Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PDMZX (Target Asset Allocation Fds Target Moderate Al) | NA | -7.50% | 8.10% | 7.63% | 10.19% | 6.32% | 5.83% | … | … |
Data as of 02/01/2019, Common starting date is 12/11/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PDMZX (Target Asset Allocation Fds Target Moderate Al) | 12/11/1998 | 02/01/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.50 | 8.10 | 7.63 | 10.19 | 6.32 | 5.83 | … | … | 0.00 | -3.57 | 16.61 | 8.67 | 0.89 | 10.86 | 20.17 | 12.33 | -0.95 | 12.02 | 20.84 | -28.53 | 7.72 | 12.36 | 7.15 | 11.45 | 26.68 | -13.25 | -4.10 | 1.17 | 16.62 | 3.77 |
| Sharpe Ratio | NA | -0.67 | 0.71 | 0.58 | 0.82 | NA | NA | … | … | 0.00 | -0.36 | 2.48 | 0.74 | 0.06 | 1.00 | 2.07 | 1.48 | -0.06 | 0.99 | 1.20 | -1.20 | 0.43 | 1.16 | 0.70 | 1.37 | 2.62 | -0.96 | -0.53 | -0.22 | 1.38 | 10.77 |
| Standard Deviation(%) | NA | 13.24 | 10.35 | 11.61 | 12.12 | NA | NA | … | … | NA | 13.46 | 6.47 | 11.46 | 14.67 | 10.88 | 9.74 | 8.34 | 15.19 | 12.05 | 17.23 | 24.42 | 10.98 | 7.82 | 7.16 | 7.65 | 9.90 | 14.93 | 12.37 | 13.00 | 9.69 | 9.46 |
| Draw Down(%) | NA | 9.37 | 9.94 | 11.01 | 14.93 | NA | NA | … | … | 0.00 | 9.94 | 2.70 | 7.49 | 11.01 | 6.87 | 6.35 | 6.86 | 13.64 | 10.08 | 19.53 | 37.26 | 6.62 | 7.80 | 4.72 | 6.48 | 8.59 | 23.49 | 17.31 | 9.43 | 7.24 | 1.19 |
| Yield(%) | 0.00 | 19.39 | 12.41 | 9.95 | 9.97 | 6.85 | 6.23 | … | … | 0.00 | 20.13 | 5.09 | 8.31 | 3.19 | 7.41 | 6.96 | 2.33 | 1.25 | 1.18 | 3.08 | 3.45 | 9.94 | 6.10 | 10.78 | 1.49 | 1.92 | 1.66 | 1.92 | 7.65 | 2.83 | 0.20 |
Data as of 02/01/2019, Common starting date is 12/11/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDMZX (Target Asset Allocation Fds Target Moderate Al) |
-9.75%
Feb 2006 – Feb 2009 |
-2.57%
Feb 2004 – Feb 2009 |
1.30%
Feb 1999 – Feb 2009 |
4.75%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDMZX (Target Asset Allocation Fds Target Moderate Al) |
17.86%
Feb 2009 – Feb 2012 |
15.76%
Feb 2009 – Feb 2014 |
10.53%
Nov 2008 – Nov 2018 |
8.78%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart