOR SALARIED EMPLOYEES Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
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 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.10 | -2.10 | 5.14 | 4.20 | 7.89 | 9.00 | NA | 9.78 | -5.60 | 14.56 | 5.08 | -4.32 | 5.85 | 10.34 | 1.49 | 3.98 | 12.65 | 29.45 | -6.15 | 20.63 | 16.39 | 14.65 | 12.38 | 22.53 | 8.60 | 6.95 |
| Sharpe Ratio | NA | -0.90 | 0.59 | 0.40 | 0.82 | NA | NA | 1.03 | -0.90 | 2.89 | 0.90 | -0.69 | 1.04 | 1.57 | 0.20 | 0.44 | 1.01 | 2.44 | -1.12 | 1.62 | 1.40 | 1.82 | 1.36 | 4.06 | 1.38 | 1.04 |
| Standard Deviation(%) | NA | 7.72 | 6.13 | 6.07 | 8.10 | NA | NA | 7.81 | 7.72 | 4.82 | 5.44 | 6.33 | 5.61 | 6.58 | 7.08 | 8.90 | 12.43 | 12.02 | 6.32 | 10.86 | 9.34 | 6.87 | 8.44 | 5.37 | 5.44 | 4.44 |
| Draw Down(%) | NA | 11.58 | 11.58 | 11.58 | 11.58 | NA | NA | 13.86 | 11.58 | 3.05 | 4.86 | 8.79 | 4.63 | 6.51 | 9.17 | 7.45 | 7.97 | 5.51 | 11.61 | 9.13 | 12.26 | 5.49 | 11.48 | 1.95 | 6.05 | 2.96 |
| Yield(%) | NA | 1.69 | 1.70 | 1.69 | 2.05 | NA | NA | 3.52 | 1.67 | 0.12 | 3.19 | 1.58 | 1.89 | 1.38 | 2.48 | 2.36 | 2.58 | 3.24 | 3.29 | 7.29 | 7.37 | 5.56 | 3.07 | 4.37 | 4.54 | 7.40 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UNITED STATES STEEL CORPORATION SAVINGS FUND PLAN FOR SALARIED EMPLOYEES Tactical Asset Allocation Moderate |
2.10%
Dec 2013 - Dec 2016 |
2.43%
Apr 2011 - Apr 2016 |
6.56%
Oct 2007 - Oct 2017 |
8.99%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UNITED STATES STEEL CORPORATION SAVINGS FUND PLAN FOR SALARIED EMPLOYEES Tactical Asset Allocation Moderate |
21.30%
Oct 2004 - Oct 2007 |
18.44%
Oct 2002 - Oct 2007 |
13.92%
Apr 2001 - Apr 2011 |
10.47%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart