Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JOHN DEERE SAVINGS AND INVESTMENTS PLAN Tactical Asset Allocation Moderate | NA | 30.07% | 9.21% | 10.84% | 6.92% | 6.47% | 6.35% | 6.37% |
Data as of 02/26/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JOHN DEERE SAVINGS AND INVESTMENTS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 04/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.36 | 30.07 | 9.21 | 10.84 | 6.92 | 6.47 | 6.35 | 6.37 | 10.28 | 24.14 | 12.01 | -5.01 | 19.39 | -2.34 | -1.28 | 6.80 | 18.14 | 7.29 | -5.36 | 5.05 | 10.91 | -7.62 | 10.30 | 10.60 | 5.75 | 9.02 | 17.54 | -2.68 | -1.36 |
| Sharpe Ratio | NA | 2.56 | 0.48 | 0.56 | 0.43 | NA | NA | 0.46 | 0.59 | 1.54 | 1.10 | -0.16 | 2.49 | -0.27 | -0.14 | 0.62 | 2.58 | 1.16 | -0.44 | 0.41 | 1.25 | -1.74 | 0.72 | 0.96 | 0.57 | 1.01 | 2.52 | -1.01 | -0.95 |
| Standard Deviation(%) | NA | 16.73 | 24.90 | 20.37 | 15.89 | NA | NA | 12.41 | 17.39 | 15.56 | 9.65 | 39.11 | 7.54 | 9.28 | 9.49 | 10.87 | 7.01 | 6.25 | 12.31 | 11.96 | 8.65 | 4.91 | 10.08 | 7.62 | 6.31 | 8.01 | 6.68 | 3.73 | 3.86 |
| Draw Down(%) | NA | 9.85 | 22.92 | 26.32 | 26.32 | NA | NA | 26.32 | 6.82 | 10.37 | 5.81 | 26.32 | 2.35 | 8.22 | 7.88 | 8.17 | 3.79 | 5.69 | 13.39 | 10.99 | 4.75 | 8.08 | 7.08 | 9.33 | 5.02 | 7.47 | 3.03 | 6.13 | 5.19 |
| Yield(%) | NA | 4.06 | 2.50 | 1.81 | 2.57 | NA | NA | 2.26 | 0.00 | 3.89 | 1.90 | 1.64 | 0.00 | 1.73 | 1.78 | 7.70 | 4.64 | 1.68 | 0.98 | 0.80 | 0.87 | 0.67 | 5.41 | 3.29 | 1.55 | 1.38 | 1.26 | 0.94 | 3.06 |
Data as of 02/26/2021, 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 |
|---|---|---|---|---|
| JOHN DEERE SAVINGS AND INVESTMENTS PLAN Tactical Asset Allocation Moderate |
-0.16%
Oct 2007 - Oct 2010 |
0.72%
Oct 2007 - Oct 2012 |
3.90%
Dec 2006 - Dec 2016 |
4.93%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JOHN DEERE SAVINGS AND INVESTMENTS PLAN Tactical Asset Allocation Moderate |
12.93%
Apr 2003 - Apr 2006 |
11.48%
Oct 2002 - Oct 2007 |
7.31%
Aug 2010 - Aug 2020 |
7.11%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart