Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Dollar General 401(k) Savings and Retirement Plan Tactical Asset Allocation Moderate | NA | 24.44% | 3.71% | 6.75% | 5.06% | 5.57% | 6.29% | 7.10% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Dollar General 401(k) Savings and Retirement Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.98 | 24.44 | 3.71 | 6.75 | 5.06 | 5.57 | 6.29 | 7.10 | NA | 9.29 | 17.17 | -14.19 | 11.05 | 10.72 | 6.61 | -2.81 | 10.24 | 4.85 | -1.24 | 1.19 | 15.16 | 8.72 | -1.30 | 7.67 | 16.28 | -4.32 | 6.88 | 15.64 | 5.30 | 13.12 | 19.52 | 5.79 | 6.98 |
| Sharpe Ratio | NA | 0.40 | -0.05 | 0.36 | 0.38 | NA | NA | 0.72 | 0.06 | 0.30 | 1.41 | -1.03 | 1.24 | 1.16 | 1.24 | -0.55 | 1.73 | 1.10 | -0.25 | 0.20 | 2.29 | 1.66 | -0.15 | 0.69 | 1.87 | -1.22 | 0.38 | 1.58 | 0.57 | 1.63 | 3.87 | 1.27 | 1.14 |
| Standard Deviation(%) | NA | 9.13 | 11.48 | 10.54 | 8.39 | NA | NA | 7.64 | 8.41 | 9.14 | 9.13 | 15.07 | 8.89 | 9.05 | 4.21 | 7.47 | 5.56 | 4.24 | 5.12 | 5.78 | 6.61 | 5.23 | 8.72 | 10.91 | 8.64 | 4.31 | 10.23 | 7.81 | 5.49 | 7.46 | 4.87 | 3.69 | 4.09 |
| Draw Down(%) | NA | 5.39 | 21.86 | 21.86 | 21.86 | NA | NA | 21.86 | 0.59 | 5.39 | 8.21 | 21.86 | 4.85 | 11.00 | 3.64 | 8.44 | 3.10 | 2.35 | 5.55 | 6.60 | 4.20 | 4.43 | 9.28 | 9.26 | 4.64 | 7.01 | 7.07 | 9.07 | 5.17 | 6.68 | 2.59 | 3.44 | 2.77 |
| Yield(%) | NA | 4.68 | 4.01 | 3.99 | 3.84 | NA | NA | 4.07 | NA | 0.77 | 4.71 | 3.13 | 3.65 | 4.65 | 4.04 | 3.41 | 0.39 | 3.38 | 6.36 | 4.42 | 3.79 | 3.92 | 2.72 | 3.59 | 4.67 | 3.34 | 4.92 | 4.13 | 3.46 | 3.94 | 3.95 | 5.32 | 6.93 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Dollar General 401(k) Savings and Retirement Plan Tactical Asset Allocation Moderate |
-0.33%
Sep 2019 - Sep 2022 |
0.21%
Sep 2017 - Sep 2022 |
3.01%
Oct 2013 - Oct 2023 |
3.67%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Dollar General 401(k) Savings and Retirement Plan Tactical Asset Allocation Moderate |
14.86%
Apr 2003 - Apr 2006 |
13.08%
Oct 2002 - Oct 2007 |
9.66%
Apr 2001 - Apr 2011 |
7.88%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart