Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PACCAR INC SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | -3.95% | -1.41% | 2.55% | 3.36% | 6.25% | NA | 6.87% |
Data as of 09/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PACCAR INC SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.18 | -3.95 | -1.41 | 2.55 | 3.36 | 6.25 | NA | 6.87 | -2.90 | 3.66 | -2.48 | 0.66 | 14.25 | 7.77 | -2.15 | 3.98 | 16.13 | -1.67 | 8.27 | 13.88 | 4.36 | 13.66 | 18.30 | 9.95 | 8.65 |
| Sharpe Ratio | NA | -0.25 | -0.11 | 0.30 | 0.42 | NA | NA | 0.77 | -0.25 | 0.84 | -0.48 | 0.10 | 2.24 | 1.50 | -0.26 | 0.40 | 1.92 | -0.41 | 0.57 | 1.56 | 0.43 | 1.91 | 3.80 | 2.11 | 1.17 |
| Standard Deviation(%) | NA | 14.36 | 9.11 | 8.12 | 7.92 | NA | NA | 7.26 | 14.39 | 4.09 | 5.21 | 6.21 | 6.36 | 5.14 | 8.29 | 9.67 | 8.36 | 6.28 | 9.18 | 6.77 | 5.08 | 6.66 | 4.63 | 4.19 | 5.43 |
| Draw Down(%) | NA | 12.97 | 12.97 | 12.97 | 12.97 | NA | NA | 12.97 | 12.97 | 2.43 | 4.62 | 5.44 | 4.54 | 4.27 | 9.41 | 8.27 | 4.08 | 6.64 | 6.63 | 6.44 | 4.30 | 5.85 | 2.35 | 2.44 | 4.10 |
| Yield(%) | NA | 0.77 | 3.18 | 3.19 | 3.76 | NA | NA | 5.14 | 0.77 | 3.16 | 5.40 | 4.62 | 1.85 | 4.99 | 1.63 | 4.17 | 6.49 | 4.09 | 8.53 | 7.75 | 3.12 | 4.67 | 4.34 | 7.90 | 8.82 |
Data as of 09/29/2017, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PACCAR INC SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate |
-1.38%
Sep 2014 - Sep 2017 |
2.31%
Apr 2011 - Apr 2016 |
3.29%
Oct 2007 - Oct 2017 |
6.25%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PACCAR INC SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate |
13.92%
Dec 2001 - Dec 2004 |
12.63%
Oct 2002 - Oct 2007 |
9.98%
Apr 2001 - Apr 2011 |
7.40%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart