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 Strategic Asset Allocation - Optimal Moderate | NA | -3.78% | 3.78% | 4.31% | 7.63% | 5.98% | NA | 5.99% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UNITED STATES STEEL CORPORATION SAVINGS FUND PLAN FOR SALARIED EMPLOYEES Strategic Asset Allocation - Optimal 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 (%) | 1.02 | -3.78 | 3.78 | 4.31 | 7.63 | 5.98 | NA | 5.99 | -7.00 | 12.27 | 6.10 | 0.65 | 7.02 | 10.68 | 9.71 | -0.29 | 12.28 | 25.40 | -28.66 | 8.62 | 14.00 | 9.43 | 12.84 | 21.68 | -2.52 | -0.37 |
| Sharpe Ratio | NA | -1.07 | 0.40 | 0.45 | 0.70 | NA | NA | 0.43 | -1.07 | 3.08 | 0.71 | 0.08 | 1.23 | 1.56 | 1.20 | -0.02 | 1.06 | 1.35 | -1.19 | 0.57 | 1.42 | 1.30 | 1.78 | 3.30 | -0.44 | -0.36 |
| Standard Deviation(%) | NA | 7.75 | 6.90 | 6.95 | 10.10 | NA | NA | 10.65 | 7.75 | 3.78 | 8.25 | 8.12 | 5.71 | 6.81 | 8.02 | 13.56 | 11.46 | 18.80 | 24.96 | 9.73 | 7.56 | 5.61 | 6.69 | 6.35 | 8.19 | 7.53 |
| Draw Down(%) | NA | 11.71 | 11.71 | 11.71 | 18.07 | NA | NA | 42.27 | 11.71 | 1.38 | 6.46 | 8.18 | 4.37 | 6.96 | 8.79 | 12.61 | 8.29 | 18.07 | 40.01 | 6.92 | 8.13 | 4.02 | 7.21 | 5.47 | 12.08 | 11.80 |
| Yield(%) | NA | 2.02 | 1.65 | 2.08 | 2.18 | NA | NA | 3.37 | 2.01 | 0.26 | 2.64 | 3.03 | 2.45 | 1.94 | 2.34 | 2.15 | 2.32 | 2.56 | 2.62 | 6.80 | 9.43 | 6.97 | 3.39 | 3.38 | 2.86 | 3.47 |
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 Strategic Asset Allocation - Optimal Moderate |
-9.32%
Feb 2006 - Feb 2009 |
-1.69%
Feb 2004 - Feb 2009 |
4.10%
Oct 2007 - Oct 2017 |
5.76%
Feb 2001 - Feb 2016 |
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 Strategic Asset Allocation - Optimal Moderate |
19.77%
Feb 2009 - Feb 2012 |
14.62%
Feb 2009 - Feb 2014 |
8.36%
Nov 2008 - Nov 2018 |
7.62%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart